The DOI matches its Crossref record; 58 of the 58 references it cites were found in a registry or an index.
The supraview of return predictive signals
Open accessOverview
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
In the citing paper
“In both stock and aggregate return predictions, there presumably exists a much larger set of predictors that were tested but failed to predict returns and were thus never reported.”
From Empirical Asset Pricing via Machine Learning (2020) · cites this paper as Green et al. (2013)
Citations
Cites
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
JEGADEESH, N., & TITMAN, S. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb04702.x · Cited by 11,584
The relationship between return and market value of common stocks
Banz, R. W. (1981) · Journal of Financial Economics · doi:10.1016/0304-405x(81)90018-0 · Cited by 6,138
The Cross‐Section of Volatility and Expected Returns
Ang, A., Hodrick, R. J., Xing, Y., & Zhang, X. (2006) · The Journal of Finance · doi:10.1111/j.1540-6261.2006.00836.x · Cited by 4,377
Self-citationOptimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?
DeMiguel, V., Garlappi, L., & Uppal, R. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhm075 · Cited by 3,199
Evidence of Predictable Behavior of Security Returns
Jegadeesh, N. (1990) · The Journal of Finance · doi:10.1111/j.1540-6261.1990.tb05110.x · Cited by 2,705
Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?
Sloan, R. G. (1996) · The Accounting Review · doi:10.2308/tar-9608042309 · Cited by 2,637
Basu, S. (1977) · The Journal of Finance · doi:10.1111/j.1540-6261.1977.tb01979.x · Cited by 2,563
Capital markets research in accounting
Kothari, S. P. (2001) · Journal of Accounting and Economics · doi:10.1016/s0165-4101(01)00030-1 · Cited by 2,559
Differences of Opinion and the Cross Section of Stock Returns
Diether, K. B., Malloy, C. J., & Scherbina, A. D. (2002) · The Journal of Finance · doi:10.1111/0022-1082.00490 · Cited by 2,097
Persuasive evidence of market inefficiency
Rosenberg, B., Reid, K., & Lanstein, R. J. (1985) · The Journal of Portfolio Management · doi:10.3905/jpm.1985.409007 · Cited by 2,032
Research works printed but not linked: 1
- Bernard, V. (1989). Capital markets research in accounting during the 1980’s: A critical review. In T. J. Frecka (Ed.), The state of accounting research as we enter the 1990s. Urbana, IL: University of Illinois at Urbana-Champaign.
Cited by
Sorted by citations
Deep learning with long short-term memory networks for financial market predictions
Fischer, T. G., & Krauß, C. (2017) · European Journal of Operational Research · doi:10.1016/j.ejor.2017.11.054 · Cited by 3,170
Empirical Asset Pricing via Machine Learning
Gu, S., Kelly, B., & Xiu, D. (2020) · The Review of Financial Studies · doi:10.1093/rfs/hhaa009 · Cited by 2,545
… and the Cross-Section of Expected Returns
Harvey, C. R., Liu, Y., & Zhu, H. (2016) · Review of Financial Studies · doi:10.1093/rfs/hhv059 · Cited by 2,119
Does Academic Research Destroy Stock Return Predictability?
MCLEAN, R. D., & PONTIFF, J. (2016) · The Journal of Finance · doi:10.1111/jofi.12365 · Cited by 1,566
Hou, K.-W., Xue, C., & Zhang, L. (2020) · The Review of financial studies · doi:10.1093/rfs/hhy131 · Cited by 879
Metadata
- Authors
- Green, J., Hand, J. R. M., & Zhang, X. F.
- Affiliations
- Pennsylvania State University (US)
- University of North Carolina at Chapel Hill (US)
- Corresponding author
- Green, Jeremiah
- Hand, John R. M.
- Venue
- Review of Accounting Studies
- Published
- 2013-06-06
- Volume
- 18
- Issue
- 3
- Pages
- 692-730
- ISSN
- 1380-6653 (ISSN-L)
- 1573-7136
- OpenAlex
- W3123267500
- Cited by
- 219
- References
- 58
- Citations by year
- 2026: 7 · 2025: 14 · 2024: 12 · 2023: 21 · 2022: 15 · 2021: 17 · 2020: 21 · 2019: 27 · 2018: 23 · 2017: 21 · 2016: 11 · 2015: 12 · 2014: 14 · 2013: 1
- FWCI
- 15.42
- Type
- journal article
- Language
- en
- Open access
- green
- doi.org
- Licence
- www.springer.com/tdm (tdm)
- Locations
- Review of Accounting Studies (publishedVersion)
- SSRN Electronic Journal (publishedVersion)
- Funders
- City, University of London
- Topics
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
- Social Sciences › Decision Sciences › Management Science and Operations Research › Stock Market Forecasting Methods
- Social Sciences › Business, Management and Accounting › Accounting › Financial Analysis and Corporate Governance
- Keywords
- stock returns, Sharpe ratio, orthogonalization, stock market efficiency, risk factors
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review