---
title: "Open Source Asset Pricing: research papers using this data"
description: "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)."
url: https://scholar4ai.com/datasets/open-source-asset-pricing
markdown_url: https://scholar4ai.com/datasets/open-source-asset-pricing.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "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). (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)
---

# Open Source Asset Pricing

[Browse dataset profiles](https://scholar4ai.com/datasets/directory/page/5.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: Open Source Asset Pricing, Chen and Zimmermann

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, 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)*

| Trend | Nov 23–Oct 24 | Nov 24–Oct 25 | Nov 25–Oct 26 | 36 months |
|---|---:|---:|---:|---:|
|  | 3 | 3 | 7 | 13 |

## 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 | 1 | 1 | 0 | 4 |
| [Economics](https://scholar4ai.com/categories/economics.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3 | 2 |
| [Operations Research](https://scholar4ai.com/categories/operations-research.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 |
| All categories | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 2 | 4 | 6 |

## 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) | 2 |
| 2 | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | 2 |
| 3 | [Economics Letters](https://scholar4ai.com/journals/economics-letters.md) | 1 |
| 4 | [Annals of Operations Research](https://scholar4ai.com/journals/annals-of-operations-research.md) | 1 |
| 5 | [Economic Modelling](https://scholar4ai.com/journals/economic-modelling.md) | 1 |
| 6 | [Journal of Risk and Uncertainty](https://scholar4ai.com/journals/journal-of-risk-and-uncertainty.md) | 1 |
| 7 | [Journal of Empirical Finance](https://scholar4ai.com/journals/journal-of-empirical-finance.md) | 1 |
| 8 | [Transportation Research Part C Emerging Technologies](https://scholar4ai.com/journals/transportation-research-part-c-emerging-technologies.md) | 1 |
| 9 | [The Quarterly Review of Economics and Finance](https://scholar4ai.com/journals/the-quarterly-review-of-economics-and-finance.md) | 1 |
| 10 | [Review of Derivatives Research](https://scholar4ai.com/journals/review-of-derivatives-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) | 1 |
| 2 | City, University of London | 1 |
| 3 | [Cornell University](https://scholar4ai.com/institutions/cornell-university.md) | 1 |
| 4 | INSEAD | 1 |
| 5 | Karlsruhe Institute of Technology | 1 |
| 6 | Leibniz University Hannover | 1 |
| 7 | [London School of Economics and Political Science](https://scholar4ai.com/institutions/london-school-of-economics-and-political-science.md) | 1 |
| 8 | [Monash University](https://scholar4ai.com/institutions/monash-university.md) | 1 |
| 9 | New Jersey Institute of Technology | 1 |
| 10 | [Shanghai University of Finance and Economics](https://scholar4ai.com/institutions/shanghai-university-of-finance-and-economics.md) | 1 |

*Countries with the most papers, since 2023*

| # | Country | Papers |
|---:|---|---:|
| 1 | United Kingdom | 4 |
| 2 | United States | 4 |
| 3 | Australia | 2 |
| 4 | Germany | 2 |
| 5 | Switzerland | 1 |
| 6 | China | 1 |
| 7 | Spain | 1 |
| 8 | France | 1 |

*Keywords with the most papers, since 2023*

| # | Keyword | Papers |
|---:|---|---:|
| 1 | asset pricing | 2 |
| 2 | [asymptotic normality](https://scholar4ai.com/keywords/asymptotic-normality.md) | 2 |
| 3 | momentum | 2 |
| 4 | Bayesian model averaging | 1 |
| 5 | Big Five personality traits | 1 |
| 6 | Fama-French six-factor model | 1 |
| 7 | LASSO | 1 |
| 8 | Lasso estimator | 1 |
| 9 | [SHAP](https://scholar4ai.com/keywords/shap.md) | 1 |
| 10 | Sharpe ratio | 1 |

## Most-cited papers

*Most-cited papers since 2017*

| # | Citations | Per month | Title | Journal | Published | Authors |
|---:|---:|---:|---|---|---|---|
| 1 | 17 | 0.6 | [Deep neural networks for choice analysis: Enhancing behavioral regularity with gradient regularization](https://doi.org/10.1016/j.trc.2024.104767) | [Transportation Research Part C Emerging Technologies](https://scholar4ai.com/journals/transportation-research-part-c-emerging-technologies.md) | 2024-07-27 | Siqi Feng, Rui Yao, Stephane Hess et al. |
| 2 | 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 |
| 3 | 11 | 0.7 | [Significance of predictors: revisiting stock return predictions using explainable AI](https://doi.org/10.1007/s10479-025-06717-2) | [Annals of Operations Research](https://scholar4ai.com/journals/annals-of-operations-research.md) | 2025-07-24 | Bhaskar Goswami, Ajim Uddin |
| 4 | 5 | 0.5 | [Estimation and inference for CP tensor factor models](https://doi.org/10.1016/j.jeconom.2025.106167) | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | 2025-12-18 | Bin Chen, Yuefeng Han, Qiyang Yu |
| 5 | 3 | 0.1 | [Income illusions: challenging the high yield stock narrative](https://doi.org/10.1057/s41260-023-00340-1) | [Journal of Asset Management](https://scholar4ai.com/journals/journal-of-asset-management.md) | 2023-12-13 | Yin Chen, Roni Israelov |

## 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.

*What papers use Open Source Asset Pricing together with (at least 3 papers; lift 1 = chance)*

| Used with | Type | Papers using both | Lift |
|---|---|---:|---:|
| [Kenneth French Data Library](https://scholar4ai.com/datasets/kenneth-french-data-library.md) | Dataset | 6 | 133.8 |
| [CRSP](https://scholar4ai.com/datasets/crsp.md) | Dataset | 5 | 43.2 |
| [AQR factors](https://scholar4ai.com/datasets/aqr-factors.md) | Dataset | 3 | 276.0 |
| [Compustat](https://scholar4ai.com/datasets/compustat.md) | Dataset | 3 | 17.5 |
| [Hou-Xue-Zhang q-factors](https://scholar4ai.com/datasets/hou-xue-zhang-q-factors.md) | Dataset | 3 | 334.6 |
| [I/B/E/S](https://scholar4ai.com/datasets/i-b-e-s.md) | Dataset | 3 | 43.8 |

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

## 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

```bibtex
@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}
}
```

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