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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:

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

Showing 13 citing articles:

Unveiling Dynamics of Structural Breaks in Global Stock Markets and Implications for Forecasting Accuracy
J. Shashidhar Yadav, Subramanyam Mutyala, D. Saiprasad, et al.
Communications in computer and information science (2025), pp. 339-348
Closed Access
Machine learning techniques for cross-sectional equity returns’ prediction
Christian Fieberg, Daniel Metko, Thorsten Poddig, et al.
OR Spectrum (2022) Vol. 45, Iss. 1, pp. 289-323
Open 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
EXPLORING STRUCTURAL BREAKS IN INTERNATIONAL STOCK MARKETS AND ITS IMPLICATIONS
Samuel Tabot ENOW
Journal of Public Administration Finance and Law (2023), Iss. 27, pp. 109-115
Open Access | Times Cited: 2
Warning: Some Transaction Prices can be Detrimental to your House Price Index
Robert L. Hill, Radosław Trojanek, Miriam Steurer, et al.
25th Annual European Real Estate Society Conference (2022)
Open Access | Times Cited: 4
Forecast combinations for benchmarks of long-term stock returns using machine learning methods
Michael Scholz
Annals of Operations Research (2022)
Open Access | Times Cited: 4
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
Special Issue “Machine Learning in Insurance”
Alexandru V. Asimit, Ioannis Kyriakou, Jens Perch Nielsen
Risks (2020) Vol. 8, Iss. 2, pp. 54-54
Open Access | Times Cited: 4
Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data
Malvina Marchese, María Dolores Martínez‐Miranda, Jens Perch Nielsen, et al.
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access
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
Variance function estimation in regression model via aggregation procedures
Ahmed Zaoui
Journal of nonparametric statistics (2022) Vol. 35, Iss. 2, pp. 397-436
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
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