I found the answer using the natbib package and am using it correctly, especially by specifying the bibliography in the preamble and defining an empty newblock to compile nicely.
The preamble should look like this:
\documentclass[pdf,10pt]{beamer}
\usepackage[sort&compress,comma,super]{natbib}
\bibliographystyle{apalike} % Or your specific bibliographystyle
\def\newblock{} % To avoid a compilation error about a function \newblock undefined
\begin{document}
...
Do not forget \citep{...}, and it should work fine.
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