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 2022-08-01 to 2026-08-01.)
ArticleCitations
The asset growth return premium and anchoring on the 52‐week high34
Bond covenants and the speed of corporate capital structure adjustment: Evidence from China27
IRS Private Letter Rulings: Initial Evidence on Determinants and Consequences26
Institutional herding, credit rating and overreaction in stock price24
Firm (re)valuation and payouts19
Social media, high‐frequency trading, and market making after‐hours – Evidence from presidential tweets18
Exploring the multifaceted impacts of convertible bond issuance on stock market quality: Evidence from China14
Issue Information14
12
12
Project risk and the bank monitored credit line12
Dividend mispricing: Evidence from all‐stock merger deals11
Does tunneling lower employee wages?11
Should lenders also advise? Evidence from project loans10
Bailouts and the modeling of bank distress10
Ambiguity and risk factors in bank stocks10
Social media and cost of debt financing: Evidence from stock forum text analysis9
Informed trading by hedge funds9
Debt financing, the pandemic, and Federal Reserve interventions8
8
7
Different momentum effects across countries: An explanation based on investors' behavior7
Executive networks and global stock liquidity7
Success or failure? Managerial ability and firm emergence from Chapter 11 bankruptcy proceedings7
Market structure and price clustering: Maker‐taker versus taker‐maker7
MIDAS and dividend growth predictability: Revisiting the excess volatility puzzle7
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
Price clustering and the informational efficiency of stock prices6
Capacity overhang and corporate disinvestment decisions6
Understanding the cross‐section of CDS returns using equity options6
Hostile activism: Hostile tactics or hostile hedge funds?6
Bank geographic deregulation, new credit accounts, and consumer credit6
Debt structure and environmental compliance5
Corporate social (ir)responsibility and firm risk: The role of corporate governance5
5
Dividends and share repurchases during the COVID‐19 economic crisis5
Corporate social responsibility and bank liquidity creation5
Issue Information5
Debt enforcement, financial leverage, and product failures: Evidence from China and the United States5
Issue Information4
Character and creditworthiness: Unveiling the role of job titles in peer‐to‐peer lending4
The impact of horizontal mergers on suppliers' cash holdings4
Industrial policy conflicts and their impact on analysts' forecast accuracy and behavior4
Issue Information4
Insider trading restriction enforcement, investor protection, and innovation4
Social media and price discovery: The case of cross‐listed firms4
4
New ESG rating drivers in the cross‐section of European stock returns4
Personal connections, financial advisors and M&A outcomes4
Foreign corporations as large shareholders4
Do earnouts create the right incentives? Earnings management around earnout‐based acquisitions4
When bubbles align: Synchronization and systemic risk in US real estate4
The impact of subordinate executives’ comparative confidence and competence on corporate risk‐taking4
CEO social media activity and insider trading3
Board quality and the public purse: A study of government subsidies and corporate governance3
Social connections and information leakage: Evidence from target stock price run‐up in takeovers3
Who can see the iceberg's peak? How icebergs are used by information and liquidity traders3
Distracted shareholders, information asymmetry, and capital markets: Evidence from the REIT industry3
The role of the dual holder in mitigating underinvestment3
Estimating background risk hedging demands from cross‐sectional data3
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
Predictable time‐series biases in analyst target prices and stock returns3
Seasoned equity offerings and payout policy3
Issue Information3
Corporate cash holdings and industry risk3
CEO prior uncertainty and pay–performance sensitivity2
Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures2
Interstate migration networks and stock return comovement2
The pervasiveness of matching rights in merger agreements: Impact on shareholder wealth2
ETF ownership and the transmission of monetary policy2
Breaking the stablecoin buck: The attenuating impact of security breach shocks at cryptocurrency exchanges2
Active ingredients: How actively managed holdings shape target date fund performance and costs2
Local labor match and corporate investments: Evidence from new flight routes2
CEO–board connections and the cost of equity capital: International evidence2
Insider Trading as a Compensation Mechanism2
Country culture and shadow banking2
Daily entry and exit triggers for open market repurchases2
Intraday variation in trading costs: Evidence from the TSPP2
Short selling ETFs and market performance2
Cyclicality of liquidity creation: Nonlinear evidence from US bank holding companies2
Import competition and stock price crash risk2
The alphabet and idiosyncratic volatility2
Market impacts of the 2020 short selling bans2
Common ownership and executive pay duration2
Does interest rate liberalization affect corporate debt structure?2
Information absorption in stocks with short‐selling constraints2
Board structure and market performance: Does one solution fit all?2
2
Do carbon prices affect stock prices?2
Issue Information2
‘And forgive us our debts’: Christian moralities and over‐indebtedness2
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