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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Macroeconomic attention and stock market return predictability
Feng Ma, Xinjie Lu, Jia Liu, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 79, pp. 101603-101603
Closed Access | Times Cited: 48

Showing 26-50 of 48 citing articles:

Crude oil volatility forecasting: New evidence from world uncertainty index
Zhigang Yao, Yao Liu
Finance research letters (2023) Vol. 58, pp. 104029-104029
Closed Access | Times Cited: 4
Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?
Chuangxia Huang, Yaqian Cai, Xiaoguang Yang, et al.
Economic Modelling (2023) Vol. 127, pp. 106473-106473
Closed Access | Times Cited: 4
Industry volatility spillover and aggregate stock returns
Yaojie Zhang, Mengxi He, Danyan Wen
European Journal of Finance (2023) Vol. 30, Iss. 10, pp. 1097-1126
Closed Access | Times Cited: 4
Network characteristics and stock liquidity:Evidence from the UK
Xin Yang, Cheng Jin, Chuangxia Huang, et al.
Finance research letters (2022) Vol. 53, pp. 103625-103625
Closed Access | Times Cited: 6
Can climate change attention predict energy stock returns?
Shanghui Jia, Yingke Liu, Jiayu Jin
Environmental Science and Pollution Research (2023) Vol. 30, Iss. 38, pp. 89253-89269
Closed Access | Times Cited: 3
Transportation sector and Chinese stock volatility forecasting: Evidence from freight and passenger traffic
Lili Zhao, Juandan Zhong
Finance research letters (2023) Vol. 60, pp. 104962-104962
Closed Access | Times Cited: 2
Can U.S. trade policy uncertainty help in predicting stock market excess return?
Dakai Li, Fan Zhang, Xuezhi Li
Finance research letters (2022) Vol. 49, pp. 103136-103136
Closed Access | Times Cited: 4
Forecasting stock market returns with a lottery index: Evidence from China
Yaojie Zhang, Qingxiang Han, Mengxi He
Journal of Forecasting (2024) Vol. 43, Iss. 5, pp. 1595-1606
Closed Access
Macroeconomic attention and commodity market volatility
Stavroula P. Fameliti, Skintzi Vasiliki
Empirical Economics (2024) Vol. 67, Iss. 5, pp. 1967-2007
Closed Access
Stock return predictability using economic narrative: Evidence from energy sectors
Tian Ma, G. H. Li, Huajing Zhang
Journal of commodity markets (2024) Vol. 35, pp. 100418-100418
Closed Access
Climate Policy Risks, Market Volatility, and Credibility: Fresh Evidence from the US Transition Climate Policy and Textual Analysis
Hany Fahmy, Nicholas Apergis
(2024)
Closed Access
Prediction and Allocation of Stocks, Bonds, and REITs in the US Market
Ana Monteiro, Hélder Sebastião, Nuno Silva
Computational Economics (2024)
Open Access
Video apps user engagement and stock market volatility: Evidence from China
Jixiang Zhang, Ma Feng
Finance research letters (2024) Vol. 64, pp. 105504-105504
Closed Access
Forecasting stock returns with industry volatility concentration
Yaojie Zhang, Mengxi He, Zhikai Zhang
Journal of Forecasting (2024) Vol. 43, Iss. 7, pp. 2705-2730
Closed Access
Macroeconomic uncertainty and the excess returns of stock
Yingfan Ge, Xiangyun Xu, Cong Yu, et al.
European Journal of Finance (2024), pp. 1-29
Closed Access
From text to treasure: the predictive superiority of a FinTech index in stock market returns
Yangli Guo, Feng Ma, Yizhi Wang, et al.
European Journal of Finance (2024), pp. 1-18
Open Access
Meta-LSTR: Meta-Learning with Long Short-Term Transformer for futures volatility prediction
Yunzhu Chen, Neng Ye, Wenyu Zhang, et al.
Expert Systems with Applications (2024), pp. 125926-125926
Closed Access
Sustainable Investments in Volatile Times: Nexus of Climate Change Risk, ESG Practises, and Market Volatility
Mirza Muhammad Naseer
(2023)
Closed Access | Times Cited: 1
Stock market return predictability revisited: Evidence from a new index constructing the oil market
Wang Chen, Julien Chevallier, Jiqian Wang, et al.
Finance research letters (2022) Vol. 49, pp. 103106-103106
Closed Access | Times Cited: 2
Time-Series Predictability for Sector Investing
Jin Suk Park, Mohammad Khaleq Newaz
Financial Analysts Journal (2023) Vol. 79, Iss. 3, pp. 136-154
Open Access
Does Energy Consumption Play a Key Role? Re-evaluating the Energy Consumption-Economic Growth Nexus From GDP Growth Rates Forecasting
Fei Lü, Feng Ma
SSRN Electronic Journal (2023)
Closed Access
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
C. Matthew Shi, Yu Wei, Xiafei Li, et al.
Energy Economics (2023) Vol. 126, pp. 107037-107037
Closed Access
Macroeconomic Attention and Commodity Market Volatility
Stavroula P. Fameliti, Vasiliki D. Skintzi
(2023)
Closed Access
New Approach for E-Commerce Stock Prices Prediction: Combination of Machine Learning and Technical Analysis
Kelvin Lee Yong Ming, Mohamad Jais, Ling Pick Soon
International Journal of Academic Research in Accounting Finance and Management Sciences (2022) Vol. 12, Iss. 3
Open Access
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