Financial Analysts Journal

Papers
(The median citation count of Financial Analysts Journal is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-04-01 to 2024-04-01.)
ArticleCitations
ESG Rating Disagreement and Stock Returns192
Which Corporate ESG News Does the Market React To?61
Reports of Value’s Death May Be Greatly Exaggerated54
The Shift from Active to Passive Investing: Risks to Financial Stability?36
Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens30
Hedge Fund Performance: End of an Era?27
Net-Zero Carbon Portfolio Alignment25
The Efficient Market Hypothesis, theFinancial Analysts Journal, and the Professional Status of Investment Management25
Enhanced Portfolio Optimization21
Decentralized Efficiency? Arbitrage in Bitcoin Markets21
A Review of the Performance Measurement of Long-Term Mutual Funds20
Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits20
Impact Investing: Killing Two Birds with One Stone?17
Decarbonizing Everything17
Environmental, Social, and Governance Issues and the Financial Analysts Journal15
When Equity Factors Drop Their Shorts15
Capital Market Liberalization and Investment Efficiency: Evidence from China13
An Empirical Evaluation of Tax-Loss-Harvesting Alpha12
Conditional Volatility Targeting9
Employee Satisfaction and Long-Run Stock Returns, 1984–20209
Equity Investing in the Age of Intangibles9
Gold, the Golden Constant, and Déjà Vu9
What ESG-Related Disclosures Should the SEC Mandate?8
Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading7
Seventy-Five Years of Investing for Future Generations7
Managerial Multitasking in the Mutual Fund Industry7
Risk Management and the Optimal Combination of Equity Market Factors7
The Financial Analysts Journal and Investment Management7
Levered and Inverse Exchange-Traded Products: Blessing or Curse?7
Climate Change Vulnerability and Currency Returns5
Private Debt Fund Returns, Persistence, and Market Conditions5
Volmageddon and the Failure of Short Volatility Products5
Investing in Deflation, Inflation, and Stagflation Regimes5
Maximum Drawdown as Predictor of Mutual Fund Performance and Flows4
Effects of Venture Capital Mega-Deals on IPO Success and Post-IPO Performance4
Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks3
Portfolio Choice with Path-Dependent Scenarios3
Identifying Hedge Fund Skill by Using Peer Cohorts3
Maturity-Matched Bond Fund Performance3
Hedged Mutual Funds and Competition for Sources of Alpha3
Improving Interest Rate Risk Hedging Strategies through Regularization3
The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology3
Tax-Loss Harvesting: An Individual Investor’s Perspective2
Harnessing Neuroscientific Insights to Generate Alpha2
Forbearance in Institutional Investment Management: Evidence from Survey Data2
Analyst Incentives and Stock Return Synchronicity: Evidence from MiFID II2
Shareholder Democracy, Meet Memocracy2
Applying Economics—Not Gut Feel—to ESG2
Evolutionary Finance for Multi-Asset Investors2
Should Defined Contribution Plans Include Private Equity Investments?2
Is Sector Neutrality in Factor Investing a Mistake?2
What Do TIPS Say about Real Interest Rates and Required Returns?2
Targeting Retirement Security with a Dynamic Asset Allocation Strategy2
Should Mutual Fund Investors Time Volatility?2
Allocating to Thematic Investments2
Active Share and the Predictability of the Performance of Separate Accounts2
Beyond Fama-French Factors: Alpha from Short-Term Signals2
Personalized Multiple Account Portfolio Optimization2
Harry Markowitz in Memoriam1
Carry Momentum1
Private Shareholder Engagements on Material ESG Issues1
Earning Alpha by Avoiding the Index Rebalancing Crowd1
Chinese and Global ADRs: The US Investor Experience1
Index + Factors + Alpha1
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size1
Swing Pricing Calibration: Using ETFs to Infer Swing Factors for Mutual Funds1
Portable Beta and Total Portfolio Management1
Option Pricing via Breakeven Volatility1
Free Markets to Fed Markets: How Modern Monetary Policy Impacts Equity Markets1
Retirement Income Sufficiency through Personalised Glidepaths1
Forecasting the Long-Term Equity Premium for Asset Allocation1
Exclude with Impunity: Personalized Indexing and Stock Restrictions1
Targeting Macroeconomic Exposures in Equity Portfolios: A Firm-Level Measurement Approach for Out-of-Sample Robustness1
Hedge Funds vs. Alternative Risk Premia1
Factor Replication with Industry Stratification1
Trade Informativeness in Modern Markets1
Diversification during Hard Times1
Predicting Bond Returns: 70 Years of International Evidence1
To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling1
Boosting the Equity Momentum Factor in Credit1
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