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 2020-09-01 to 2024-09-01.)
ArticleCitations
Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?26
Is social capital a determinant of board gender diversity?23
CEO EXTRAVERSION AND CAPITAL STRUCTURE DECISIONS: THE ROLE OF FIRM DYNAMICS, PRODUCT MARKET COMPETITION, AND FINANCIAL CRISIS22
The U.S. syndicated loan market: Matching data17
HOW DID THE FINANCIAL CRISIS AFFECT SMALL‐BUSINESS LENDING IN THE UNITED STATES?14
The real effects of earnout contracts in M&As12
Economic policy uncertainty and insider trading12
CEO overconfidence and debt covenant violations11
Institutional monitoring and litigation risk: Evidence from employee disputes9
It's the tone, stupid! Soft information in credit rating reports and financial markets9
Industry tournament incentives and corporate innovation strategies9
Social capital and managerial opportunism: Evidence from option backdating7
Which economic uncertainty measure matters for households' portfolio decision?7
DO WELL‐CONNECTED BOARDS INVEST OPTIMALLY IN R&D ACTIVITIES?7
Corporate social responsibility and bank liquidity creation7
Religious differences and households' investment decisions6
Cash flow growth and stock returns6
Director reputational penalties when shareholders disapprove of executive compensation6
Mutual fund performance and changes in factor exposure6
DO STOCK MARKET FLUCTUATIONS AFFECT SUICIDE RATES?6
Cyclicality of liquidity creation: Nonlinear evidence from US bank holding companies5
Leverage target and payout policy5
Dual‐class share structure and innovation5
On regulation and excess reserves: The case of Basel III4
Passive insider trading before pension freezes4
Policy uncertainty and cash dynamics4
THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS4
Liquidity risk and the beta premium4
When it rains, it pours: Multifactor asset management in good and bad times4
A comparative study of bank efficiency in three Chinese regions: Mainland China, Hong Kong, and Macao4
Corporate governance, life cycle, and payout precommitment: An emerging market study4
The relative number of anti‐takeover provisions and the market for corporate control4
Interbank borrowing and bank liquidity risk4
Round‐number biases on trading time: Evidence from international markets4
The effect of investor attention on fraud discovery and value loss in securities class action litigation4
How does air pollution affect corporate information environment?3
Dividends and share repurchases during the COVID‐19 economic crisis3
The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market3
ISO order imbalances and individual stock returns3
Improving portfolio investment performance with distance‐based portfolio‐combining algorithms3
Financial clusters, industry groups, and stock return correlations3
Do credit market accessibility and legal protection shape corporate innovation?3
Bond covenants and investment policy3
Trump's tweets: Sentiment, stock market volatility, and jumps3
Inequality, autocracy, and sovereign funds as determinants of foreign portfolio equity flows3
New institutional investors in the IPO secondary market: Sentiment or fundamentals?3
Active share: A blessing and a curse3
Do more active funds still earn higher performance? Evidence from Active Share over time2
Bank size and performance: An analysis of the industry in the United States in the post‐financial‐crisis era2
Short selling and options trading: A tale of two markets2
Investment horizon for private‐value assets: Evidence from the art market2
The impact of labor on the performance of founder‐family firms2
DOES SPEED MATTER? THE ROLE OF HIGH‐FREQUENCY TRADING FOR ORDER BOOK RESILIENCY2
Is idiosyncratic asymmetry priced in commodity futures?2
Executive networks and global stock liquidity2
Permanent private equity: Market performance and transactions2
Should lenders also advise? Evidence from project loans1
Do bank managers signal through cash flow statements?1
Executive compensation, internal control quality, and corporate social responsibility in China1
MANAGING FOR RATINGS: REAL EFFECTS OF A CORPORATE RATINGS CRITERIA CHANGE1
Negative bubbles and the market for “dreams”: “Lemons” in the looking glass1
Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures1
Debt covenants and asset versus equity acquisitions1
Firm reaction to geopolitical crises: Evidence from the Russia‐Ukraine conflict1
Tax policies and agency costs1
Informed trading by hedge funds1
CDS contract initiations: REIT board monitoring and corporate decision outcomes1
Decomposing industry leverage: The special cases of real estate investment trusts and technology & hardware companies1
Reference point formation: Does the market whisper in the background?1
Preopening price indications and market quality: Evidence from NYSE Rule 481
Blockholder mutual fund participation in private in‐house meetings1
Sentiment or habits: Why not both?1
Institutional trading and information processing: Evidence from complicated firms and easy‐to‐analyze firms1
Adverse selection in cryptocurrency markets1
Homemade international diversification under economic policy uncertainty1
Bailouts and the modeling of bank distress1
Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns1
New ESG rating drivers in the cross‐section of European stock returns1
Performance and diversification benefits of IPO‐focused mutual funds1
Are stress‐tested banks in the United States becoming similar? Evidence from convergence tests1
VC ownership post‐IPO: When, why, and how do VCs exit?1
Debt enforcement, financial leverage, and product failures: Evidence from China and the United States1
Venture capital and private equity investors, governance, and success of IPOs: Evidence from India1
The role of bank lenders in firm leverage adjustments1
The cost of rate caps: Evidence from Arkansas1
Social media and cost of debt financing: Evidence from stock forum text analysis0
Comoment risk in corporate bond yields and returns0
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Lending and risk controls for BHCs after the Dodd–Frank act0
Managing other people's money: An agency theory in financial management industry0
Insider trading restriction enforcement, investor protection, and innovation0
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Does environmental investment pay off?—portfolio analyses of the E in ESG during political conflicts and public health crises0
Deposit flows and the January effect in deposit rates0
Corporate cash holdings and industry risk0
Social media and price discovery: The case of cross‐listed firms0
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Market impacts of the 2020 short selling bans0
Board structure and market performance: Does one solution fit all?0
Artificial intelligence innovation and stock price crash risk0
Informed trading of out‐of‐the‐money options and market efficiency0
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Time‐Series Factor Modeling and Selection0
