Say, I want to publish a research paper. But, for some reason, I don't want to expose my identity.
Is it possible to publish a research paper using an alias?
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Yes, it's possible and plenty of people will have done it.
Rather than try to repeat what has already been said in other answers on this forum, I'd invite you to take a look at the many questions that deal with what name people should choose when publishing articles. The short is:
You can find some more considerations in the answers to other questions.
But it's possible that I misunderstand the question. Maybe you are interested in a one-off publication under a pseudonym because you don't want to be identified as the author? That's uncommon, and as an editor in a journal I would strongly argue against this because the free exchange of ideas also requires that one can have a conversation with an author. If the author doesn't want to be identified, that's not possible, and it's to the detriment of the development of science -- even though I understand that there are cases where a younger colleague may not want to write a critique of some senior scholar's publications, for example. I understand that such cases happen, and I get that publishing under a pseudonym is one solution that one can pursue, but I still think that that's not quite the right avenue either.
Yes it's possible, although you probably have to convince the editor why you'd want to do that.