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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Do Anomalies Really Predict Market Returns? New Data and New Evidence
Nusret Cakici, Christian Fieberg, Daniel Metko, et al.
Review of Finance (2023) Vol. 28, Iss. 1, pp. 1-44
Open Access | Times Cited: 24

Showing 24 citing articles:

Machine learning and the cross-section of cryptocurrency returns
Nusret Cakici, Syed Jawad Hussain Shahzad, Barbara Będowska-Sójka, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103244-103244
Closed Access | Times Cited: 6
Encoder–Decoder Based LSTM and GRU Architectures for Stocks and Cryptocurrency Prediction
Joy Dip Das, Ruppa K. Thulasiram, Christopher J. Henry, et al.
Journal of risk and financial management (2024) Vol. 17, Iss. 5, pp. 200-200
Open Access | Times Cited: 6
A Comparison of Global Factor Models
Matthias X. Hanauer
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 45
ESG investing in good and bad times: An international study
Huaigang Long, Mardy Chiah, Nusret Cakici, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 91, pp. 101916-101916
Closed Access | Times Cited: 16
Can Denoising Enhance Prediction Accuracy of Learning Models? A Case of Wavelet Decomposition Approach
C. Tamilselvi, Md Yeasin, Ranjit Kumar Paul, et al.
Forecasting (2024) Vol. 6, Iss. 1, pp. 81-99
Open Access | Times Cited: 5
Machine Learning for Enhanced Credit Risk Assessment: An Empirical Approach
Nicolas Suhadolnik, Jó Ueyama, Sérgio Da Silva
Journal of risk and financial management (2023) Vol. 16, Iss. 12, pp. 496-496
Open Access | Times Cited: 11
Forecasting stock market return with anomalies: Evidence from China
J. Wang, Z.G. Wang, Ke Wu
International Journal of Forecasting (2025)
Closed Access
Anomalies and Links to Market Return Predictability: Supranational Evidence Based on New Market Efficiency Measures
Xi Dong, Yan Li, Yanran Li, et al.
(2025)
Closed Access
Forecasting the Bitcoin price using the various Machine Learning: A systematic review in data-driven marketing
Payam Boozary, Sohgand Sheykhan, Hamed GhorbanTanhaei
Systems and Soft Computing (2025), pp. 200209-200209
Open Access
Enhancing Cryptocurrency Price Forecasting by Integrating Machine Learning with Social Media and Market Data
Loris Belcastro, Domenico Carbone, Cristian Cosentino, et al.
Algorithms (2023) Vol. 16, Iss. 12, pp. 542-542
Open Access | Times Cited: 9
ESG unpacked: Environmental, social, and governance pillars and the stock price reaction to the invasion of Ukraine
Boglárka Bianka Kovács, Gábor Neszveda, Eszter Baranyai, et al.
Eurasian Economic Review (2024) Vol. 14, Iss. 3, pp. 755-777
Open Access | Times Cited: 3
Factor models for Chinese A-shares
Matthias X. Hanauer, Maarten Jansen, Laurens Swinkels, et al.
International Review of Financial Analysis (2023) Vol. 91, pp. 102975-102975
Open Access | Times Cited: 5
What drives stock returns across countries? Insights from machine learning models
Nusret Cakici, Adam Zaremba
International Review of Financial Analysis (2024), pp. 103569-103569
Open Access | Times Cited: 1
Machine Learning to Forecast Financial Bubbles in Stock Markets: Evidence from Vietnam
Kim Long Tran, Hoang Anh Le, Cap Phu Lieu, et al.
International Journal of Financial Studies (2023) Vol. 11, Iss. 4, pp. 133-133
Open Access | Times Cited: 3
Market Frictions and Dynamics of the Cross-Section of Stock Returns
Peixuan Yuan
SSRN Electronic Journal (2024)
Closed Access
Investor clientele and intraday patterns in the cross section of stock returns
Jian Chen, Ahmad Haboub, Ali Shakil Khan, et al.
Review of Quantitative Finance and Accounting (2024)
Open Access
Factor timing in the Chinese stock market
Yuxiao Wu
International Studies of Economics (2024)
Open Access
A common component of Fama and French factor variances
Masoumeh Fathi, Klaus Grobys, Janne Äijö
The North American Journal of Economics and Finance (2024), pp. 102292-102292
Open Access
Day-of-the-week effect: a meta-analysis
Leonard Grebe, Dirk Schiereck
Eurasian economic review (2024) Vol. 14, Iss. 4, pp. 1057-1094
Open Access
Exploring fundamental anomalies: Evidence from the Moroccan stock market
Safae Benfeddoul, Asmâa Alaoui Taïb
Modern Finance (2024) Vol. 2, Iss. 2, pp. 120-135
Open Access
Stock market uncertainty determination with news headlines: A digital twin approach
Pedro José Gutiérrez Díez, Jorge Alves-Antunes
AIMS Mathematics (2023) Vol. 9, Iss. 1, pp. 1683-1717
Open Access
Sentiment, Market Returns, and Cross-Sectional Anomalies
Theofanis Papamichalis, Dean Ryu
SSRN Electronic Journal (2023)
Closed Access
Factor models for Chinese A-shares
Matthias X. Hanauer, Maarten Jansen, Laurens Swinkels, et al.
SSRN Electronic Journal (2021)
Closed Access
<div> Anomalies and Links to Market Return Predictability: Supranational Evidence Based on New Market Efficiency Measures </div>
Xi Dong, Yan Li, Yanran Li, et al.
SSRN Electronic Journal (2021)
Closed Access
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