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 2020-11-01 to 2024-11-01.)
ArticleCitations
ESG Rating Disagreement and Stock Returns280
Which Corporate ESG News Does the Market React To?81
Reports of Value’s Death May Be Greatly Exaggerated65
Net-Zero Carbon Portfolio Alignment34
Hedge Fund Performance: End of an Era?31
Enhanced Portfolio Optimization30
Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits26
Decarbonizing Everything23
Environmental, Social, and Governance Issues and the Financial Analysts Journal19
Capital Market Liberalization and Investment Efficiency: Evidence from China18
What ESG-Related Disclosures Should the SEC Mandate?16
Applying Economics—Not Gut Feel—to ESG14
Employee Satisfaction and Long-Run Stock Returns, 1984–202012
Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading9
Managerial Multitasking in the Mutual Fund Industry9
Equity Investing in the Age of Intangibles9
Private Debt Fund Returns, Persistence, and Market Conditions9
Levered and Inverse Exchange-Traded Products: Blessing or Curse?8
Volmageddon and the Failure of Short Volatility Products8
Investing in Deflation, Inflation, and Stagflation Regimes8
Maximum Drawdown as Predictor of Mutual Fund Performance and Flows7
Climate Change Vulnerability and Currency Returns7
Diversification during Hard Times6
Allocating to Thematic Investments5
Active Share and the Predictability of the Performance of Separate Accounts5
Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks5
Boosting the Equity Momentum Factor in Credit4
Hedged Mutual Funds and Competition for Sources of Alpha4
Harry Markowitz and the Philosopher’s Stone4
The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology4
Earning Alpha by Avoiding the Index Rebalancing Crowd4
Identifying Hedge Fund Skill by Using Peer Cohorts4
Is “Not Trading” Informative? Evidence from Corporate Insiders’ Portfolios4
Effects of Venture Capital Mega-Deals on IPO Success and Post-IPO Performance4
Improving Interest Rate Risk Hedging Strategies through Regularization4
Targeting Macroeconomic Exposures in Equity Portfolios: A Firm-Level Measurement Approach for Out-of-Sample Robustness3
Analyst Incentives and Stock Return Synchronicity: Evidence from MiFID II3
Personalized Multiple Account Portfolio Optimization3
Tax-Loss Harvesting: An Individual Investor’s Perspective3
Redefining the Optimal Retirement Income Strategy3
Is Sector Neutrality in Factor Investing a Mistake?3
Factor-Mimicking Portfolios for Climate Risk3
Stocks for the Long Run? Sometimes Yes, Sometimes No3
To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling3
Fundamental Analysis via Machine Learning3
Should Defined Contribution Plans Include Private Equity Investments?3
Forbearance in Institutional Investment Management: Evidence from Survey Data3
Trade Informativeness in Modern Markets3
Beyond Fama-French Factors: Alpha from Short-Term Signals3
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size3
Portfolio Choice with Path-Dependent Scenarios3
Maturity-Matched Bond Fund Performance3
Litigation Risk and Stock Return Anomaly2
Shareholder Democracy, Meet Memocracy2
Harnessing Neuroscientific Insights to Generate Alpha2
Harry Markowitz in Memoriam2
Private Shareholder Engagements on Material ESG Issues2
What Do TIPS Say about Real Interest Rates and Required Returns?2
Should Mutual Fund Investors Time Volatility?2
Hedge Funds vs. Alternative Risk Premia2
Free Markets to Fed Markets: How Modern Monetary Policy Impacts Equity Markets2
Index + Factors + Alpha2
Evolutionary Finance for Multi-Asset Investors2
Momentum Crashes and the 52-Week High2
Predicting Corporate Bond Illiquidity via Machine Learning2
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