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:
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Svetlana Bryzgalova, Jiantao Huang, Christian Julliard
The Journal of Finance (2022) Vol. 78, Iss. 1, pp. 487-557
Open Access | Times Cited: 80
Svetlana Bryzgalova, Jiantao Huang, Christian Julliard
The Journal of Finance (2022) Vol. 78, Iss. 1, pp. 487-557
Open Access | Times Cited: 80
Showing 1-25 of 80 citing articles:
Is There a Replication Crisis in Finance?
Theis Ingerslev Jensen, Bryan Kelly, Lasse Heje Pedersen
The Journal of Finance (2023) Vol. 78, Iss. 5, pp. 2465-2518
Open Access | Times Cited: 196
Theis Ingerslev Jensen, Bryan Kelly, Lasse Heje Pedersen
The Journal of Finance (2023) Vol. 78, Iss. 5, pp. 2465-2518
Open Access | Times Cited: 196
Factor Models, Machine Learning, and Asset Pricing
Stefano Giglio, Bryan Kelly, Dacheng Xiu
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 337-368
Closed Access | Times Cited: 97
Stefano Giglio, Bryan Kelly, Dacheng Xiu
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 337-368
Closed Access | Times Cited: 97
Model Comparison with Transaction Costs
ANDREW DETZEL, ROBERT NOVY‐MARX, Mihail Velikov
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1743-1775
Closed Access | Times Cited: 54
ANDREW DETZEL, ROBERT NOVY‐MARX, Mihail Velikov
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1743-1775
Closed Access | Times Cited: 54
Deep Learning in Characteristics-Sorted Factor Models
Guanhao Feng, Jingyu He, Nicholas G. Polson, et al.
Journal of Financial and Quantitative Analysis (2023), pp. 1-36
Open Access | Times Cited: 48
Guanhao Feng, Jingyu He, Nicholas G. Polson, et al.
Journal of Financial and Quantitative Analysis (2023), pp. 1-36
Open Access | Times Cited: 48
Is There A Replication Crisis In Finance?
Theis Ingerslev Jensen, Bryan Kelly, Lasse Heje Pedersen
(2021)
Open Access | Times Cited: 54
Theis Ingerslev Jensen, Bryan Kelly, Lasse Heje Pedersen
(2021)
Open Access | Times Cited: 54
Integrating Factor Models
D AVRAMOV, SI CHENG, LIOR METZKER, et al.
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1593-1646
Open Access | Times Cited: 22
D AVRAMOV, SI CHENG, LIOR METZKER, et al.
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1593-1646
Open Access | Times Cited: 22
Noise in Expectations: Evidence from Analyst Forecasts
Tim de Silva, David Thesmar
Review of Financial Studies (2023) Vol. 37, Iss. 5, pp. 1494-1537
Closed Access | Times Cited: 21
Tim de Silva, David Thesmar
Review of Financial Studies (2023) Vol. 37, Iss. 5, pp. 1494-1537
Closed Access | Times Cited: 21
An Information-Theoretic Asset Pricing Model
Anisha Ghosh, Christian Julliard, Alex P. Taylor
Journal of Financial Econometrics (2025) Vol. 23, Iss. 1
Open Access
Anisha Ghosh, Christian Julliard, Alex P. Taylor
Journal of Financial Econometrics (2025) Vol. 23, Iss. 1
Open Access
Cracking the Code: Bayesian Evaluation of Millions of Factor Models in China
Yan Qian, Jinzhe Wang, WU Li-xia, et al.
SSRN Electronic Journal (2025)
Closed Access
Yan Qian, Jinzhe Wang, WU Li-xia, et al.
SSRN Electronic Journal (2025)
Closed Access
Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory
Laura Molero‐González, Roy Cerqueti, Raffaele Mattera, et al.
Physica A Statistical Mechanics and its Applications (2025), pp. 130473-130473
Closed Access
Laura Molero‐González, Roy Cerqueti, Raffaele Mattera, et al.
Physica A Statistical Mechanics and its Applications (2025), pp. 130473-130473
Closed Access
From Econometrics to Machine Learning: Transforming Empirical Asset Pricing
Chuan Shi
(2025)
Closed Access
Chuan Shi
(2025)
Closed Access
Asset-Pricing Factors with Economic Targets
Svetlana Bryzgalova, Victor DeMiguel, Sicong Li, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 10
Svetlana Bryzgalova, Victor DeMiguel, Sicong Li, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 10
Potential pricing factors in the Korean market
Jeongseok Bang, Yeonchan Kang, Doojin Ryu
Finance research letters (2024) Vol. 67, pp. 105946-105946
Closed Access | Times Cited: 3
Jeongseok Bang, Yeonchan Kang, Doojin Ryu
Finance research letters (2024) Vol. 67, pp. 105946-105946
Closed Access | Times Cited: 3
Test Assets and Weak Factors
Stefano Giglio, Dacheng Xiu, Dake Zhang
The Journal of Finance (2024)
Closed Access | Times Cited: 3
Stefano Giglio, Dacheng Xiu, Dake Zhang
The Journal of Finance (2024)
Closed Access | Times Cited: 3
What is Missing in Asset-Pricing Factor Models?
Massimo Dello Preite, Raman Uppal, Paolo Zaffaroni, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 15
Massimo Dello Preite, Raman Uppal, Paolo Zaffaroni, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 15
Diagnostics for asset pricing models
Ai He, Guofu Zhou
Financial Management (2023) Vol. 52, Iss. 4, pp. 617-642
Closed Access | Times Cited: 8
Ai He, Guofu Zhou
Financial Management (2023) Vol. 52, Iss. 4, pp. 617-642
Closed Access | Times Cited: 8
The Corporate Bond Factor Zoo
Alexander Dickerson, Christian Julliard, Philippe Mueller
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 8
Alexander Dickerson, Christian Julliard, Philippe Mueller
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 8
Deep Learning Factor Alpha
Guanhao Feng, Jingyu He, Nick Polson, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 24
Guanhao Feng, Jingyu He, Nick Polson, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 24
Maximizing the Sharpe Ratio: A Genetic Programming Approach
Yang Liu, Guofu Zhou, Yingzi Zhu
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 22
Yang Liu, Guofu Zhou, Yingzi Zhu
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 22
Model Selection with Transaction Costs
Andrew L. Detzel, Robert Novy‐Marx, Mihail Velikov
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 20
Andrew L. Detzel, Robert Novy‐Marx, Mihail Velikov
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 20
Market Beta is not dead: An approach from Random Matrix Theory
Laura Molero‐González, Juan Evangelista Trinidad Segovia, M.A. Sánchez-Granero, et al.
Finance research letters (2023) Vol. 55, pp. 103816-103816
Open Access | Times Cited: 6
Laura Molero‐González, Juan Evangelista Trinidad Segovia, M.A. Sánchez-Granero, et al.
Finance research letters (2023) Vol. 55, pp. 103816-103816
Open Access | Times Cited: 6
Deep Learning from Implied Volatility Surfaces
Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
High-Dimensional Factor Models and the Factor Zoo
Martin Lettau
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 5
Martin Lettau
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 5
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing
Lin William Cong, Guanhao Feng, Jingyu He, et al.
(2023)
Open Access | Times Cited: 4
Lin William Cong, Guanhao Feng, Jingyu He, et al.
(2023)
Open Access | Times Cited: 4
Testing for Weak Factors in Asset Pricing
Soohun Kim, Valentina Raponi, Paolo Zaffaroni
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Soohun Kim, Valentina Raponi, Paolo Zaffaroni
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
