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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
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 32

Showing 1-25 of 32 citing articles:

Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them
Barbara Rossi
Journal of Economic Literature (2021) Vol. 59, Iss. 4, pp. 1135-1190
Closed Access | Times Cited: 44
Sentiment spillover effects for US and European companies
Francesco Audrino, Anastasija Tetereva
Journal of Banking & Finance (2019) Vol. 106, pp. 542-567
Open Access | Times Cited: 46
Break Risk
Simon C. Smith, Allan Timmermann
Review of Financial Studies (2020) Vol. 34, Iss. 4, pp. 2045-2100
Closed Access | Times Cited: 45
Testing for episodic predictability in stock returns
Matei Demetrescu, Iliyan Georgiev, Paulo Rodrigues, et al.
Journal of Econometrics (2020) Vol. 227, Iss. 1, pp. 85-113
Open Access | Times Cited: 32
Late to Recessions: Stocks and the Business Cycle
Roberto Gómez-Cram
The Journal of Finance (2021) Vol. 77, Iss. 2, pp. 923-966
Closed Access | Times Cited: 30
Volatility measurement with pockets of extreme return persistence
Torben G. Andersen, Yingying Li, Viktor Todorov, et al.
Journal of Econometrics (2021) Vol. 237, Iss. 2, pp. 105048-105048
Open Access | Times Cited: 25
Evaluating forecast performance with state dependence
Florens Odendahl, Barbara Rossi, Tatevik Sekhposyan
Journal of Econometrics (2022) Vol. 237, Iss. 2, pp. 105220-105220
Open Access | Times Cited: 18
Text Selection
Bryan Kelly, Asaf Manela, Alan Moreira
Journal of Business and Economic Statistics (2021) Vol. 39, Iss. 4, pp. 859-879
Closed Access | Times Cited: 20
Ensembling and Dynamic Asset Selection for Risk-Controlled Statistical Arbitrage
Salvatore Carta, Sergio Consoli, Alessandro Sebastian Podda, et al.
IEEE Access (2021) Vol. 9, pp. 29942-29959
Open Access | Times Cited: 19
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
Forecasting earnings and returns: A review of recent advancements
Jeremiah Green, Wanjia Zhao
The Journal of Finance and Data Science (2022) Vol. 8, pp. 120-137
Open Access | Times Cited: 11
Stock-specific sentiment and return predictability
Guillaume Coqueret
Quantitative Finance (2020) Vol. 20, Iss. 9, pp. 1531-1551
Closed Access | Times Cited: 17
Data snooping in equity premium prediction
Hubert Dichtl, Wolfgang Drobetz, Andreas Neuhierl, et al.
International Journal of Forecasting (2020) Vol. 37, Iss. 1, pp. 72-94
Closed Access | Times Cited: 17
Uncovering Sparsity and Heterogeneity in Firm-Level Return Predictability Using Machine Learning
Theodoros Evgeniou, Ahmed Guecioueur, Rodolfo Prieto
Journal of Financial and Quantitative Analysis (2022) Vol. 58, Iss. 8, pp. 3384-3419
Closed Access | Times Cited: 9
Forecasting the equity premium with frequency-decomposed technical indicators
Tobias Stein
International Journal of Forecasting (2022) Vol. 40, Iss. 1, pp. 6-28
Closed Access | Times Cited: 9
Real‐time detection of regimes of predictability in the US equity premium
David I. Harvey, Stephen J. Leybourne, Robert Sollis, et al.
Journal of Applied Econometrics (2020) Vol. 36, Iss. 1, pp. 45-70
Open Access | Times Cited: 11
Market stability with machine learning agents
Christophre Georges, Javier Pereira
Journal of Economic Dynamics and Control (2020) Vol. 122, pp. 104032-104032
Closed Access | Times Cited: 9
Semi-parametric single-index predictive regression models with cointegrated regressors
Weilun Zhou, Jiti Gao, David Harris, et al.
Journal of Econometrics (2023) Vol. 238, Iss. 1, pp. 105577-105577
Open Access | Times Cited: 3
Forecasting Stock Returns with Large Dimensional Factor Models
Alessandro Giovannelli, Daniele Massacci, Stefano Soccorsi
SSRN Electronic Journal (2017)
Open Access | Times Cited: 9
Rediscover Predictability: Information from the Relative Prices of Long-Term and Short-Term Dividends
Ye Li, Chen Wang
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 8
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Sercan Eraslan, Maximilian Schröder
International Journal of Forecasting (2022) Vol. 39, Iss. 3, pp. 1460-1476
Open Access | Times Cited: 5
Testing for parameter instability and structural change in persistent predictive regressions
Torben G. Andersen, Rasmus T. Varneskov
Journal of Econometrics (2021) Vol. 231, Iss. 2, pp. 361-386
Open Access | Times Cited: 7
Sparse change‐point VAR models
Arnaud Dufays, Zhuo Li, Jeroen V.K. Rombouts, et al.
Journal of Applied Econometrics (2021) Vol. 36, Iss. 6, pp. 703-727
Closed Access | Times Cited: 5
International stock return predictability
Simon C. Smith
International Review of Financial Analysis (2021) Vol. 78, pp. 101963-101963
Closed Access | Times Cited: 5
Market Stability with Machine Learning Agents
Christophre Georges, Javier Pereira
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 2
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