Scholar4AI Updated 2026-11-05 06:02 UTC+09:00

AQR factors

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data category: Asset pricing factor data · 0 papers in the last 7 days

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Published factor returns and anomaly portfolios used as benchmarks.

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Names searched for: AQR

Key findings#

  • From Nov 2023 to Oct 2026, 37 archived papers mentioned AQR factors in their title, abstract, keywords or full text, most of them in Mar 2024 (3).
  • No paper of the tracked journals mentioned AQR factors in the last 30 days (2026-10-07 to 2026-11-05).
  • From 2017 to 2026 (so far), AQR factors was mentioned in 40 papers in the tracked journals, most of them in finance (25), economics (6) and management (4).
  • 10 of them were published in 2025, against 0 in 2017.
  • Since 2023, the institutions with the most of these papers were Centre for Economic Policy Research (3), University of Leeds (3) and Istanbul Aydın University (2).
  • The journals publishing most of them were Journal of Financial Economics (4), Financial Innovation (4) and Journal of International Financial Markets Institutions and Money (3).
  • The most-cited of them is “CEO compensation: Evidence from the field” (Journal of Financial Economics, 2023), with 150 citations.
  • Papers use AQR factors most often with S&P 500 (9), Kenneth French Data Library (7) and Marketization index (Fan Gang) (6); it has 11 partners in the code and data network, in the group around S&P 500, Economic Policy…, Compustat.

Mentions over 36 months#

Papers mentioning it by publication month, Nov 2023 to Oct 2026 (titles, abstracts, keywords and full texts)
TrendNov 23–Oct 24Nov 24–Oct 25Nov 25–Oct 2636 months
1291637

Papers per year#

2017: 0 papers2018: 0 papers2019: 0 papers2020: 0 papers2021: 0 papers2022: 0 papers2023: 5 papers2024: 11 papers2025: 10 papers2026 (so far): 14 papers
20172026 (so far)
Papers per publication year and category
Category2017201820192020202120222023202420252026 (so far)
Finance0000004687
Economics0000000213
Management0000000211
Accounting0000000101
Health Economics and Policy0000000001
AI0000001000
Operations Research0000000001
All categories0000005111014

Where the papers come from#

Institutions with the most papers, since 2023
#InstitutionPapers
1Centre for Economic Policy Research3
2University of Leeds3
3Istanbul Aydın University2
4KU Leuven2
5London School of Economics and Political Science2
6Universitat de Barcelona2
7University of Zurich2
8Aarhus University1
9Aston University1
10Audencia Business School1
Countries with the most papers, since 2023
#CountryPapers
1United Kingdom13
2Italy7
3Spain5
4United States4
5China3
6France3
7Netherlands3
8Australia2
9Belgium2
10Switzerland2
Keywords with the most papers, since 2023
#KeywordPapers
1Sharpe ratio3
2banking supervision3
3portfolio optimization3
4ESG investing2
5ESG risk2
6Great Financial Crisis2
7bank transparency2
8corporate governance2
9defensive stocks2
10drawdown2

Most-cited papers#

Most-cited papers since 2017
#CitationsPer monthTitleJournalPublishedAuthors
11504.1CEO compensation: Evidence from the fieldJournal of Financial Economics2023-10-20Alex Edmans, Tom Gosling, Dirk Jenter
2391.2Director networks and firm valueJournal of Corporate Finance2024-01-23Tor‐Erik Bakke, Jeffrey R. Black, Hamed Mahmudi et al.
3130.4Quality–diversity optimization of decision trees for interpretable reinforcement learningNeural Computing and Applications2023-11-13Andrea Ferigo, Leonardo Lucio Custode, Giovanni Iacca
4120.5Comparing factor models with price-impact costsJournal of Financial Economics2024-09-21Sicong Li, Victor DeMiguel, Alberto Martín-Utrera
580.2Internal ratings and bank opacity: Evidence from analysts’ forecastsJournal of Financial Intermediation2023-10-01Brunella Bruno, Immacolata Marino, Giacomo Nocera

Archive counts by publication year: a paper counts when its title, abstract or keywords name the dataset, or when OpenAlex's full-text search finds it there (searched for the last 30 days' papers and, by a pass over the past years, for older ones). Names added to the list later are looked for in older papers as the archive is read again.

Used together with#

Papers use AQR factors most often with S&P 500 (9), Kenneth French Data Library (7) and Marketization index (Fan Gang) (6); it has 11 partners in the code and data network, in the group around S&P 500, Economic Policy…, Compustat. The whole network →

What papers use AQR factors together with (at least 3 papers; lift 1 = chance)
Used withTypePapers using bothLift
S&P 500Dataset94.7
Kenneth French Data LibraryDataset750.7
Marketization index (Fan Gang)Dataset610.7
FTSE indicesDataset520.9
MorningstarDataset541.8
MSCI indicesDataset533.0
CRSPDataset411.2
Euro Stoxx / DAXDataset411.4
I/B/E/SDataset314.2
Open Source Asset PricingDataset3276.0
Refinitiv DatastreamDataset39.6
Cite this page

Scholar4AI. (2026). AQR factors. Journal and Conference Research Rankings. Retrieved November 5, 2026, from https://scholar4ai.com/datasets/aqr-factors

@misc{scholar4ai-datasets-aqr-factors,
  author = {{Scholar4AI}},
  title = {AQR factors},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/datasets/aqr-factors}},
  urldate = {2026-11-05},
  note = {Journal and Conference Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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