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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:

Nonparametric prediction of stock returns based on yearly data: The long-term view
Michael Scholz, Jens Perch Nielsen, Stefan Sperlich
Insurance Mathematics and Economics (2015) Vol. 65, pp. 143-155
Open Access | Times Cited: 14

Showing 14 citing articles:

Forecasting benchmarks of long-term stock returns via machine learning
Ioannis Kyriakou, Parastoo Mousavi, Jens Perch Nielsen, et al.
Annals of Operations Research (2019) Vol. 297, Iss. 1-2, pp. 221-240
Open Access | Times Cited: 30
Stock return prediction: Stacking a variety of models
Albert Bo Zhao, Tingting Cheng
Journal of Empirical Finance (2022) Vol. 67, pp. 288-317
Closed Access | Times Cited: 18
Stock market prediction based on adaptive training algorithm in machine learning
Hongjoong Kim, Sookyung Jun, Kyoung-Sook Moon
Quantitative Finance (2022) Vol. 22, Iss. 6, pp. 1133-1152
Closed Access | Times Cited: 11
Nonparametric long term prediction of stock returns with generated bond yields
Michael Scholz, Stefan Sperlich, Jens Perch Nielsen
Insurance Mathematics and Economics (2016) Vol. 69, pp. 82-96
Open Access | Times Cited: 14
Conditional Variance Forecasts for Long-Term Stock Returns
Enno Mammen, Jens Perch Nielsen, Michael Scholz, et al.
Risks (2019) Vol. 7, Iss. 4, pp. 113-113
Open Access | Times Cited: 13
Bias correction for local linear regression estimation using asymmetric kernels via the skewing method
Benedikt Funke, Masayuki Hirukawa
Econometrics and Statistics (2020) Vol. 20, pp. 109-130
Closed Access | Times Cited: 10
Longer-Term Forecasting of Excess Stock Returns—The Five-Year Case
Ioannis Kyriakou, Parastoo Mousavi, Jens Perch Nielsen, et al.
Mathematics (2020) Vol. 8, Iss. 6, pp. 927-927
Open Access | Times Cited: 6
Long-term real dynamic investment planning
Russell Gerrard, Munir Hiabu, Jens Perch Nielsen, et al.
Insurance Mathematics and Economics (2020) Vol. 92, pp. 90-103
Open Access | Times Cited: 5
Short-Term Exuberance and Long-Term Stability: A Simultaneous Optimization of Stock Return Predictions for Short and Long Horizons
Ioannis Kyriakou, Parastoo Mousavi, Jens Perch Nielsen, et al.
Mathematics (2021) Vol. 9, Iss. 6, pp. 620-620
Open Access | Times Cited: 5
A Note on Combining Machine Learning with Statistical Modeling for Financial Data Analysis
José Marı́a Sarabia, Faustino Prieto, Vanesa Jordá, et al.
Risks (2020) Vol. 8, Iss. 2, pp. 32-32
Open Access | Times Cited: 2
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Tingting Cheng, Jiti Gao, Oliver Linton
(2018)
Open Access | Times Cited: 1
Debt-by-Price Ratio, End-of-Year Economic Growth, and Long-Term Prediction of Stock Returns
Parastoo Mousavi
Mathematics (2021) Vol. 9, Iss. 13, pp. 1550-1550
Open Access | Times Cited: 1
Forecasting Equity Returns: An Analysis of Macro vs. Micro Earnings and an Introduction of a Composite Valuation Model
Stephen K. Jones
SSRN Electronic Journal (2013)
Closed Access
Bibliography
Marc S. Paolella
Wiley series in probability and statistics (2018), pp. 825-873
Open Access
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