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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:

Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability
Éric Ghysels, Casidhe Horan, Emanuel Moench
Review of Financial Studies (2017) Vol. 31, Iss. 2, pp. 678-714
Open Access | Times Cited: 88

Showing 1-25 of 88 citing articles:

Machine Learning Time Series Regressions With an Application to Nowcasting
Andrii Babii, Éric Ghysels, Jonas Striaukas
Journal of Business and Economic Statistics (2021) Vol. 40, Iss. 3, pp. 1094-1106
Open Access | Times Cited: 109
Why do term structures in different currencies co-move?
Chotibhak Jotikasthira, Anh Le, Christian Lundblad
Journal of Financial Economics (2014) Vol. 115, Iss. 1, pp. 58-83
Closed Access | Times Cited: 111
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance
Jing‐Zhi Huang, Zhan Shi
Management Science (2022) Vol. 69, Iss. 3, pp. 1780-1804
Closed Access | Times Cited: 38
Macro risks and the term structure of interest rates
Geert Bekaert, Eric Engström, Andrey Ermolov
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 479-504
Open Access | Times Cited: 45
Search and Predictability of Prices in the Housing Market
Stig V. Møller, Thomas Pedersen, Erik Christian Montes Schütte, et al.
Management Science (2023) Vol. 70, Iss. 1, pp. 415-438
Closed Access | Times Cited: 16
Are bond returns predictable with real-time macro data?
Dashan Huang, Fuwei Jiang, Kunpeng Li, et al.
Journal of Econometrics (2023) Vol. 237, Iss. 2, pp. 105438-105438
Open Access | Times Cited: 16
Oil price uncertainty and movements in the US government bond risk premia
Mehmet Balcılar, Rangan Gupta, Shixuan Wang, et al.
The North American Journal of Economics and Finance (2020) Vol. 52, pp. 101147-101147
Open Access | Times Cited: 46
Bond yield and crude oil prices predictability
Zhifeng Dai, Jie Kang
Energy Economics (2021) Vol. 97, pp. 105205-105205
Closed Access | Times Cited: 40
Bond return predictability: Macro factors and machine learning methods
Ying Jiang, Xiaoquan Liu, Yirong Liu, et al.
European Financial Management (2024) Vol. 30, Iss. 5, pp. 2596-2627
Closed Access | Times Cited: 5
Interpretable machine learning for creditor recovery rates
Abdolreza Nazemi, Frank J. Fabozzi
Journal of Banking & Finance (2024) Vol. 164, pp. 107187-107187
Closed Access | Times Cited: 5
Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach
Aktham Maghyereh, Salem Adel Ziadat, Abdel Razzaq Al Rababa’a
Energy (2024) Vol. 306, pp. 132475-132475
Closed Access | Times Cited: 5
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
Oğuzhan Çepni, İbrahim Ethem Güney, Rangan Gupta, et al.
Journal of Financial Markets (2020) Vol. 51, pp. 100541-100541
Open Access | Times Cited: 33
Economic Policy Uncertainty and Bond Risk Premia
Christos Ioannidis, Kook Ka
Journal of money credit and banking (2021) Vol. 53, Iss. 6, pp. 1479-1522
Closed Access | Times Cited: 28
What moves treasury yields?
Emanuel Moench, Soroosh Soofi-Siavash
Journal of Financial Economics (2022) Vol. 146, Iss. 3, pp. 1016-1043
Closed Access | Times Cited: 19
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
Time-varying predictability in the European sovereign bond market
Conall O’Sullivan, Vassilios G. Papavassiliou
(2025)
Closed Access
Predicting Bond Return Predictability
Daniel Borup, Jonas N. Eriksen, Mads Markvart Kjær, et al.
Management Science (2023) Vol. 70, Iss. 2, pp. 931-951
Closed Access | Times Cited: 9
Determinants of Bond Risk Premia
Jing‐Zhi Huang, Zhan Shi
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 34
Forecasting stock returns with large dimensional factor models
Alessandro Giovannelli, Daniele Massacci, Stefano Soccorsi
Journal of Empirical Finance (2021) Vol. 63, pp. 252-269
Open Access | Times Cited: 19
Unspanned Global Macro Risks in Bond Returns
Feng Zhao, Guofu Zhou, Xiaoneng Zhu
Management Science (2021) Vol. 67, Iss. 12, pp. 7825-7843
Closed Access | Times Cited: 18
Macroeconomic Uncertainty Through the Lens of Professional Forecasters
Soojin Jo, Rodrigo Sekkel
Federal Reserve Bank of Dallas, Working Papers (2017) Vol. 2017, Iss. 1702
Open Access | Times Cited: 21
Does Real‐Time Macroeconomic Information Help to Predict Interest Rates?
Alberto Caruso, Laura Coroneo
Journal of money credit and banking (2023) Vol. 55, Iss. 8, pp. 2027-2059
Closed Access | Times Cited: 5
The commodity risk premium and neural networks
Hossein Rad, Rand Kwong Yew Low, Joëlle Miffre, et al.
Journal of Empirical Finance (2023) Vol. 74, pp. 101433-101433
Open Access | Times Cited: 5
Time-varying risk aversion and the predictability of bond premia
Oğguzhan Çepni, Rıza Demirer, Rangan Gupta, et al.
Finance research letters (2019) Vol. 34, pp. 101241-101241
Open Access | Times Cited: 14
Data revisions to German national accounts: Are initial releases good nowcasts?
Till Strohsal, Elias Wolf
International Journal of Forecasting (2020) Vol. 36, Iss. 4, pp. 1252-1259
Open Access | Times Cited: 13
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