Journal of Financial Research

Papers
(The TQCC of Journal of Financial Research 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 2020-09-01 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
Economic policy uncertainty and insider trading12
The real effects of earnout contracts in M&As12
CEO overconfidence and debt covenant violations11
Industry tournament incentives and corporate innovation strategies9
Institutional monitoring and litigation risk: Evidence from employee disputes9
It's the tone, stupid! Soft information in credit rating reports and financial markets9
DO WELL‐CONNECTED BOARDS INVEST OPTIMALLY IN R&D ACTIVITIES?7
Corporate social responsibility and bank liquidity creation7
Social capital and managerial opportunism: Evidence from option backdating7
Which economic uncertainty measure matters for households' portfolio decision?7
DO STOCK MARKET FLUCTUATIONS AFFECT SUICIDE RATES?6
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
Dual‐class share structure and innovation5
Cyclicality of liquidity creation: Nonlinear evidence from US bank holding companies5
Leverage target and payout policy5
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
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
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
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
Is idiosyncratic asymmetry priced in commodity futures?2
Executive networks and global stock liquidity2
Permanent private equity: Market performance and transactions2
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
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