Journal of Financial Research

Papers
(The median citation count of Journal of Financial Research is 0. 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 2021-09-01 to 2025-09-01.)
ArticleCitations
The asset growth return premium and anchoring on the 52‐week high40
IRS Private Letter Rulings: Initial Evidence on Determinants and Consequences26
Exploring the multifaceted impacts of convertible bond issuance on stock market quality: Evidence from China17
Issue Information15
Firm (re)valuation and payouts15
Social media and cost of debt financing: Evidence from stock forum text analysis13
Project risk and the bank monitored credit line13
12
Short selling and options trading: A tale of two markets12
11
Should lenders also advise? Evidence from project loans10
Bailouts and the modeling of bank distress9
Ambiguity and risk factors in bank stocks8
6
Debt financing, the pandemic, and Federal Reserve interventions6
Informed trading by hedge funds6
Issue Information6
6
Market structure and price clustering: Maker‐taker versus taker‐maker6
MIDAS and dividend growth predictability: Revisiting the excess volatility puzzle6
Dividend mispricing: Evidence from all‐stock merger deals6
Dividends and share repurchases during the COVID‐19 economic crisis5
Different momentum effects across countries: An explanation based on investors' behavior5
Executive networks and global stock liquidity5
Capacity overhang and corporate disinvestment decisions5
Hostile activism: Hostile tactics or hostile hedge funds?5
Debt enforcement, financial leverage, and product failures: Evidence from China and the United States5
Income and balance sheet diversification effects on banks' cost and profit efficiency: Evidence from the United States5
Corporate social responsibility and bank liquidity creation4
4
Do earnouts create the right incentives? Earnings management around earnout‐based acquisitions4
Social media and price discovery: The case of cross‐listed firms4
Understanding the cross‐section of CDS returns using equity options4
Foreign corporations as large shareholders4
Insider trading restriction enforcement, investor protection, and innovation4
Reference point formation: Does the market whisper in the background?4
Issue Information4
4
Social capital and managerial opportunism: Evidence from option backdating4
Periodicity of trading activity in foreign exchange markets4
Personal connections, financial advisors and M&A outcomes3
3
Issue Information3
New ESG rating drivers in the cross‐section of European stock returns3
The impact of subordinate executives’ comparative confidence and competence on corporate risk‐taking3
Corporate cash holdings and industry risk3
Predicting corporate restructuring and financial distress in banks: The case of the Swiss banking industry3
The impact of horizontal mergers on suppliers' cash holdings3
Predictable time‐series biases in analyst target prices and stock returns3
Seasoned equity offerings and payout policy3
Interstate migration networks and stock return comovement2
2
Who can see the iceberg's peak? How icebergs are used by information and liquidity traders2
Estimating background risk hedging demands from cross‐sectional data2
CEO social media activity and insider trading2
Does interest rate liberalization affect corporate debt structure?2
Permanent private equity: Market performance and transactions2
Daily entry and exit triggers for open market repurchases2
Decomposing industry leverage: The special cases of real estate investment trusts and technology & hardware companies2
Social connections and information leakage: Evidence from target stock price run‐up in takeovers2
Issue Information2
Board structure and market performance: Does one solution fit all?2
Do carbon prices affect stock prices?2
Industry tournament incentives and corporate innovation strategies2
The role of the dual holder in mitigating underinvestment2
Intraday variation in trading costs: Evidence from the TSPP2
Mutual fund partial liquidation and future performance1
Managerial Opportunism and Corporate Investment Efficiency1
1
Tax‐loss selling and the January effect revisited: Evidence from municipal bond closed‐end funds and exchange‐traded funds1
Does environmental investment pay off?—portfolio analyses of the E in ESG during political conflicts and public health crises1
The role of existing shareholders in private equity placements in China1
Import competition and stock price crash risk1
Economic policy uncertainty and insider trading1
Negative bubbles and the market for “dreams”: “Lemons” in the looking glass1
Comoment risk in corporate bond yields and returns1
CEO–board connections and the cost of equity capital: International evidence1
Market impacts of the 2020 short selling bans1
The pervasiveness of matching rights in merger agreements: Impact on shareholder wealth1
Debt dispersion and corporate liquidity1
Homemade international diversification under economic policy uncertainty1
