---
title: "AQR factors: papers using this data, journals and trends"
description: "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)."
url: https://scholar4ai.com/datasets/aqr-factors
markdown_url: https://scholar4ai.com/datasets/aqr-factors.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "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). (as of 2026-11-05)"
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-11-05T06:02:37+09:00
window: 2026-10-07 to 2026-11-05
source: OpenAlex (CC0)
---

# AQR factors

[Browse dataset profiles](https://scholar4ai.com/datasets/directory.md)

Published factor returns and anomaly portfolios used as benchmarks.

- data category: Asset pricing factor data
- 0 papers in the last 7 days
- Names searched for: AQR

Most-used data: https://scholar4ai.com/rankings/datasets.md · All Asset pricing factor data datasets: https://scholar4ai.com/datasets/asset-pricing-factor-data.md



## 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)*

| Trend | Nov 23–Oct 24 | Nov 24–Oct 25 | Nov 25–Oct 26 | 36 months |
|---|---:|---:|---:|---:|
|  | 12 | 9 | 16 | 37 |

## Papers per year

*Papers per publication year and category*

| Category | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 (so far) |
|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|
| [Finance](https://scholar4ai.com/categories/finance.md) | 0 | 0 | 0 | 0 | 0 | 0 | 4 | 6 | 8 | 7 |
| [Economics](https://scholar4ai.com/categories/economics.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 1 | 3 |
| [Management](https://scholar4ai.com/categories/management.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 1 | 1 |
| [Accounting](https://scholar4ai.com/categories/accounting.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 1 |
| [Health Economics and Policy](https://scholar4ai.com/categories/health-economics-and-policy.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 |
| [AI](https://scholar4ai.com/categories/ai.md) | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 |
| [Operations Research](https://scholar4ai.com/categories/operations-research.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 |
| All categories | 0 | 0 | 0 | 0 | 0 | 0 | 5 | 11 | 10 | 14 |

## Where the papers come from

*Journals with the most papers, since 2023*

| # | Journal | Papers |
|---:|---|---:|
| 1 | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | 4 |
| 2 | [Financial Innovation](https://scholar4ai.com/journals/financial-innovation.md) | 4 |
| 3 | [Journal of International Financial Markets Institutions and Money](https://scholar4ai.com/journals/journal-of-international-financial-markets-institutions-and-money.md) | 3 |
| 4 | [Journal of Asset Management](https://scholar4ai.com/journals/journal-of-asset-management.md) | 2 |
| 5 | [Borsa Istanbul Review](https://scholar4ai.com/journals/borsa-istanbul-review.md) | 2 |
| 6 | [Journal of International Business Studies](https://scholar4ai.com/journals/journal-of-international-business-studies.md) | 1 |
| 7 | [Research Policy](https://scholar4ai.com/journals/research-policy.md) | 1 |
| 8 | [Economic Modelling](https://scholar4ai.com/journals/economic-modelling.md) | 1 |
| 9 | [Journal of Accounting and Public Policy](https://scholar4ai.com/journals/journal-of-accounting-and-public-policy.md) | 1 |
| 10 | [Schmalenbach Journal of Business Research](https://scholar4ai.com/journals/schmalenbach-journal-of-business-research.md) | 1 |

*Institutions with the most papers, since 2023*

| # | Institution | Papers |
|---:|---|---:|
| 1 | [Centre for Economic Policy Research](https://scholar4ai.com/institutions/centre-for-economic-policy-research.md) | 3 |
| 2 | [University of Leeds](https://scholar4ai.com/institutions/university-of-leeds.md) | 3 |
| 3 | Istanbul Aydın University | 2 |
| 4 | [KU Leuven](https://scholar4ai.com/institutions/ku-leuven.md) | 2 |
| 5 | [London School of Economics and Political Science](https://scholar4ai.com/institutions/london-school-of-economics-and-political-science.md) | 2 |
| 6 | [Universitat de Barcelona](https://scholar4ai.com/institutions/universitat-de-barcelona.md) | 2 |
| 7 | [University of Zurich](https://scholar4ai.com/institutions/university-of-zurich.md) | 2 |
| 8 | [Aarhus University](https://scholar4ai.com/institutions/aarhus-university.md) | 1 |
| 9 | Aston University | 1 |
| 10 | Audencia Business School | 1 |

