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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:

A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction
Amit Goyal, Ivo Welch, Athanasse Zafirov
Review of Financial Studies (2024)
Open Access | Times Cited: 42

Showing 1-25 of 42 citing articles:

From Man vs. Machine to Man + Machine: The art and AI of stock analyses
Sean Cao, Wei Jiang, Junbo L. Wang, et al.
Journal of Financial Economics (2024) Vol. 160, pp. 103910-103910
Closed Access | Times Cited: 29
Country-level energy-related uncertainties and stock market returns: Insights from the U.S. and China
Xincheng Zhang
Technological Forecasting and Social Change (2024) Vol. 204, pp. 123437-123437
Closed Access | Times Cited: 9
Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia
Emmanuel Farhi, François Gourio
(2018)
Open Access | Times Cited: 67
ChatGPT, Stock Market Predictability and Links to the Macroeconomy
Jian Chen, Guohao Tang, Guofu Zhou, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 18
Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
Xavier Gabaix
SSRN Electronic Journal (2007)
Open Access | Times Cited: 79
Expected Return or Mispricing? Evidence from the Term Structure of Option-implied Disagreement
Zhenzhen Fan, Bing Han, Lei Lü
(2025)
Closed Access
Out-of-Sample Predictability of the Equity Risk Premium
Daniel de Almeida, Ana-Maria Fuertes, Luiz Koodi Hotta
Mathematics (2025) Vol. 13, Iss. 2, pp. 257-257
Open Access
Can switching between predictive models and the historical average improve bond return predictability?
Runqing Wan, Bingxin Ann Xing
Finance research letters (2025) Vol. 75, pp. 106874-106874
Closed Access
Gaussian Inference in Predictive Regressions for Stock Returns
Matei Demetrescu, Benjamin Hillmann
Journal of Financial Econometrics (2025) Vol. 23, Iss. 2
Closed Access
Wealth Inequality and Asset Prices
Matthieu Gomez
The Review of Economic Studies (2025)
Closed Access
Anomalies in Net Present Value, Returns and Polynomials, and Regret Theory in Decision-Making
Michael C. I. Nwogugu
Palgrave Macmillan UK eBooks (2016)
Open Access | Times Cited: 29
Dividend growth and return predictability: A long-run re-examination of conventional wisdom
Gertjan Verdickt, Jan Annaert, Marc Deloof
Journal of Empirical Finance (2019) Vol. 52, pp. 112-127
Closed Access | Times Cited: 14
Humanising Active Portfolio Selection: Towards Fundamental Rigorous Principles (I) -Theoretical Evidence *
Wing Cheung
(2024)
Closed Access | Times Cited: 1
Forecasting the equity premium: can machine learning beat the historical average?
Xingfu Xu, Wei‐Han Liu
Quantitative Finance (2024) Vol. 24, Iss. 10, pp. 1445-1461
Closed Access | Times Cited: 1
Probability weighting and equity premium prediction: Investing with optimism
Mehran Azimi, Soroush Ghazi, Mark Schneider
Financial Management (2024)
Open Access | Times Cited: 1
Market Risk Premium Expectation: Combining Option Theory with Traditional Predictors
Hong Liu, Yueliang Lu, Weike Xu, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 5
Sources of Return Predictability
Beata Gafka, Pavel G. Savor, Mungo Ivor Wilson
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Stock return predictability and Taylor rules
Onur Ulas Ince, Lei Jiang, Tanya Molodtsova
Review of Financial Economics (2024)
Open Access
Liquid Factor Models
Dale W. R. Rosenthal
SSRN Electronic Journal (2024)
Closed Access
The Determinants of the Time-Varying Equity Premium
Austin Murphy, Zeina N. Alsalman
(2024)
Closed Access
Markowitz versus 1/N: How Sensitive Is Mean-Variance Portfolio Performance to Estimation Errors? *
Wing Cheung
(2024)
Closed Access
Out-of-sample equity premium predictability: An EMD-denoising based model
Haohua Li, Y. John Mei, Xianfeng Hao, et al.
Pacific-Basin Finance Journal (2024), pp. 102536-102536
Closed Access
Predicting the equity premium with a high‐threshold risk level and the price of risk
Naresh Bansal, Chris T. Stivers
Financial Management (2024)
Closed Access
Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors
Sam Astill, David I. Harvey, Stephen J. Leybourne, et al.
Journal of Applied Econometrics (2024) Vol. 40, Iss. 1, pp. 37-56
Open Access
Taylor Rule Monetary Policy and Equity Market Risk Premia
Hui Guo, Saidat Sanni, Yan Yu
SSRN Electronic Journal (2024)
Closed Access
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