Ambiguity and risk factors in bank stocks0
Climate risk and credit ratings0
Boundary of the firm with endogenous firm structure0
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Military independent directors and merger activity0
Constraints on provisioning at public versus private community banks0
Economic policy uncertainty and short‐term reversals0
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Democracy and stock market returns0
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European equity markets volatility spillover: Destabilizing energy risk is the new normal0
Different momentum effects across countries: An explanation based on investors' behavior0
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Social connections and innovation in diversified conglomerates0
Managerial characteristics and performance of eurozone mutual funds0
The factor market spillover effects of shareholder activism0
The asset growth return premium and anchoring on the 52‐week high0
Toeholds and information quality in common‐value takeover auctions0
Excess cash and equity option liquidity0
Income and balance sheet diversification effects on banks' cost and profit efficiency: Evidence from the United States0
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Periodicity of trading activity in foreign exchange markets0
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Social connections and information leakage: Evidence from target stock price run‐up in takeovers0
Active mutual funds and their passive ETF investments0
Tax‐loss selling and the January effect revisited: Evidence from municipal bond closed‐end funds and exchange‐traded funds0
De facto time‐varying indices‐based benchmarks for mutual fund returns0
The causal effect of corporate governance on employee satisfaction0
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Predicting corporate restructuring and financial distress in banks: The case of the Swiss banking industry0
CEO prior uncertainty and pay–performance sensitivity0
The alphabet and idiosyncratic volatility0
Climate transition risk and bank lending0
Mutual fund partial liquidation and future performance0
Institutional investors and mispricing of unionized firms0
The determinants of stock–bond return correlations0
Seasoned equity offerings and payout policy0
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The threat of voiced shareholder disapproval and the value of voting0
Bank–client cross‐ownership of bank stocks: A network analysis0
Liquidity shocks and intraday price reaction0
Lending discrimination and the role of community banks0
Bond pairs and the term structure0
Tweets versus broadsheets: Sentiment impact on stock markets around the world0
Hostile activism: Hostile tactics or hostile hedge funds?0
Interstate migration networks and stock return comovement0
Valuing the speed of adjustment of capital structure0
Synthetic long stock and option trading: Evidence from stock splits0
Market structure and price clustering: Maker‐taker versus taker‐maker0
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Financial analysts' bundling across firms: Target prices and stock recommendations0
A European perspective on climate change and political tensions and conflicts0
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Community social capital, managerial opportunistic behavior, and information uncertainty in IPO firms0
The effect of liquidity and arbitrage on the price efficiency of Chinese ETFs0
Do traders overweight experience from first movers?0
CEO extraversion and the cost of equity capital0
The benefit of being public: Evidence from survival analysis of corporate financing0
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IRS Private Letter Rulings: Initial Evidence on Determinants and Consequences0
Information‐driven stock price comovement0
CEO–board connections and the cost of equity capital: International evidence0
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Predictable time‐series biases in analyst target prices and stock returns0
Personal connections, financial advisors and M&A outcomes0
Cultural, trust, and transparency effects on the use of anchoring in mergers and acquisitions0
Project risk and the bank monitored credit line0
Impacts of firm life cycle on bond ratings and yields0
Capital gain overhang and risk–return trade‐off: An international study0
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Debt dispersion and corporate liquidity0
The role of media connections in seasoned equity offerings0
Signaling effects of recurrent list‐price reductions on the likelihood of house sales0
The role of Cross‐Border alliances in corporate social responsibility: International evidence0
The role of the dual holder in mitigating underinvestment0
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Author Index of Volume XLIV, 20210
Treasury auction method and underpricing: Evidence from Iceland0
Can central banks be heard over the sound of gunfire?0
The taxonomy of tail risk0
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The effect of the Money Market Mutual Fund Liquidity Facility (MMLF) on corporate short‐term borrowing costs0
The impact of changing disclosure requirements, competition, and private capital on firm exit methods and premiums0
Treasury return predictability and investor sentiment0
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Organizational capital and private placements of common equity0
Intraday variation in trading costs: Evidence from the TSPP0
The role of existing shareholders in private equity placements in China0
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MIDAS and dividend growth predictability: Revisiting the excess volatility puzzle0
Does amortization matter? Evidence from the syndicated loan market0
Market‐implied ratings and their divergence from credit ratings0
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Who can see the iceberg's peak? How icebergs are used by information and liquidity traders0
Foreign corporations as large shareholders0
Threats to human capital: The effect of health risk on corporate financial policy0
Asset versus equity acquisitions by financial institutions0
Board gender diversity and acquisition choices0
CEO compensation complexity: Optimal contracts or agency problems?0
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How does the JOBS act affect the rule 144A market?0
Short sellers and capital structure dynamics0
Capacity overhang and corporate disinvestment decisions0
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Swap variance hedging and efficiency: The role of high moments0
Model for optimizing lender's decision on dealing with collateral of defaulted mortgage0
AUTHOR INDEX OF VOLUME XLIII, 20200
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Distracted institutional shareholders and debt maturity0
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