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 2020-11-01 to 2024-11-01.)
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
Economic policy uncertainty and insider trading14
The real effects of earnout contracts in M&As12
CEO overconfidence and debt covenant violations11
Industry tournament incentives and corporate innovation strategies10
Institutional monitoring and litigation risk: Evidence from employee disputes10
It's the tone, stupid! Soft information in credit rating reports and financial markets9
Which economic uncertainty measure matters for households' portfolio decision?8
DO WELL‐CONNECTED BOARDS INVEST OPTIMALLY IN R&D ACTIVITIES?8
Corporate social responsibility and bank liquidity creation7
Cash flow growth and stock returns7
Social capital and managerial opportunism: Evidence from option backdating7
Mutual fund performance and changes in factor exposure6
Religious differences and households' investment decisions6
Dual‐class share structure and innovation6
Director reputational penalties when shareholders disapprove of executive compensation6
Leverage target and payout policy5
Cyclicality of liquidity creation: Nonlinear evidence from US bank holding companies5
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
Passive insider trading before pension freezes4
When it rains, it pours: Multifactor asset management in good and bad times4
Policy uncertainty and cash dynamics4
The effect of investor attention on fraud discovery and value loss in securities class action litigation4
On regulation and excess reserves: The case of Basel III4
Liquidity risk and the beta premium4
Interbank borrowing and bank liquidity risk4
Round‐number biases on trading time: Evidence from international markets4
THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS4
The relative number of anti‐takeover provisions and the market for corporate control4
Do credit market accessibility and legal protection shape corporate innovation?4
Bond covenants and investment policy3
Improving portfolio investment performance with distance‐based portfolio‐combining algorithms3
Dividends and share repurchases during the COVID‐19 economic crisis3
Active share: A blessing and a curse3
Trump's tweets: Sentiment, stock market volatility, and jumps3
Inequality, autocracy, and sovereign funds as determinants of foreign portfolio equity flows3
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
How does air pollution affect corporate information environment?3
New institutional investors in the IPO secondary market: Sentiment or fundamentals?3
Financial clusters, industry groups, and stock return correlations3
Is idiosyncratic asymmetry priced in commodity futures?2
VC ownership post‐IPO: When, why, and how do VCs exit?2
The impact of labor on the performance of founder‐family firms2
DOES SPEED MATTER? THE ROLE OF HIGH‐FREQUENCY TRADING FOR ORDER BOOK RESILIENCY2
Do more active funds still earn higher performance? Evidence from Active Share over time2
Executive networks and global stock liquidity2
Short selling and options trading: A tale of two markets2
Investment horizon for private‐value assets: Evidence from the art market2
Bank size and performance: An analysis of the industry in the United States in the post‐financial‐crisis era2
Permanent private equity: Market performance and transactions2
Homemade international diversification under economic policy uncertainty1
Should lenders also advise? Evidence from project loans1
Informed trading by hedge funds1
Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns1
Reference point formation: Does the market whisper in the background?1
Preopening price indications and market quality: Evidence from NYSE Rule 481
The determinants of stock–bond return correlations1
Debt enforcement, financial leverage, and product failures: Evidence from China and the United States1
Market impacts of the 2020 short selling bans1
Tax policies and agency costs1
Adverse selection in cryptocurrency markets1
Bailouts and the modeling of bank distress1
Impacts of firm life cycle on bond ratings and yields1
Do bank managers signal through cash flow statements?1
New ESG rating drivers in the cross‐section of European stock returns1
Performance and diversification benefits of IPO‐focused mutual funds1
Negative bubbles and the market for “dreams”: “Lemons” in the looking glass1
Institutional trading and information processing: Evidence from complicated firms and easy‐to‐analyze firms1
Debt covenants and asset versus equity acquisitions1
Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures1
The cost of rate caps: Evidence from Arkansas1
The role of bank lenders in firm leverage adjustments1
CDS contract initiations: REIT board monitoring and corporate decision outcomes1
Comoment risk in corporate bond yields and returns1
Decomposing industry leverage: The special cases of real estate investment trusts and technology & hardware companies1
Executive compensation, internal control quality, and corporate social responsibility in China1
Are stress‐tested banks in the United States becoming similar? Evidence from convergence tests1
Blockholder mutual fund participation in private in‐house meetings1
Sentiment or habits: Why not both?1
Venture capital and private equity investors, governance, and success of IPOs: Evidence from India1
Firm reaction to geopolitical crises: Evidence from the Russia‐Ukraine conflict1
Predictable time‐series biases in analyst target prices and stock returns0
The effects of bank mergers on listed U.S. borrowers0
A European perspective on climate change and political tensions and conflicts0
Capacity overhang and corporate disinvestment decisions0
Treasury return predictability and investor sentiment0
De facto time‐varying indices‐based benchmarks for mutual fund returns0
Toeholds and information quality in common‐value takeover auctions0
European equity markets volatility spillover: Destabilizing energy risk is the new normal0
CEO–board connections and the cost of equity capital: International evidence0
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Estimating background risk hedging demands from cross‐sectional data0
Periodicity of trading activity in foreign exchange markets0
The alphabet and idiosyncratic volatility0
Unintended consequences of discrimination litigation caps0
Project risk and the bank monitored credit line0
Corporate cash holdings and industry risk0
Democracy and stock market returns0
Time‐Series Factor Modeling and Selection0
Issue Information0
Tweets versus broadsheets: Sentiment impact on stock markets around the world0
Seasoned equity offerings and payout policy0
The effect of liquidity and arbitrage on the price efficiency of Chinese ETFs0
Issue Information0
Informed trading of out‐of‐the‐money options and market efficiency0
Do dividends and share repurchases convey information about financial strength? An exploration of the disparities between banks and industrial firms0
