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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:

Economic constraints and stock return predictability: A new approach
Yaojie Zhang, Yu Wei, Feng Ma, et al.
International Review of Financial Analysis (2019) Vol. 63, pp. 1-9
Closed Access | Times Cited: 56

Showing 1-25 of 56 citing articles:

Forecasting stock returns: the role of VIX-based upper and lower shadow of Japanese candlestick
Zhifeng Dai, Haoyang Zhu, Xiaoming Chang, et al.
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access | Times Cited: 2
Forecasting stock market returns: New technical indicators and two-step economic constraint method
Zhifeng Dai, Xiaodi Dong, Jie Kang, et al.
The North American Journal of Economics and Finance (2020) Vol. 53, pp. 101216-101216
Closed Access | Times Cited: 72
New technical indicators and stock returns predictability
Zhifeng Dai, Huan Zhu, Jie Kang
International Review of Economics & Finance (2020) Vol. 71, pp. 127-142
Closed Access | Times Cited: 65
The skewness of oil price returns and equity premium predictability
Zhifeng Dai, Huiting Zhou, Jie Kang, et al.
Energy Economics (2020) Vol. 94, pp. 105069-105069
Closed Access | Times Cited: 55
Economic policy uncertainty and stock market returns: New evidence
Yongan Xu, Jianqiong Wang, Zhonglu Chen, et al.
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101525-101525
Closed Access | Times Cited: 53
Stock return predictability from a mixed model perspective
Zhifeng Dai, Huan Zhu
Pacific-Basin Finance Journal (2020) Vol. 60, pp. 101267-101267
Closed Access | Times Cited: 50
Predicting stock returns: A risk measurement perspective
Zhifeng Dai, Jie Kang, Fenghua Wen
International Review of Financial Analysis (2021) Vol. 74, pp. 101676-101676
Closed Access | Times Cited: 42
Financial stress and returns predictability: Fresh evidence from China
Yongan Xu, Chao Liang, Jianqiong Wang
Pacific-Basin Finance Journal (2023) Vol. 78, pp. 101980-101980
Closed Access | Times Cited: 21
Efficient predictability of oil price: The role of VIX-based panic index shadow line difference
Zhifeng Dai, Xiaotong Zhang, Chao Liang
Energy Economics (2023) Vol. 129, pp. 107234-107234
Closed Access | Times Cited: 16
Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches
Yaojie Zhang, Feng Ma, Yu Wei
Energy Economics (2019) Vol. 81, pp. 1109-1120
Closed Access | Times Cited: 48
A comprehensive look at stock return predictability by oil prices using economic constraint approaches
Feng Ma, Ruoxin Wang, Xinjie Lu, et al.
International Review of Financial Analysis (2021) Vol. 78, pp. 101899-101899
Closed Access | Times Cited: 33
The Impact of Text‐Based Financial Constraints on Stock Price Crash Risk: Evidence From the UK Firms
Albert Acheampong, Mahdi Mousavi, Giray Gözgör, et al.
International Journal of Finance & Economics (2025)
Closed Access
Stock return predictability in the frequency domain
Zhifeng Dai, Fuwei Jiang, Jie Kang, et al.
International Journal of Forecasting (2025)
Closed Access
Industry return predictability using health policy uncertainty
Thach Ngoc Pham, Deepa Bannigidadmath, Robert Powell
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
ESG Risk and Market Return Predictability: New Evidence From the Eurozone
Zhiyong Li, Zhuoran Li, Weiping Qin
European Financial Management (2025)
Open Access
Sentiment indices and stock returns: Evidence from China
Yongan Xu, Jianqiong Wang, Zhonglu Chen, et al.
International Journal of Finance & Economics (2021) Vol. 28, Iss. 1, pp. 1063-1080
Closed Access | Times Cited: 30
Forecasting China's crude oil futures volatility: How to dig out the information of other energy futures volatilities?
Daxiang Jin, Mengxi He, Lü Xing, et al.
Resources Policy (2022) Vol. 78, pp. 102852-102852
Closed Access | Times Cited: 19
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
Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns
Chao Liang, Yongan Xu, Jianqiong Wang, et al.
International Review of Financial Analysis (2022) Vol. 82, pp. 102169-102169
Closed Access | Times Cited: 18
Coskewness and the short-term predictability for Bitcoin return
Yan Chen, Yakun Liu, Feipeng Zhang
Technological Forecasting and Social Change (2024) Vol. 200, pp. 123196-123196
Closed Access | Times Cited: 3
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
Crude oil price volatility and equity return predictability: A comparative out-of-sample study
Nima Nonejad
International Review of Financial Analysis (2020) Vol. 71, pp. 101521-101521
Closed Access | Times Cited: 21
Intraday momentum and return predictability: Evidence from the crude oil market
Zhuzhu Wen, Xu Gong, Diandian Ma, et al.
Economic Modelling (2020) Vol. 95, pp. 374-384
Closed Access | Times Cited: 18
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhikai Zhang, Mengxi He, Yaojie Zhang, et al.
Economic Modelling (2021) Vol. 103, pp. 105614-105614
Closed Access | Times Cited: 16
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