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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:

Predicting stock returns: A regime-switching combination approach and economic links
Xiaoneng Zhu, Jie Zhu
Journal of Banking & Finance (2013) Vol. 37, Iss. 11, pp. 4120-4133
Closed Access | Times Cited: 127

Showing 26-50 of 127 citing articles:

Out‐of‐sample volatility prediction: A new mixed‐frequency approach
Yaojie Zhang, Feng Ma, Tianyi Wang, et al.
Journal of Forecasting (2019) Vol. 38, Iss. 7, pp. 669-680
Closed Access | Times Cited: 45
Forecasting stock market volatility: The role of technical variables
Li Liu, Zhiyuan Pan
Economic Modelling (2019) Vol. 84, pp. 55-65
Closed Access | Times Cited: 44
Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching
Yaojie Zhang, Likun Lei, Yu Wei
The North American Journal of Economics and Finance (2020) Vol. 52, pp. 101145-101145
Closed Access | Times Cited: 41
Bond yield and crude oil prices predictability
Zhifeng Dai, Jie Kang
Energy Economics (2021) Vol. 97, pp. 105205-105205
Closed Access | Times Cited: 40
Forecasting crude oil prices in the COVID-19 era: Can machine learn better?
Guangning Tian, Yuchao Peng, Yuhao Meng
Energy Economics (2023) Vol. 125, pp. 106788-106788
Open Access | Times Cited: 13
Population Age Structure, Industry Return, and Portfolio Strategy: Capitalizing on the Trend of Population Aging in China
Shengxiang Xu, Zhang Li, Yunbi An
(2025)
Closed Access
Jump Imbalance and Chinese Stock Market Returns
Lei Zhang, Yan Chen, Yakun Liu, et al.
(2025)
Closed Access
ESG Risk and Market Return Predictability: New Evidence From the Eurozone
Zhiyong Li, Zhuoran Li, Weiping Qin
European Financial Management (2025)
Open Access
Equity premium prediction: Are economic and technical indicators unstable?
Fabian Baetje, Lukas Menkhoff
International Journal of Forecasting (2016) Vol. 32, Iss. 4, pp. 1193-1207
Open Access | Times Cited: 46
Medium-term and long-term volatility forecasts for EUA futures with country-specific economic policy uncertainty indices
Lixia Zhang, Qin Luo, Xiaozhu Guo, et al.
Resources Policy (2022) Vol. 77, pp. 102644-102644
Closed Access | Times Cited: 21
Forecasting gold volatility with geopolitical risk indices
Xiafei Li, Qiang Guo, Chao Liang, et al.
Research in International Business and Finance (2022) Vol. 64, pp. 101857-101857
Closed Access | Times Cited: 21
The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns
Zhikai Zhang, Yaojie Zhang, Yudong Wang, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 4, pp. 557-584
Closed Access | Times Cited: 4
Out-of-Sample Predictability of the Equity Risk Premium
Daniel de Almeida, Ana-Maria Fuertes, Luiz Koodi Hotta
Mathematics (2025) Vol. 13, Iss. 2, pp. 257-257
Open Access
Fear propagation and return dynamics
Yulong Sun, Kai Wang, Zhiping Zhou
Journal of Banking & Finance (2025), pp. 107410-107410
Closed Access
Sovereign bond return prediction with realized higher moments
Harald Kinateder, Vassilios G. Papavassiliou
Journal of International Financial Markets Institutions and Money (2019) Vol. 62, pp. 53-73
Open Access | Times Cited: 33
Forecasting the realized volatility in the Chinese stock market: further evidence
Wang Pu, Yixiang Chen, Feng Ma
Applied Economics (2016) Vol. 48, Iss. 33, pp. 3116-3130
Closed Access | Times Cited: 32
Forecasting stock market returns by combining sum-of-the-parts and ensemble empirical mode decomposition
Zhifeng Dai, Huan Zhu
Applied Economics (2019) Vol. 52, Iss. 21, pp. 2309-2323
Closed Access | Times Cited: 32
S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA
Challa Madhavi Latha, Venkataramanaiah Malepati, Siva Nageswara Rao Kolusu
Financial Innovation (2020) Vol. 6, Iss. 1
Open Access | Times Cited: 32
Forecasting stock returns: A time-dependent weighted least squares approach
Yudong Wang, Xianfeng Hao, Chongfeng Wu
Journal of Financial Markets (2020) Vol. 53, pp. 100568-100568
Closed Access | Times Cited: 29
Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity
Jonathan A. Batten, Harald Kinateder, Niklas Wagner
Abacus (2022) Vol. 58, Iss. 3, pp. 567-588
Closed Access | Times Cited: 18
Default return spread: A powerful predictor of crude oil price returns
Qingxiang Han, Mengxi He, Yaojie Zhang, et al.
Journal of Forecasting (2023) Vol. 42, Iss. 7, pp. 1786-1804
Closed Access | Times Cited: 10
Forecasting crude oil market volatility: A comprehensive look at uncertainty variables
Danyan Wen, Mengxi He, Yudong Wang, et al.
International Journal of Forecasting (2023) Vol. 40, Iss. 3, pp. 1022-1041
Closed Access | Times Cited: 9
The financial econometrics of price discovery and predictability
Seema Narayan, Russell Smyth
International Review of Financial Analysis (2015) Vol. 42, pp. 380-393
Closed Access | Times Cited: 29
Forecasting stock returns with cycle-decomposed predictors
Yongsheng Yi, Feng Ma, Yaojie Zhang, et al.
International Review of Financial Analysis (2019) Vol. 64, pp. 250-261
Closed Access | Times Cited: 26
Forecasting US stock market volatility: How to use international volatility information
Yaojie Zhang, Yudong Wang, Feng Ma
Journal of Forecasting (2020) Vol. 40, Iss. 5, pp. 733-768
Closed Access | Times Cited: 26

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