Financial Analysts Journal

Papers
(The median citation count of Financial Analysts Journal is 2. 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 2021-05-01 to 2025-05-01.)
ArticleCitations
Thematic Investing with Big Data: The Case of Private Equity409
The Controversy over Proxy Voting: The Role of Fund Managers and Proxy Advisors113
Publisher’s Note47
Allocating to Thematic Investments36
Should Defined Contribution Plans Include Private Equity Investments?30
Tax-Loss Harvesting: An Individual Investor’s Perspective25
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size25
Supply Chain Climate Exposure24
Time-Series Predictability for Sector Investing23
Index + Factors + Alpha18
Environmental, Social, and Governance Issues and the Financial Analysts Journal15
ESG Rating Disagreement and Stock Returns14
Time-Varying Drivers of Stock Prices12
Private Equity Performance around the World10
Harry Markowitz and the Philosopher’s Stone10
Litigation Risk and Stock Return Anomaly10
Reversals and the Returns to Liquidity Provision9
Accessing Private Markets: What Does It Cost?9
Effects of Venture Capital Mega-Deals on IPO Success and Post-IPO Performance8
Nonlinear Factor Returns in the US Equity Market7
2022 Report to Readers7
Hedge Fund Performance: End of an Era?7
Spot Bitcoin ETFs: The Struggle Was Worth It7
Is “Not Trading” Informative? Evidence from Corporate Insiders’ Portfolios7
Is Sector Neutrality in Factor Investing a Mistake?7
The Importance of Joining Lifecycle Models with Mean-Variance Optimization7
Smart Rebalancing7
Predicting Bond Returns: 70 Years of International Evidence6
Transaction Costs and Capacity of Systematic Corporate Bond Strategies6
Chinese and Global ADRs: The US Investor Experience5
Asset Allocation Drift Due to Taxes5
Our Thanks to Reviewers4
Private Shareholder Engagements on Material ESG Issues4
Hedged Mutual Funds and Competition for Sources of Alpha4
Hedge Funds vs. Alternative Risk Premia4
Factor-Mimicking Portfolios for Climate Risk4
2021 Report to Readers4
Intrinsic Value: A Solution to the Declining Performance of Value Strategies4
Managerial Multitasking in the Mutual Fund Industry4
Volmageddon and the Failure of Short Volatility Products4
How Should Investors’ Long-Term Returns Be Measured?4
Exclude with Impunity: Personalized Indexing and Stock Restrictions3
Applying Economics—Not Gut Feel—to ESG3
Our Thanks to Reviewers3
Maximum Drawdown as Predictor of Mutual Fund Performance and Flows3
Geographic Investing: Stock Return Indexes Based on Company Operations3
Images Tell Stories3
What Do TIPS Say about Real Interest Rates and Required Returns?3
Trade Informativeness in Modern Markets3
Evolutionary Finance for Multi-Asset Investors3
Innovation and the Human Dimension of Investment Management3
Bonds with Benefits: Impact Investing in Corporate Debt3
Beyond Fama-French Factors: Alpha from Short-Term Signals3
Optimal Factor Timing in a High-Dimensional Setting3
Portable Beta and Total Portfolio Management2
Targeting Macroeconomic Exposures in Equity Portfolios: A Firm-Level Measurement Approach for Out-of-Sample Robustness2
Are All Short-Term Institutional Investors Informed?2
Investing in Deflation, Inflation, and Stagflation Regimes2
Short Squeezes2
Decarbonizing Everything2
Fund Selection: Sense and Sensibility2
Shareholder Activism in Small-Cap Newly Public Firms2
A Heuristic for Fat-Tailed Stock Market Returns2
Intermediaries’ Incentives across Share Classes in the Same Fund2
Carry Momentum2
Influence and Predictive Value of Seeking Alpha Articles2
How Much Does ChatGPT Know about Finance?2
Forecasting the Long-Term Equity Premium for Asset Allocation2
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