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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:

On the Economic Significance of Stock Return Predictability
Scott Cederburg, Travis L. Johnson, Michael S. O’Doherty
Review of Finance (2022) Vol. 27, Iss. 2, pp. 619-657
Open Access | Times Cited: 26

Showing 1-25 of 26 citing articles:

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
Forecasting rare earth stock prices with machine learning
Irene Henriques, Perry Sadorsky
Resources Policy (2023) Vol. 86, pp. 104248-104248
Closed Access | Times Cited: 13
ESG Risk and Market Return Predictability: New Evidence From the Eurozone
Zhiyong Li, Zhuoran Li, Weiping Qin
European Financial Management (2025)
Open Access
Market Ambiguity Attitude Restores the Risk-Return Trade-Off
Soroush Ghazi, Mark J. Schneider, Jack Strauss
Management Science (2025)
Closed Access
Volatility of Price-Earnings Ratio and Return Predictability
Xiaoquan Jiang, Li Chen
(2025)
Closed Access
A Comprehensive Look at the Empirical Performance ofEquity Premium Prediction II
Amit Goyal, Ivo Welch, Athanasse Zafirov
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 23
Betting on war? Oil prices, stock returns, and extreme geopolitical events
Knut Nygaard, Lars Qvigstad Sørensen
Energy Economics (2024) Vol. 136, pp. 107659-107659
Open Access | Times Cited: 3
Predicting the Equity Premium with Combination Forecasts: A Reappraisal
Sebastian Denk, Günter Löffler
The Review of Asset Pricing Studies (2024) Vol. 14, Iss. 4, pp. 545-577
Closed Access | Times Cited: 2
Economic evaluation of asset pricing models under predictability
Erwin Hansen
Journal of Empirical Finance (2022) Vol. 68, pp. 50-66
Closed Access | Times Cited: 9
Job postings and aggregate stock returns
Pratik Kothari, Michael S. O’Doherty
Journal of Financial Markets (2023) Vol. 64, pp. 100804-100804
Closed Access | Times Cited: 5
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
Probability weighting and equity premium prediction: Investing with optimism
Mehran Azimi, Soroush Ghazi, Mark Schneider
Financial Management (2024)
Open Access | Times Cited: 1
The Value of Economic Regularization for Stock Return Predictability
Yoontae Jeon, Laleh Samarbakhsh, Eric W. Wilson
SSRN Electronic Journal (2024)
Closed Access
Optimal Conditional Mean-Variance Portfolio Averaging
Lipeng Yao, Xinyu Zhang, Dashan Huang
SSRN Electronic Journal (2024)
Closed Access
It Takes Two to Tango: Economic Theory and Model Uncertainty for Equity Premium Prediction
Daniele Bianchi, Alexandre Rubesam, Andrea Tamoni
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Market Ambiguity Attitude and the Risk-Return Tradeoff
Soroush Ghazi, Mark Schneider, Jack Strauss
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Market Ambiguity Attitude Restores the Risk-Return Tradeoff
Soroush Ghazi, Mark Schneider, Jack Strauss
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Economic Evaluation of Asset Pricing Models Under Predictability
Erwin Hansen
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
Betting on War? Oil Prices, Stock Returns and Extreme Geopolitical Events
Knut Nygaard, Lars Qvigstad Sørensen
SSRN Electronic Journal (2023)
Closed Access
Betting on War? Oil Prices, Stock Returns and Extreme Geopolitical Events
Knut Nygaard, Lars Qvigstad Sørensen
(2023)
Closed Access
Out-of-Sample Performance of Factor Return Predictors
Du Nguyen
SSRN Electronic Journal (2023)
Closed Access
Forecast the Sharpe Ratio, Invest with Optimism
Mehran Azimi, Soroush Ghazi, Mark Schneider
SSRN Electronic Journal (2023)
Closed Access
Labor Market Frictions and Aggregate Stock Returns
Pratik Kothari, Michael S. O’Doherty
SSRN Electronic Journal (2018)
Closed Access
Macroeconomic Extrapolation, Machine Learning, and Equity Risk Premium Forecast
Yueliang Lu, Yufeng Han
SSRN Electronic Journal (2022)
Closed Access
Predicting the Equity Premium with Combination Forecasts: A Reappraisal
Sebastian Denk, Günter Löffler
SSRN Electronic Journal (2022)
Closed Access
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