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

Open Source Asset Pricing

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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: Open Source Asset Pricing, Chen and Zimmermann

Key findings#

  • From Nov 2023 to Oct 2026, 13 archived papers mentioned Open Source Asset Pricing in their title, abstract, keywords or full text, most of them in Jul 2025 (2).
  • No paper of the tracked journals mentioned Open Source Asset Pricing in the last 30 days (2026-10-07 to 2026-11-05).
  • From 2017 to 2026 (so far), Open Source Asset Pricing was mentioned in 13 papers in the tracked journals, most of them in finance (6), economics (5) and operations research (2).
  • 4 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 (1), City, University of London (1) and Cornell University (1).
  • The journals publishing most of them were Journal of Financial Economics (2), Journal of Econometrics (2) and Economics Letters (1).
  • The most-cited of them is “Deep neural networks for choice analysis: Enhancing behavioral regularity with gradient regularization” (Transportation Research Part C Emerging Technologies, 2024), with 17 citations.
  • Papers use Open Source Asset Pricing most often with Kenneth French Data Library (6), CRSP (5) and AQR factors (3); it has 6 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
33713

Papers per year#

2017: 0 papers2018: 0 papers2019: 0 papers2020: 0 papers2021: 0 papers2022: 0 papers2023: 1 paper2024: 2 papers2025: 4 papers2026 (so far): 6 papers
20172026 (so far)
Papers per publication year and category
Category2017201820192020202120222023202420252026 (so far)
Finance0000001104
Economics0000000032
Operations Research0000000110
All categories0000001246

Where the papers come from#

Institutions with the most papers, since 2023
#InstitutionPapers
1Centre for Economic Policy Research1
2City, University of London1
3Cornell University1
4INSEAD1
5Karlsruhe Institute of Technology1
6Leibniz University Hannover1
7London School of Economics and Political Science1
8Monash University1
9New Jersey Institute of Technology1
10Shanghai University of Finance and Economics1
Countries with the most papers, since 2023
#CountryPapers
1United Kingdom4
2United States4
3Australia2
4Germany2
5Switzerland1
6China1
7Spain1
8France1
Keywords with the most papers, since 2023
#KeywordPapers
1asset pricing2
2asymptotic normality2
3momentum2
4Bayesian model averaging1
5Big Five personality traits1
6Fama-French six-factor model1
7LASSO1
8Lasso estimator1
9SHAP1
10Sharpe ratio1

Most-cited papers#

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 Open Source Asset Pricing most often with Kenneth French Data Library (6), CRSP (5) and AQR factors (3); it has 6 partners in the code and data network, in the group around S&P 500, Economic Policy…, Compustat. The whole network →

What papers use Open Source Asset Pricing together with (at least 3 papers; lift 1 = chance)
Used withTypePapers using bothLift
Kenneth French Data LibraryDataset6133.8
CRSPDataset543.2
AQR factorsDataset3276.0
CompustatDataset317.5
Hou-Xue-Zhang q-factorsDataset3334.6
I/B/E/SDataset343.8
Cite this page

Scholar4AI. (2026). Open Source Asset Pricing. Journal and Conference Research Rankings. Retrieved November 5, 2026, from https://scholar4ai.com/datasets/open-source-asset-pricing

@misc{scholar4ai-datasets-open-source-asset-pricing,
  author = {{Scholar4AI}},
  title = {Open Source Asset Pricing},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/datasets/open-source-asset-pricing}},
  urldate = {2026-11-05},
  note = {Journal and Conference Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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