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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:

Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
Tim Bollerslev, James Marrone, Lai Xu, et al.
Journal of Financial and Quantitative Analysis (2014) Vol. 49, Iss. 3, pp. 633-661
Open Access | Times Cited: 271

Showing 1-25 of 271 citing articles:

Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies
Eunsuk Chong, Chulwoo Han, Frank C. Park
Expert Systems with Applications (2017) Vol. 83, pp. 187-205
Open Access | Times Cited: 697
Tail risk premia and return predictability
Tim Bollerslev, Viktor Todorov, Lai Xu
Journal of Financial Economics (2015) Vol. 118, Iss. 1, pp. 113-134
Open Access | Times Cited: 380
DeepLOB: Deep Convolutional Neural Networks for Limit Order Books
Zihao Zhang, Stefan Zohren, Stephen Roberts
IEEE Transactions on Signal Processing (2019) Vol. 67, Iss. 11, pp. 3001-3012
Open Access | Times Cited: 222
Volatility Expectations and Returns
Lars A. Lochstoer, Tyler Muir
The Journal of Finance (2022) Vol. 77, Iss. 2, pp. 1055-1096
Closed Access | Times Cited: 75
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Hao Zhou
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 481-497
Open Access | Times Cited: 137
Good and Bad Variance Premia and Expected Returns
Mete Kilic, Ivan Shaliastovich
Management Science (2018) Vol. 65, Iss. 6, pp. 2522-2544
Open Access | Times Cited: 128
Variance risk premiums and the forward premium puzzle
Juan M. Londoño, Hao Zhou
Journal of Financial Economics (2017) Vol. 124, Iss. 2, pp. 415-440
Open Access | Times Cited: 116
HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction
Raehyun Kim, Chan Ho So, Minbyul Jeong, et al.
arXiv (Cornell University) (2019)
Open Access | Times Cited: 101
Does oil and gold price uncertainty matter for the stock market?
Dennis Bams, Gildas Blanchard, Iman Honarvar, et al.
Journal of Empirical Finance (2017) Vol. 44, pp. 270-285
Open Access | Times Cited: 97
Support vector regression with modified firefly algorithm for stock price forecasting
Jun Zhang, Yu-Fan Teng, Wei Chen
Applied Intelligence (2018) Vol. 49, Iss. 5, pp. 1658-1674
Closed Access | Times Cited: 84
The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets
Torben G. Andersen, Nicola Fusari, Viktor Todorov
Journal of Business and Economic Statistics (2019) Vol. 38, Iss. 3, pp. 662-678
Open Access | Times Cited: 77
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
Macroeconomic attention, economic policy uncertainty, and stock volatility predictability
Feng Ma, Yangli Guo, Julien Chevallier, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102339-102339
Closed Access | Times Cited: 47
What are the events that shake our world? Measuring and hedging global COVOL
Robert F. Engle, Susana Campos-Martins
Journal of Financial Economics (2022) Vol. 147, Iss. 1, pp. 221-242
Open Access | Times Cited: 43
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers
Jue Gong, Gang‐Jin Wang, Yang Zhou, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 83, pp. 101733-101733
Closed Access | Times Cited: 40
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
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
The cross section of the monetary policy announcement premium
Hengjie Ai, Leyla Jianyu Han, Xuhui Pan, et al.
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 247-276
Closed Access | Times Cited: 48
Fuzzy hypergraph network for recommending top-K profitable stocks
Xiang Ma, Tianlong Zhao, Qiang Guo, et al.
Information Sciences (2022) Vol. 613, pp. 239-255
Closed Access | Times Cited: 36
An adaptive feature selection schema using improved technical indicators for predicting stock price movements
Gang Ji, Jingmin Yu, Kai Hu, et al.
Expert Systems with Applications (2022) Vol. 200, pp. 116941-116941
Closed Access | Times Cited: 29
The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability
Junye Li, Gabriele Zinna
Journal of Business and Economic Statistics (2016) Vol. 36, Iss. 3, pp. 411-425
Open Access | Times Cited: 55
Global risk spillover and the predictability of sovereign CDS spread: International evidence
Sasha Srivastava, Hai Lin, I. M. Premachandra, et al.
International Review of Economics & Finance (2015) Vol. 41, pp. 371-390
Open Access | Times Cited: 52
Forecasting stock returns: Do less powerful predictors help?
Yaojie Zhang, Qing Zeng, Feng Ma, et al.
Economic Modelling (2018) Vol. 78, pp. 32-39
Closed Access | Times Cited: 49
Variance risk in aggregate stock returns and time-varying return predictability
Sungjune Pyun
Journal of Financial Economics (2018) Vol. 132, Iss. 1, pp. 150-174
Closed Access | Times Cited: 49
Tail risk and return predictability for the Japanese equity market
Torben G. Andersen, Viktor Todorov, Masato Ubukata
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 344-363
Open Access | Times Cited: 40
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