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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:

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

Showing 1-25 of 97 citing articles:

The Risk of Expected Utility Under Parameter Uncertainty
Nathan Lassance, Alberto Martín-Utrera, Majeed Simaan
Management Science (2024) Vol. 70, Iss. 11, pp. 7644-7663
Closed Access | Times Cited: 15
Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models
Kelvin J. L. Koa, Yunshan Ma, Ritchie Ng, et al.
Proceedings of the ACM Web Conference 2022 (2024), pp. 4304-4315
Open Access | Times Cited: 9
Currency Risk Premiums Redux
Federico Nucera, Lucio Sarno, Gabriele Zinna
Review of Financial Studies (2023) Vol. 37, Iss. 2, pp. 356-408
Open Access | Times Cited: 21
Modeling Conditional Factor Risk Premia Implied by Index Option Returns
Mathieu Fournier, Kris Jacobs, Piotr Orłowski
The Journal of Finance (2024) Vol. 79, Iss. 3, pp. 2289-2338
Open Access | Times Cited: 6
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
Attention is all you need: An interpretable transformer-based asset allocation approach
Tian Ma, Wanwan Wang, Yu Chen
International Review of Financial Analysis (2023) Vol. 90, pp. 102876-102876
Closed Access | Times Cited: 15
Complexity in Factor Pricing Models
Antoine Didisheim, Shikun Ke, Bryan Kelly, et al.
(2023)
Open Access | Times Cited: 15
When do investors go green? Evidence from a time-varying asset-pricing model
Lucia Alessi, Elisa Ossola, Roberto Panzica
International Review of Financial Analysis (2023) Vol. 90, pp. 102898-102898
Open Access | Times Cited: 14
Counterparty Risk: Implications for Network Linkages and Asset Prices
Fotis Grigoris, Yunzhi Hu, Gill Segal
Review of Financial Studies (2022) Vol. 36, Iss. 2, pp. 814-858
Closed Access | Times Cited: 22
Stock return prediction with multiple measures using neural network models
C. Edward Wang
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 4
Does CAPM overestimate more the risk or its price?
Fabio Franceschini
(2025)
Closed Access
Diverging Roads: Theory-Based vs. Machine Learning-Implied Stock Risk Premia
Joachim Grammig, Constantin Hanenberg, Christian Schlag, et al.
Journal of Financial Econometrics (2025) Vol. 23, Iss. 2
Closed Access
Machine learning the performance of hedge fund
Tian Ma, Wanwan Wang, Fuwei Jiang
Journal of International Money and Finance (2025), pp. 103332-103332
Closed Access
Machine learning-driven asset pricing models: an exploration of feature sparsification and model optimisation
Jan-Frederik Mai, Shaohua Zhang, Xiyue Zhang
Applied Economics (2025), pp. 1-16
Closed Access
Mode‐adaptive factor models
Tao Wang
Scandinavian Journal of Statistics (2025)
Closed Access
Building Cross-Sectional Trading Strategies via Geometric Semantic Genetic Programming
Kritpol Bunjerdtaweeporn, Alberto Moraglio
Lecture notes in computer science (2025), pp. 20-37
Closed Access
From Econometrics to Machine Learning: Transforming Empirical Asset Pricing
Chuan Shi
(2025)
Closed Access
Test Assets and Weak Factors
Stefano Giglio, Dacheng Xiu, Dake Zhang
The Journal of Finance (2024)
Closed Access | Times Cited: 3
Asset Pricing and Machine Learning: A critical review
Matteo Bagnara
Journal of Economic Surveys (2022) Vol. 38, Iss. 1, pp. 27-56
Open Access | Times Cited: 14
Overlooked biases from misidentifications of causal structures
Simone Cenci
The Journal of Finance and Data Science (2024) Vol. 10, pp. 100127-100127
Open Access | Times Cited: 2
One Factor to Bind the Cross-Section of Returns
Nicola Borri, Denis Chetverikov, Yukun Liu, et al.
(2024)
Open Access | Times Cited: 2
An Adaptive Pricing Framework for Real-Time AI Model Service Exchange
Jiashi Gao, Ziwei Wang, Xuetao Wei
IEEE Transactions on Network Science and Engineering (2024) Vol. 11, Iss. 5, pp. 5114-5129
Closed Access | Times Cited: 2
Predicting Individual Corporate Bond Returns
Guanhao Feng, Xin He, Yanchu Wang, et al.
Journal of Banking & Finance (2024), pp. 107372-107372
Closed Access | Times Cited: 2
Deep Learning from Implied Volatility Surfaces
Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 6
Stable versus fragile community structures in the correlation dynamics of Chinese industry indices
Chun-Xiao Nie, Fu-Tie Song
Chaos Solitons & Fractals (2023) Vol. 167, pp. 113044-113044
Closed Access | Times Cited: 5
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