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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 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

Showing 14 citing articles:

Modelling and forecasting high-frequency data with jumps based on a hybrid nonparametric regression and LSTM model
Yuping Song, Chunchun Cai, Dexiang Ma, et al.
Expert Systems with Applications (2023) Vol. 237, pp. 121527-121527
Closed Access | Times Cited: 25
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
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
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
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
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
Stock Index Pattern Discovery via Toeplitz Inverse Covariance-based Clustering
Hongbing Ouyang, Xiaolu Wei, Qiufeng Wu
Romanian Journal of Economic Forecasting (2020), Iss. 2, pp. 58-72
Closed Access | Times Cited: 3
Nonparametric Predictive Regressions for Stock Return Prediction
Tingting Cheng, Jiti Gao, Oliver Linton
RePEc: Research Papers in Economics (2019)
Closed Access | Times Cited: 2
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
Pricing Longevity Bonds Under the Uncertainty Theory Framework
Jianwei Gao, Huicheng Liu
International Journal of Pattern Recognition and Artificial Intelligence (2018) Vol. 33, Iss. 06, pp. 1959020-1959020
Closed 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
Amerikan 10 Yıllık Tahvil Faiz Oranlarına Dayanılarak BİST 100 Endeks Tahmininde Ağaç Tabanlı Regresyon Modelleri Uygulaması
Sali̇m Sercan SARI
Çukurova Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi (2021) Vol. 25, Iss. 2, pp. 225-238
Closed Access | Times Cited: 1
Portfolio Optimization under Double Heston Duffie-Kan Model and the Price Calculation of the European Option
Hossein Samimi, Ali Reza Najafi
Journal of Operational Research and Its Applications (2022) Vol. 19, Iss. 1, pp. 37-56
Open Access
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