*Countries with the most papers, since 2023*

| # | Country | Papers |
|---:|---|---:|
| 1 | United Kingdom | 13 |
| 2 | Italy | 7 |
| 3 | Spain | 5 |
| 4 | United States | 4 |
| 5 | China | 3 |
| 6 | France | 3 |
| 7 | Netherlands | 3 |
| 8 | Australia | 2 |
| 9 | Belgium | 2 |
| 10 | Switzerland | 2 |

*Keywords with the most papers, since 2023*

| # | Keyword | Papers |
|---:|---|---:|
| 1 | Sharpe ratio | 3 |
| 2 | banking supervision | 3 |
| 3 | [portfolio optimization](https://scholar4ai.com/keywords/portfolio-optimization.md) | 3 |
| 4 | ESG investing | 2 |
| 5 | ESG risk | 2 |
| 6 | Great Financial Crisis | 2 |
| 7 | bank transparency | 2 |
| 8 | [corporate governance](https://scholar4ai.com/keywords/corporate-governance.md) | 2 |
| 9 | defensive stocks | 2 |
| 10 | drawdown | 2 |

## Most-cited papers

*Most-cited papers since 2017*

| # | Citations | Per month | Title | Journal | Published | Authors |
|---:|---:|---:|---|---|---|---|
| 1 | 150 | 4.1 | [CEO compensation: Evidence from the field](https://doi.org/10.1016/j.jfineco.2023.103718) | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | 2023-10-20 | Alex Edmans, Tom Gosling, Dirk Jenter |
| 2 | 39 | 1.2 | [Director networks and firm value](https://doi.org/10.1016/j.jcorpfin.2024.102545) | [Journal of Corporate Finance](https://scholar4ai.com/journals/journal-of-corporate-finance.md) | 2024-01-23 | Tor‐Erik Bakke, Jeffrey R. Black, Hamed Mahmudi et al. |
| 3 | 13 | 0.4 | [Quality–diversity optimization of decision trees for interpretable reinforcement learning](https://doi.org/10.1007/s00521-023-09124-5) | [Neural Computing and Applications](https://scholar4ai.com/journals/neural-computing-and-applications.md) | 2023-11-13 | Andrea Ferigo, Leonardo Lucio Custode, Giovanni Iacca |
| 4 | 12 | 0.5 | [Comparing factor models with price-impact costs](https://doi.org/10.1016/j.jfineco.2024.103949) | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | 2024-09-21 | Sicong Li, Victor DeMiguel, Alberto Martín-Utrera |
| 5 | 8 | 0.2 | [Internal ratings and bank opacity: Evidence from analysts’ forecasts](https://doi.org/10.1016/j.jfi.2023.101062) | [Journal of Financial Intermediation](https://scholar4ai.com/journals/journal-of-financial-intermediation.md) | 2023-10-01 | Brunella Bruno, Immacolata Marino, Giacomo Nocera |

## 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.

*What papers use AQR factors together with (at least 3 papers; lift 1 = chance)*

| Used with | Type | Papers using both | Lift |
|---|---|---:|---:|
| [S&P 500](https://scholar4ai.com/datasets/s-p-500.md) | Dataset | 9 | 4.7 |
| [Kenneth French Data Library](https://scholar4ai.com/datasets/kenneth-french-data-library.md) | Dataset | 7 | 50.7 |
| [Marketization index (Fan Gang)](https://scholar4ai.com/datasets/marketization-index-fan-gang.md) | Dataset | 6 | 10.7 |
| [FTSE indices](https://scholar4ai.com/datasets/ftse-indices.md) | Dataset | 5 | 20.9 |
| [Morningstar](https://scholar4ai.com/datasets/morningstar.md) | Dataset | 5 | 41.8 |
| [MSCI indices](https://scholar4ai.com/datasets/msci-indices.md) | Dataset | 5 | 33.0 |
| [CRSP](https://scholar4ai.com/datasets/crsp.md) | Dataset | 4 | 11.2 |
| [Euro Stoxx / DAX](https://scholar4ai.com/datasets/euro-stoxx-dax.md) | Dataset | 4 | 11.4 |
| [I/B/E/S](https://scholar4ai.com/datasets/i-b-e-s.md) | Dataset | 3 | 14.2 |
| [Open Source Asset Pricing](https://scholar4ai.com/datasets/open-source-asset-pricing.md) | Dataset | 3 | 276.0 |
| [Refinitiv Datastream](https://scholar4ai.com/datasets/refinitiv-datastream.md) | Dataset | 3 | 9.6 |

The whole network: https://scholar4ai.com/code/network.md

## Cite this page

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

```bibtex
@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}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).