CEO‐employee pay ratio disclosure and dividend policy1
CDS contract initiations: REIT board monitoring and corporate decision outcomes1
Military independent directors and merger activity1
Mutual fund performance and changes in factor exposure1
‘And forgive us our debts’: Christian moralities and over‐indebtedness1
Managing other people's money: An agency theory in financial management industry1
Cyclicality of liquidity creation: Nonlinear evidence from US bank holding companies1
De facto time‐varying indices‐based benchmarks for mutual fund returns1
CEO overconfidence and debt covenant violations1
The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market1
Information absorption in stocks with short‐selling constraints1
Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures1
How does the JOBS act affect the rule 144A market?1
Economic policy uncertainty and short‐term reversals1
1
Issue Information1
CEO prior uncertainty and pay–performance sensitivity1
Director reputational penalties when shareholders disapprove of executive compensation1
The efficacy of market timing and value creation1
Active ingredients: How actively managed holdings shape target date fund performance and costs1
Issue Information1
Issue Information1
Issue Information1
The alphabet and idiosyncratic volatility1
Local labor match and corporate investments: Evidence from new flight routes1
Synthetic long stock and option trading: Evidence from stock splits0
Valuing the speed of adjustment of capital structure0
How smart is smart money? Evidence from mutual funds' exposure on corporate misconduct0
Artificial intelligence innovation and stock price crash risk0
The effect of the Money Market Mutual Fund Liquidity Facility (MMLF) on corporate short‐term borrowing costs0
How does air pollution affect corporate information environment?0
Institutional trading and information processing: Evidence from complicated firms and easy‐to‐analyze firms0
Climate risk and credit ratings0
Impacts of firm life cycle on bond ratings and yields0
The threat of voiced shareholder disapproval and the value of voting0
Religious differences and households' investment decisions0
Adverse selection in cryptocurrency markets0
A closed‐form pricing solution for options on assets with pricing errors0
Issue Information0
Firm reaction to geopolitical crises: Evidence from the Russia‐Ukraine conflict0
Board gender diversity and acquisition choices0
Bond pairs and the term structure0
Issue Information0
Interbank borrowing and bank liquidity risk0
Organizational capital and private placements of common equity0
Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?0
Do temporary changes in earnings caused by mean reversion affect firms’ refinancing decisions?0
0
0
IPO proceeds deployment and firm performance0
Bond covenants and investment policy0
Excess cash and equity option liquidity0
The cost of rate caps: Evidence from Arkansas0
The impact of labor on the performance of founder‐family firms0
Issue Information0
Liquidity risk and the beta premium0
0
The determinants of stock–bond return correlations0
Asset versus equity acquisitions by financial institutions0
Does the linguistic complexity of annual reports affect the corporate leasing decision?0
Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns0
Investment horizon for private‐value assets: Evidence from the art market0
Venture capital and private equity investors, governance, and success of IPOs: Evidence from India0
Import competition, credit reallocation, and small business lending0
From tension to trust: The role of corporate culture in easing labor relations0
Performance and diversification benefits of IPO‐focused mutual funds0
Issue Information0
New evidence on the economic motives for bank mergers0
Unintended consequences of discrimination litigation caps0
Boundary of the firm with endogenous firm structure0
Active mutual funds and their passive ETF investments0
Issue Information0
Dual‐class share structure and innovation0
Model for optimizing lender's decision on dealing with collateral of defaulted mortgage0
Financial analysts' bundling across firms: Target prices and stock recommendations0
Liquidity shocks and intraday price reaction0
Is idiosyncratic asymmetry priced in commodity futures?0
VC ownership post‐IPO: When, why, and how do VCs exit?0
Short sellers and capital structure dynamics0
Issue Information0
Author Index of Volume XLIV, 20210
Climate transition risk and bank lending0
0
Understanding the effects on corporate performance of investments in wealth management products0
The role of media connections in seasoned equity offerings0
Social connections and innovation in diversified conglomerates0
Informed trading of out‐of‐the‐money options and market efficiency0
Academic CEOs and corporate innovation0
The discount for lack of marketability term structure0
The taxonomy of tail risk0
Sentiment or habits: Why not both?0
Swap variance hedging and efficiency: The role of high moments0
