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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:

Testing for episodic predictability in stock returns
Matei Demetrescu, Iliyan Georgiev, Paulo Rodrigues, et al.
Journal of Econometrics (2020) Vol. 227, Iss. 1, pp. 85-113
Open Access | Times Cited: 32

Showing 1-25 of 32 citing articles:

CHRONOLOGICALLY TRIMMED LS FOR NONLINEAR PREDICTIVE REGRESSIONS WITH PERSISTENCE OF UNKNOWN FORM
Zhishui Hu, Ioannis Kasparis, Qiying Wang
Econometric Theory (2025), pp. 1-39
Closed Access
A Unified Predictability Test Using Weighted Inference and Random Weighted Bootstrap
Bingduo Yang, Wei Long, Xiaohui Liu, et al.
Journal of Financial Econometrics (2025) Vol. 23, Iss. 2
Closed Access
Partial Sums of Almost Overdifferenced, Near‐Stationary Processes With Time‐Varying Properties
Matei Demetrescu, Mehdi Hosseinkouchack
Journal of Time Series Analysis (2025)
Closed Access
Subjective probabilities under behavioral heuristics
Oriana Rahman, Andrei Semenov
International Review of Economics & Finance (2025), pp. 103899-103899
Open Access
Gaussian Inference in Predictive Regressions for Stock Returns
Matei Demetrescu, Benjamin Hillmann
Journal of Financial Econometrics (2025) Vol. 23, Iss. 2
Closed Access
Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach
Matei Demetrescu, Paulo Rodrigues, A.M. Robert Taylor
Journal of Econometrics (2025) Vol. 249, pp. 106002-106002
Open Access
Predictability of stock returns using neural networks: Elusive in the long term
Adam Chudziak
Expert Systems with Applications (2022) Vol. 213, pp. 119203-119203
Closed Access | Times Cited: 14
TIME-VARYING PARAMETER REGRESSIONS WITH STATIONARY PERSISTENT DATA
Zhishui Hu, Ioannis Kasparis, Qiying Wang
Econometric Theory (2024), pp. 1-27
Closed Access | Times Cited: 2
Extensions to IVX methods of inference for return predictability
Matei Demetrescu, Iliyan Georgiev, Paulo M.M. Rodrigues, et al.
Journal of Econometrics (2022) Vol. 237, Iss. 2, pp. 105271-105271
Open Access | Times Cited: 9
Taking stock of long-horizon predictability tests: Are factor returns predictable?
Alexandros Kostakis, Tassos Magdalinos, Michalis P. Stamatogiannis
Journal of Econometrics (2023) Vol. 237, Iss. 2, pp. 105380-105380
Open Access | Times Cited: 5
A Unified Inference for Predictive Quantile Regression
Xiaohui Liu, Wei Long, Liang Peng, et al.
Journal of the American Statistical Association (2023) Vol. 119, Iss. 546, pp. 1526-1540
Closed Access | Times Cited: 4
Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2sls Testing Approach
Paulo M.M. Rodrigues, Matei Demetrescu, Robert Taylor
(2024)
Open Access | Times Cited: 1
Residual-augmented IVX predictive regression
Matei Demetrescu, Paulo M.M. Rodrigues
Journal of Econometrics (2020) Vol. 227, Iss. 2, pp. 429-460
Open Access | Times Cited: 11
Estimation and inference in the presence of fractional d=1/2 and weakly nonstationary processes
James A. Duffy, Ioannis Kasparis
The Annals of Statistics (2021) Vol. 49, Iss. 2
Open Access | Times Cited: 10
Semi-parametric single-index predictive regression models with cointegrated regressors
Weilun Zhou, Jiti Gao, David Harris, et al.
Journal of Econometrics (2023) Vol. 238, Iss. 1, pp. 105577-105577
Open Access | Times Cited: 3
FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS
Mehdi Hosseinkouchack, Matei Demetrescu
Econometric Theory (2020) Vol. 37, Iss. 4, pp. 769-793
Open Access | Times Cited: 6
A New Test for Multiple Predictive Regression
Ke‐Li Xu, Junjie Guo
Journal of Financial Econometrics (2022) Vol. 22, Iss. 1, pp. 119-156
Closed Access | Times Cited: 4
Nonlinear Predictability of Stock Returns? Parametric Versus Nonparametric Inference in Predictive Regressions
Matei Demetrescu, Benjamin Hillmann
Journal of Business and Economic Statistics (2020) Vol. 40, Iss. 1, pp. 382-397
Closed Access | Times Cited: 5
Transformed regression-based long-horizon predictability tests
Matei Demetrescu, Paulo M.M. Rodrigues, A.M. Robert Taylor
Journal of Econometrics (2022) Vol. 237, Iss. 2, pp. 105316-105316
Open Access | Times Cited: 3
A new portmanteau test for predictive regression models with possible embedded endogeneity
Yao Rao, Yawen Fan, Huimin Ao, et al.
Journal of Time Series Analysis (2024) Vol. 45, Iss. 6, pp. 953-979
Closed Access
Directional predictability tests
Weifeng Jin, Carlos Velasco
Econometric Reviews (2024), pp. 1-32
Closed Access
A joint test of predictability and structural break in predictive regressions
Yijie Fei
Empirical Economics (2024) Vol. 67, Iss. 3, pp. 985-1013
Closed Access
Measuring the risk and return of Indonesia's and United States Stock Index
Herman Soegoto, Felicia Apsarini, Nazar Mustapha
Journal of Eastern European and Central Asian Research (JEECAR) (2024) Vol. 11, Iss. 2, pp. 355-361
Open Access
Grouping in panel data models
Jhordano Aguilar Loyo
(2024)
Open Access
Weighted Nonlinear Regression With Nonstationary Time Series
Chunlei Jin, Qiying Wang
Statistica Sinica (2023)
Open Access | Times Cited: 1
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