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 2022-06-01 to 2026-06-01.)
ArticleCitations
The asset growth return premium and anchoring on the 52‐week high31
IRS Private Letter Rulings: Initial Evidence on Determinants and Consequences25
Bond covenants and the speed of corporate capital structure adjustment: Evidence from China25
Firm (re)valuation and payouts20
Social media, high‐frequency trading, and market making after‐hours – Evidence from presidential tweets19
Institutional herding, credit rating and overreaction in stock price17
Exploring the multifaceted impacts of convertible bond issuance on stock market quality: Evidence from China12
Project risk and the bank monitored credit line12
12
11
Dividend mispricing: Evidence from all‐stock merger deals11
Does tunneling lower employee wages?11
Bailouts and the modeling of bank distress10
Social media and cost of debt financing: Evidence from stock forum text analysis10
Ambiguity and risk factors in bank stocks10
Should lenders also advise? Evidence from project loans10
Informed trading by hedge funds9
8
Hostile activism: Hostile tactics or hostile hedge funds?7
Income and balance sheet diversification effects on banks' cost and profit efficiency: Evidence from the United States7
Fueling regional economic prosperity: The role of P2P lending in micro‐firms and small businesses7
7
Different momentum effects across countries: An explanation based on investors' behavior7
MIDAS and dividend growth predictability: Revisiting the excess volatility puzzle7
Success or failure? Managerial ability and firm emergence from Chapter 11 bankruptcy proceedings7
Market structure and price clustering: Maker‐taker versus taker‐maker7
Debt financing, the pandemic, and Federal Reserve interventions6
Bank geographic deregulation, new credit accounts, and consumer credit6
Understanding the cross‐section of CDS returns using equity options6
Capacity overhang and corporate disinvestment decisions6
Executive networks and global stock liquidity6
Price clustering and the informational efficiency of stock prices6
Issue Information5
Corporate social (ir)responsibility and firm risk: The role of corporate governance5
Insider trading restriction enforcement, investor protection, and innovation5
Dividends and share repurchases during the COVID‐19 economic crisis5
Corporate social responsibility and bank liquidity creation5
5
Debt enforcement, financial leverage, and product failures: Evidence from China and the United States5
4
Foreign corporations as large shareholders4
When bubbles align: Synchronization and systemic risk in US real estate4
Personal connections, financial advisors and M&A outcomes4
Social media and price discovery: The case of cross‐listed firms4
The impact of subordinate executives’ comparative confidence and competence on corporate risk‐taking4
Industrial policy conflicts and their impact on analysts' forecast accuracy and behavior4
4
Character and creditworthiness: Unveiling the role of job titles in peer‐to‐peer lending4
Issue Information4
Do earnouts create the right incentives? Earnings management around earnout‐based acquisitions4
New ESG rating drivers in the cross‐section of European stock returns4
The impact of horizontal mergers on suppliers' cash holdings4
Predicting corporate restructuring and financial distress in banks: The case of the Swiss banking industry3
Decomposing industry leverage: The special cases of real estate investment trusts and technology & hardware companies3
Board quality and the public purse: A study of government subsidies and corporate governance3
Who can see the iceberg's peak? How icebergs are used by information and liquidity traders3
Predictable time‐series biases in analyst target prices and stock returns3
The role of the dual holder in mitigating underinvestment3
Estimating background risk hedging demands from cross‐sectional data3
Social connections and information leakage: Evidence from target stock price run‐up in takeovers3
Seasoned equity offerings and payout policy3
CEO social media activity and insider trading3
Issue Information3
Corporate cash holdings and industry risk3
Cyclicality of liquidity creation: Nonlinear evidence from US bank holding companies2
The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market2
2
Daily entry and exit triggers for open market repurchases2
Issue Information2
Information absorption in stocks with short‐selling constraints2
CEO prior uncertainty and pay–performance sensitivity2
The alphabet and idiosyncratic volatility2
CEO–board connections and the cost of equity capital: International evidence2
Issue Information2
Local labor match and corporate investments: Evidence from new flight routes2
Do carbon prices affect stock prices?2
Board structure and market performance: Does one solution fit all?2
The pervasiveness of matching rights in merger agreements: Impact on shareholder wealth2
Insider Trading as a Compensation Mechanism2
Market impacts of the 2020 short selling bans2
Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures2
Common ownership and executive pay duration2
Intraday variation in trading costs: Evidence from the TSPP2
Does interest rate liberalization affect corporate debt structure?2
ETF ownership and the transmission of monetary policy2
Interstate migration networks and stock return comovement2
Country culture and shadow banking2
Short selling ETFs and market performance2
1.1955909729004