Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Stocks for the long run? Evidence from a broad sample of developed markets
Aizhan Anarkulova, Scott Cederburg, Michael S. O’Doherty
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 409-433
Closed Access | Times Cited: 32

Showing 1-25 of 32 citing articles:

Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?
Νikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes
Economic Modelling (2023) Vol. 128, pp. 106502-106502
Closed Access | Times Cited: 13
The safe withdrawal rate: evidence from a broad sample of developed markets
Aizhan Anarkulova, Scott Cederburg, Michael S. O’Doherty, et al.
Journal of Pensions Economics and Finance (2025), pp. 1-37
Closed Access
The nexus of monetary, regulatory and national security policy uncertainties with S&P500: lessons of stock market crashes
Νikolaos Kyriazis, Stephanos Papadamou, Alexandros Koulis
Journal of Financial Economic Policy (2025)
Closed Access
Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach
Pieter M. van Staden, Peter Forsyth, Yuying Li
SIAM Journal on Financial Mathematics (2023) Vol. 14, Iss. 2, pp. 407-451
Closed Access | Times Cited: 6
Recessions and the stock market
Tim Alexander Kroencke
Journal of Monetary Economics (2022) Vol. 131, pp. 61-77
Open Access | Times Cited: 8
Across-time risk-aware strategies for outperforming a benchmark
Pieter M. van Staden, Peter Forsyth, Yuying Li
European Journal of Operational Research (2023) Vol. 313, Iss. 2, pp. 776-800
Closed Access | Times Cited: 4
Bonds for the long run? The rate of return on corporate bonds in Belgium, 1838–1939
Kevin Van Mencxel, Jan Annaert, Marc Deloof
The Economic History Review (2024) Vol. 77, Iss. 4, pp. 1414-1441
Closed Access | Times Cited: 1
Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment
Chendi Ni, Yuying Li, Peter Forsyth
Quantitative Finance (2024) Vol. 24, Iss. 6, pp. 753-777
Open Access | Times Cited: 1
A Global-in-Time Neural Network Approach to Dynamic Portfolio Optimization
Pieter M. van Staden, Peter Forsyth, Yuying Li
Applied Mathematical Finance (2024), pp. 1-33
Open Access | Times Cited: 1
Long-Run Asset Returns
David Chambers, Elroy Dimson, Antti Ilmanen, et al.
Annual Review of Financial Economics (2024) Vol. 16, Iss. 1, pp. 435-458
Open Access | Times Cited: 1
Beyond the Status Quo: A Critical Assessment of Lifecycle Investment Advice
Aizhan Anarkulova, Scott Cederburg, Michael S. O’Doherty
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Optimal performance of a tontine overlay subject to withdrawal constraints
Peter Forsyth, Kenneth R. Vetzal, Graham Westmacott
Astin Bulletin (2023) Vol. 54, Iss. 1, pp. 94-128
Open Access | Times Cited: 3
A Century of Municipal Bond Financing
Gustavo Cortés, Igor Cunha, Klênio Barbosa
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 5
The Safe Withdrawal Rate: Evidence from a Broad Sample of Developed Markets
Aizhan Anarkulova, Scott Cederburg, Michael S. O’Doherty, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 5
Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds
Ruihui Xu, Xuliang Zhang, Giray Gözgör, et al.
Research in International Business and Finance (2023) Vol. 65, pp. 101933-101933
Closed Access | Times Cited: 2
Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’
Peter Forsyth, Kenneth R. Vetzal
Applied Mathematical Finance (2022) Vol. 29, Iss. 5, pp. 402-438
Closed Access | Times Cited: 4
American Exceptionalism: The Long-Term Evidence
Elroy Dimson, Paul Marsh, Mike Staunton
The Journal of Portfolio Management (2021) Vol. 47, Iss. 7, pp. 14-26
Closed Access | Times Cited: 4
The Predictive Power of Monetary Policy on International Stock Market Returns—Evidence From TV-ARMAX Model
Xiao Li, Wenjun Xue, Kaimeng Zhang
Asian Economics Letters (2024) Vol. 5, Iss. 2
Open Access
Drawdowns in stock and cryptocurrency markets. What is the best bootstrapping method?
Hubert Dichtl, Wolfgang Drobetz, Tizian Otto
SSRN Electronic Journal (2024)
Closed Access
Saving to Decumulate: a Lifetime Journey, Introducing the Perfect Contribution Rate and its Relation to the Perfect Withdrawal Rate 
Andrew Clare, James Seaton, Peter N. Smith, et al.
(2024)
Closed Access
Recessions and the Stock Market
Tim Alexander Kroencke
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 3
Beta Horizons
Paul Karehnke, Frans de Roon
SSRN Electronic Journal (2024)
Closed Access
New Zealand long-term equity returns and their determinants
Rui Ma, Ben R. Marshall, Nhut H. Nguyen, et al.
Pacific-Basin Finance Journal (2024) Vol. 85, pp. 102363-102363
Closed Access
Market Timing Investment Methods on the Budapest Stock Exchange
Nagy Attila Zoltan
Financial and Economic Review (2024) Vol. 23, Iss. 2, pp. 105-130
Open Access
Időzítésen alapuló befektetési módszerek a Budapesti Értéktőzsdén
Nagy Attila Zoltan
Hitelintézeti szemle (2024) Vol. 23, Iss. 2, pp. 105-130
Open Access
Page 1 - Next Page

Scroll to top