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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 51-75 of 127 citing articles:

Forecasting stock return volatility using a robust regression model
Mengxi He, Xianfeng Hao, Yaojie Zhang, et al.
Journal of Forecasting (2021) Vol. 40, Iss. 8, pp. 1463-1478
Closed Access | Times Cited: 20
Forecasting crude oil market returns: Enhanced moving average technical indicators
Danyan Wen, Li Liu, Yudong Wang, et al.
Resources Policy (2022) Vol. 76, pp. 102570-102570
Closed Access | Times Cited: 15
Forecasting the Chinese stock volatility across global stock markets
Jing Liu, Feng Ma, Yaojie Zhang
Physica A Statistical Mechanics and its Applications (2019) Vol. 525, pp. 466-477
Closed Access | Times Cited: 24
Prediction of Stock Returns: Sum-of-the-Parts Method and Economic Constraint Method
Zhifeng Dai, Huiting Zhou
Sustainability (2020) Vol. 12, Iss. 2, pp. 541-541
Open Access | Times Cited: 22
Good variance, bad variance, and stock return predictability
Yaojie Zhang, Feng Ma, Chao Liang, et al.
International Journal of Finance & Economics (2020) Vol. 26, Iss. 3, pp. 4410-4423
Closed Access | Times Cited: 22
Forecasting stock market volatility: Can the risk aversion measure exert an important role?
Zhifeng Dai, Xiaoming Chang
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101510-101510
Closed Access | Times Cited: 19
From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns
Lin Zhu, Fuwei Jiang, Guohao Tang, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103433-103433
Closed Access | Times Cited: 2
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Yuting Gong, Qiang Chen, Jufang Liang
Economic Modelling (2017) Vol. 68, pp. 586-598
Open Access | Times Cited: 24
Forecasting the equity risk premium: The importance of regime-dependent evaluation
Nick Baltas, Dimitrios Karyampas
Journal of Financial Markets (2017) Vol. 38, pp. 83-102
Closed Access | Times Cited: 24
Tug-of-War: Time-Varying Predictability of Stock Returns and Dividend Growth*
Xiaoneng Zhu
European Finance Review (2015) Vol. 19, Iss. 6, pp. 2317-2358
Open Access | Times Cited: 23
Machine learning for US cross-industry return predictability under information uncertainty
Haithem Awijen, Younes Ben Zaied, Béchir Ben Lahouel, et al.
Research in International Business and Finance (2023) Vol. 64, pp. 101893-101893
Open Access | Times Cited: 6
Forecasting crude oil prices: do technical indicators need economic constraints?
Danyan Wen, Mengxi He, Li Liu, et al.
Quantitative Finance (2022) Vol. 22, Iss. 8, pp. 1545-1559
Closed Access | Times Cited: 9
Forecasting the real prices of crude oil: What is the role of parameter instability?
Yudong Wang, Xianfeng Hao
Energy Economics (2022) Vol. 117, pp. 106483-106483
Closed Access | Times Cited: 9
Earnings quality and the heterogeneous relation between earnings and stock returns
Helena Isidro, José G. Dias
Review of Quantitative Finance and Accounting (2017) Vol. 49, Iss. 4, pp. 1143-1165
Open Access | Times Cited: 14
What can we learn from the return predictability over the business cycle?
Li Liu, Zhiyuan Pan, Yudong Wang
Journal of Forecasting (2020) Vol. 40, Iss. 1, pp. 108-131
Closed Access | Times Cited: 12
Forecasting stock market volatility under parameter and model uncertainty
Zhao-Chen Li, Chi Xie, Gang‐Jin Wang, et al.
Research in International Business and Finance (2023) Vol. 66, pp. 102084-102084
Closed Access | Times Cited: 4
Discount rates and cash flows: A local projection approach
Matthijs Lof, Henri Nyberg
Journal of Banking & Finance (2024) Vol. 162, pp. 107127-107127
Open Access | Times Cited: 1
Forecasting crude oil price: A deep forest ensemble approach
Wei‐Han Liu, Xingfu Xu
Finance research letters (2024), pp. 106153-106153
Closed Access | Times Cited: 1
Improving forecasting performance of realized covariance with extensions of HAR-RCOV model: statistical significance and economic value
Yaojie Zhang, Yu Wei, Li Liu
Quantitative Finance (2019) Vol. 19, Iss. 9, pp. 1425-1438
Closed Access | Times Cited: 11
Forecasting the aggregate stock market volatility in a data-rich world
Li Liu, Feng Ma, Qing Zeng, et al.
Applied Economics (2020) Vol. 52, Iss. 32, pp. 3448-3463
Closed Access | Times Cited: 11
Forecasting the volatility of Chinese stock market: An international volatility index
Likun Lei, Yaojie Zhang, Yu Wei, et al.
International Journal of Finance & Economics (2020) Vol. 26, Iss. 1, pp. 1336-1350
Closed Access | Times Cited: 9
Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US
Felix Haase, Matthias Neuenkirch
International Journal of Forecasting (2022) Vol. 39, Iss. 2, pp. 587-605
Open Access | Times Cited: 6
Robust monitoring machine: a machine learning solution for out-of-sample R$$^2$$-hacking in return predictability monitoring
James Yae, Yang Luo
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 3
Efficiency of the Public Pensions Funds on the Socially Responsible Equities of Mexico
Oscar V. De la Torre-Torres, Evaristo Galeana-Figueroa, José Álvarez‐García
Sustainability (2018) Vol. 11, Iss. 1, pp. 178-178
Open Access | Times Cited: 9
Understanding time-varying short-horizon predictability✰
Yacine Hammami, Jie Zhu
Finance research letters (2019) Vol. 32, pp. 101097-101097
Closed Access | Times Cited: 9

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