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 2021-08-01 to 2025-08-01.)
ArticleCitations
The asset growth return premium and anchoring on the 52‐week high39
IRS Private Letter Rulings: Initial Evidence on Determinants and Consequences25
Exploring the multifaceted impacts of convertible bond issuance on stock market quality: Evidence from China17
Firm (re)valuation and payouts15
Issue Information13
Project risk and the bank monitored credit line13
12
Social media and cost of debt financing: Evidence from stock forum text analysis12
When it rains, it pours: Multifactor asset management in good and bad times11
Short selling and options trading: A tale of two markets9
Should lenders also advise? Evidence from project loans9
9
Bailouts and the modeling of bank distress8
Ambiguity and risk factors in bank stocks7
6
6
Issue Information6
Dividend mispricing: Evidence from all‐stock merger deals6
MIDAS and dividend growth predictability: Revisiting the excess volatility puzzle6
Informed trading by hedge funds6
Executive networks and global stock liquidity5
Different momentum effects across countries: An explanation based on investors' behavior5
Debt financing, the pandemic, and Federal Reserve interventions5
Income and balance sheet diversification effects on banks' cost and profit efficiency: Evidence from the United States5
Hostile activism: Hostile tactics or hostile hedge funds?5
Market structure and price clustering: Maker‐taker versus taker‐maker5
Debt enforcement, financial leverage, and product failures: Evidence from China and the United States4
Understanding the cross‐section of CDS returns using equity options4
Insider trading restriction enforcement, investor protection, and innovation4
Social capital and managerial opportunism: Evidence from option backdating4
Dividends and share repurchases during the COVID‐19 economic crisis4
Issue Information4
4
4
Capacity overhang and corporate disinvestment decisions4
Corporate social responsibility and bank liquidity creation4
Foreign corporations as large shareholders4
Social media and price discovery: The case of cross‐listed firms4
New ESG rating drivers in the cross‐section of European stock returns3
Predicting corporate restructuring and financial distress in banks: The case of the Swiss banking industry3
Predictable time‐series biases in analyst target prices and stock returns3
Decomposing industry leverage: The special cases of real estate investment trusts and technology & hardware companies3
The impact of horizontal mergers on suppliers' cash holdings3
Personal connections, financial advisors and M&A outcomes3
The impact of subordinate executives’ comparative confidence and competence on corporate risk‐taking3
Issue Information3
3
Reference point formation: Does the market whisper in the background?3
Periodicity of trading activity in foreign exchange markets3
Seasoned equity offerings and payout policy3
Corporate cash holdings and industry risk3
2
Permanent private equity: Market performance and transactions2
Industry tournament incentives and corporate innovation strategies2
The role of the dual holder in mitigating underinvestment2
Interstate migration networks and stock return comovement2
Does interest rate liberalization affect corporate debt structure?2
Intraday variation in trading costs: Evidence from the TSPP2
Estimating background risk hedging demands from cross‐sectional data2
Who can see the iceberg's peak? How icebergs are used by information and liquidity traders2
Information absorption in stocks with short‐selling constraints2
Do carbon prices affect stock prices?2
The pervasiveness of matching rights in merger agreements: Impact on shareholder wealth2
Board structure and market performance: Does one solution fit all?2
Social connections and information leakage: Evidence from target stock price run‐up in takeovers2
Issue Information2
Daily entry and exit triggers for open market repurchases2
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