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Climate transition risk and bank lending0
Issue Information0
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Active mutual funds and their passive ETF investments0
AUTHOR INDEX OF VOLUME XLIII, 20200
Interstate migration networks and stock return comovement0
Mutual fund partial liquidation and future performance0
The causal effect of corporate governance on employee satisfaction0
Market structure and price clustering: Maker‐taker versus taker‐maker0
Issue Information0
The threat of voiced shareholder disapproval and the value of voting0
Social media and price discovery: The case of cross‐listed firms0
Cultural, trust, and transparency effects on the use of anchoring in mergers and acquisitions0
0
Do traders overweight experience from first movers?0
Bond pairs and the term structure0
Liquidity shocks and intraday price reaction0
Issue Information0
Intraday variation in trading costs: Evidence from the TSPP0
Issue Information0
Valuing the speed of adjustment of capital structure0
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Model for optimizing lender's decision on dealing with collateral of defaulted mortgage0
Issue Information0
Social connections and innovation in diversified conglomerates0
Insider trading restriction enforcement, investor protection, and innovation0
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The role of Cross‐Border alliances in corporate social responsibility: International evidence0
Debt dispersion and corporate liquidity0
Information‐driven stock price comovement0
Import competition, credit reallocation, and small business lending0
Excess cash and equity option liquidity0
Lending and risk controls for BHCs after the Dodd–Frank act0
Predicting corporate restructuring and financial distress in banks: The case of the Swiss banking industry0
Personal connections, financial advisors and M&A outcomes0
CEO compensation complexity: Optimal contracts or agency problems?0
Local labor match and corporate investments: Evidence from new flight routes0
Social media and cost of debt financing: Evidence from stock forum text analysis0
Institutional investors and mispricing of unionized firms0
Financial analysts' bundling across firms: Target prices and stock recommendations0
Income and balance sheet diversification effects on banks' cost and profit efficiency: Evidence from the United States0
Issue Information0
The role of media connections in seasoned equity offerings0
MIDAS and dividend growth predictability: Revisiting the excess volatility puzzle0
Issue Information0
Bank–client cross‐ownership of bank stocks: A network analysis0
Lending discrimination and the role of community banks0
Can central banks be heard over the sound of gunfire?0
Distracted institutional shareholders and debt maturity0
The factor market spillover effects of shareholder activism0
Ambiguity and risk factors in bank stocks0
Short sellers and capital structure dynamics0
Capital gain overhang and risk–return trade‐off: An international study0
Issue Information0
Dividend mispricing: Evidence from all‐stock merger deals0
The taxonomy of tail risk0
CEO prior uncertainty and pay–performance sensitivity0
Hostile activism: Hostile tactics or hostile hedge funds?0
Variance of deviation from optimal leverage0
Issue Information0
The effect of the Money Market Mutual Fund Liquidity Facility (MMLF) on corporate short‐term borrowing costs0
The benefit of being public: Evidence from survival analysis of corporate financing0
Threats to human capital: The effect of health risk on corporate financial policy0
The asset growth return premium and anchoring on the 52‐week high0
The role of existing shareholders in private equity placements in China0
Organizational capital and private placements of common equity0
Signaling effects of recurrent list‐price reductions on the likelihood of house sales0
Issue Information0
Market‐implied ratings and their divergence from credit ratings0
Synthetic long stock and option trading: Evidence from stock splits0
Issue Information0
Commodity tail risk and equity risk premia0
Social connections and information leakage: Evidence from target stock price run‐up in takeovers0
CEO extraversion and the cost of equity capital0
Foreign corporations as large shareholders0
Issue Information0
Who can see the iceberg's peak? How icebergs are used by information and liquidity traders0
Managing other people's money: An agency theory in financial management industry0
Swap variance hedging and efficiency: The role of high moments0
Treasury auction method and underpricing: Evidence from Iceland0
Debt financing, the pandemic, and Federal Reserve interventions0
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The role of the dual holder in mitigating underinvestment0
Sink or swim? Managerial ability and trade credit0
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The impact of changing disclosure requirements, competition, and private capital on firm exit methods and premiums0
Does amortization matter? Evidence from the syndicated loan market0
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Board gender diversity and acquisition choices0
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Different momentum effects across countries: An explanation based on investors' behavior0
Tax‐loss selling and the January effect revisited: Evidence from municipal bond closed‐end funds and exchange‐traded funds0
Constraints on provisioning at public versus private community banks0
Issue Information0
Does environmental investment pay off?—portfolio analyses of the E in ESG during political conflicts and public health crises0
Author Index of Volume XLIV, 20210
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Board structure and market performance: Does one solution fit all?0
‘And forgive us our debts’: Christian moralities and over‐indebtedness0
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Asset versus equity acquisitions by financial institutions0
Deposit flows and the January effect in deposit rates0
Issue Information0
Economic policy uncertainty and short‐term reversals0
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Artificial intelligence innovation and stock price crash risk0
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Community social capital, managerial opportunistic behavior, and information uncertainty in IPO firms0
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How does the JOBS act affect the rule 144A market?0
Climate risk and credit ratings0
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Issue Information0
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IRS Private Letter Rulings: Initial Evidence on Determinants and Consequences0
Military independent directors and merger activity0
Boundary of the firm with endogenous firm structure0
Managerial characteristics and performance of eurozone mutual funds0
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