Improving portfolio investment performance with distance‐based portfolio‐combining algorithms0
Selling to buy: Asset sales, acquisition financing, and value creation0
The Psychological Cost of Debt: Evidence from Islamic Housing Mortgages0
CEO compensation complexity: Optimal contracts or agency problems?0
Do credit market accessibility and legal protection shape corporate innovation?0
Tax policies and agency costs0
Do bank managers signal through cash flow statements?0
Does local economic freedom matter for the cost of corporate borrowing from the banking sector? Evidence from the US states0
Does legal protection of trade secrets reduce the cost of debt? Evidence from the inevitable disclosure doctrine0
Lending and risk controls for BHCs after the Dodd–Frank act0
0
The benefit of being public: Evidence from survival analysis of corporate financing0
European equity markets volatility spillover: Destabilizing energy risk is the new normal0
The role of bank lenders in firm leverage adjustments0
Can central banks be heard over the sound of gunfire?0
Passive insider trading before pension freezes0
Blockholder mutual fund participation in private in‐house meetings0
Community social capital, managerial opportunistic behavior, and information uncertainty in IPO firms0
Local connectedness and corporate social responsibility0
The causal effect of local product market shocks on equity holdings: Evidence from the airline industry0
Are stress‐tested banks in the United States becoming similar? Evidence from convergence tests0
Are we playing the same “research” game in business?0
Deposit flows and the January effect in deposit rates0
CEO extraversion and the cost of equity capital0
Preopening price indications and market quality: Evidence from NYSE Rule 480
Market‐implied ratings and their divergence from credit ratings0
Tournament effects in equity mutual funds: Impact of economic conditions and investment styles0
Issue Information0
Treasury auction method and underpricing: Evidence from Iceland0
Economic policy uncertainty and the cost of equity capital0
A European perspective on climate change and political tensions and conflicts0
Democracy and stock market returns0
Commodity tail risk and equity risk premia0
Policy uncertainty and cash dynamics0
The U.S. syndicated loan market: Matching data0
The impact of changing disclosure requirements, competition, and private capital on firm exit methods and premiums0
The effects of bank mergers on listed U.S. borrowers0
0
Issue Information0
Hedge funds and climate news risk: Evidence from stock holdings in fossil fuel firms0
Toeholds and information quality in common‐value takeover auctions0
Managerial characteristics and performance of eurozone mutual funds0
Do traders overweight experience from first movers?0
Distracted institutional shareholders and debt maturity0
Institutional investors and mispricing of unionized firms0
Mutual fund director compensation0
Constraints on provisioning at public versus private community banks0
Does amortization matter? Evidence from the syndicated loan market0
Cultural, trust, and transparency effects on the use of anchoring in mergers and acquisitions0
Bank–client cross‐ownership of bank stocks: A network analysis0
Spillover effects of creditor rights on corporate payout policy0
Time‐Series Factor Modeling and Selection0
The role of Cross‐Border alliances in corporate social responsibility: International evidence0
The predictive power of option prices for stock returns and nonfundamental shocks0
Threats to human capital: The effect of health risk on corporate financial policy0
Lending discrimination and the role of community banks0
Executive compensation, internal control quality, and corporate social responsibility in China0
Selection effects in the births of mutual funds0
Dependence matters! Investor sentiment and stock returns: A sliced inverse regression approach0
0
The causal effect of corporate governance on employee satisfaction0
Treasury return predictability and investor sentiment0
The role of internal capital markets during financial crises: Evidence from Korean chaebols0
The effect of liquidity and arbitrage on the price efficiency of Chinese ETFs0
A comparative study of bank efficiency in three Chinese regions: Mainland China, Hong Kong, and Macao0
Signaling effects of recurrent list‐price reductions on the likelihood of house sales0
The value of social capital in small business lending: Evidence from the Small Business Administration program0
Do dividends and share repurchases convey information about financial strength? An exploration of the disparities between banks and industrial firms0
Tweets versus broadsheets: Sentiment impact on stock markets around the world0
Capital gain overhang and risk–return trade‐off: An international study0
Sink or swim? Managerial ability and trade credit0
Variance of deviation from optimal leverage0
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