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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:

Pockets of Predictability
LELAND E. FARMER, LAWRENCE SCHMIDT, ALLAN TIMMERMANN
The Journal of Finance (2023) Vol. 78, Iss. 3, pp. 1279-1341
Closed Access | Times Cited: 65

Showing 1-25 of 65 citing articles:

Stock return predictability and cyclical movements in valuation ratios
Deshui Yu, Difang Huang, Li Chen
Journal of Empirical Finance (2023) Vol. 72, pp. 36-53
Closed Access | Times Cited: 39
Intraday Market Return Predictability Culled from the Factor Zoo
Saketh Aleti, Tim Bollerslev, Mathias Siggaard
Management Science (2025)
Closed Access | Times Cited: 1
Forecasting Methods in Finance
Allan Timmermann
Annual Review of Financial Economics (2018) Vol. 10, Iss. 1, pp. 449-479
Open Access | Times Cited: 60
An Identification and Estimation of Stock Price Pattern Equations using K-Means
Matej Steinbacher, Matjaž Steinbacher, Mitja Steinbacher
Computational Economics (2025)
Closed Access
ESG Risk and Market Return Predictability: New Evidence From the Eurozone
Zhiyong Li, Zhuoran Li, Weiping Qin
European Financial Management (2025)
Open Access
A survey of models and methods used for forecasting when investing in financial markets
Kenwin Maung, Norman R. Swanson
International Journal of Forecasting (2025)
Closed Access
A Randomised Test to Distinguish Time‐Varying Coefficient Models
Xia Wang, Xueqiang Sui, Ying Wang, et al.
Oxford Bulletin of Economics and Statistics (2025)
Closed Access
Subjective probabilities under behavioral heuristics
Oriana Rahman, Andrei Semenov
International Review of Economics & Finance (2025), pp. 103899-103899
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
Optimal Portfolio Selection Under Varying Market Conditions
Weiqi Liu, Jia Wang
(2025)
Closed Access
Fear propagation and return dynamics
Yulong Sun, Kai Wang, Zhiping Zhou
Journal of Banking & Finance (2025), pp. 107410-107410
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
Time-varying forecast combination for high-dimensional data
Bin Chen, Kenwin Maung
Journal of Econometrics (2023) Vol. 237, Iss. 2, pp. 105418-105418
Open Access | Times Cited: 9
Inflation and Attention: Evidence from the Market Reaction to Macro Announcements
Niklas Kroner
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 9
Forecasting crude oil market volatility: A comprehensive look at uncertainty variables
Danyan Wen, Mengxi He, Yudong Wang, et al.
International Journal of Forecasting (2023) Vol. 40, Iss. 3, pp. 1022-1041
Closed Access | Times Cited: 9
Time-varying forecast combination for factor-augmented regressions with smooth structural changes
Qitong Chen, Yongmiao Hong, Haiqi Li
Journal of Econometrics (2024) Vol. 240, Iss. 1, pp. 105693-105693
Closed Access | Times Cited: 3
Joint dynamics of stock returns and cash flows: A time‐varying present‐value framework
Deshui Yu, Yayi Yan
Financial Management (2023) Vol. 52, Iss. 3, pp. 513-541
Closed Access | Times Cited: 7
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
Portfolio Selection under Systemic Risk
Weidong Lin, José Olmo, Abderrahim Taamouti
Journal of money credit and banking (2023)
Open Access | Times Cited: 4
Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?
Donyetta Bennett, Erik Mekelburg, Jack Strauss, et al.
Global Finance Journal (2024) Vol. 60, pp. 100945-100945
Closed Access | Times Cited: 1
Discount rates and cash flows: A local projection approach
Matthijs Lof, Henri Nyberg
Journal of Banking & Finance (2024) Vol. 162, pp. 107127-107127
Open Access | Times Cited: 1
Comment on Cakici, Fieberg, Neumaier, Poddig, and Zaremba: Pockets of Predictability: A Replication
Leland E. Farmer, Lawrence Schmidt, Allan Timmermann
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Mosaics of Predictability
Lin Cong, Guanhao Feng, Jingyu He, et al.
(2024)
Closed Access | Times Cited: 1
Pooling and Winsorizing Machine Learning Forecasts to Predict Stock Returns with High-Dimensional Data
Erik Mekelburg, Jack Strauss
Journal of Empirical Finance (2024) Vol. 79, pp. 101538-101538
Open Access | Times Cited: 1
Forecasting U.S. stock returns conditional on geopolitical risk and business cycles
Minh Tam Tammy Schlosky, Serkan Karadas, Adam Stivers
International Review of Financial Analysis (2024), pp. 103707-103707
Open Access | Times Cited: 1
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