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 2021-05-01 to 2025-05-01.)
ArticleCitations
Firm (re)valuation and payouts36
Exploring the multifaceted impacts of convertible bond issuance on stock market quality: Evidence from China21
The asset growth return premium and anchoring on the 52‐week high16
IRS Private Letter Rulings: Initial Evidence on Determinants and Consequences14
Issue Information13
Social media and cost of debt financing: Evidence from stock forum text analysis12
Project risk and the bank monitored credit line12
11
10
When it rains, it pours: Multifactor asset management in good and bad times10
Should lenders also advise? Evidence from project loans9
Informed trading by hedge funds8
Bailouts and the modeling of bank distress8
Ambiguity and risk factors in bank stocks7
Dividend mispricing: Evidence from all‐stock merger deals7
Executive networks and global stock liquidity6
Short selling and options trading: A tale of two markets6
6
Income and balance sheet diversification effects on banks' cost and profit efficiency: Evidence from the United States5
Issue Information5
Market structure and price clustering: Maker‐taker versus taker‐maker5
MIDAS and dividend growth predictability: Revisiting the excess volatility puzzle5
5
Issue Information4
Debt financing, the pandemic, and Federal Reserve interventions4
Corporate social responsibility and bank liquidity creation4
It's the tone, stupid! Soft information in credit rating reports and financial markets4
Foreign corporations as large shareholders4
New ESG rating drivers in the cross‐section of European stock returns4
Personal connections, financial advisors and M&A outcomes4
Social media and price discovery: The case of cross‐listed firms4
Different momentum effects across countries: An explanation based on investors' behavior4
Dividends and share repurchases during the COVID‐19 economic crisis4
Debt enforcement, financial leverage, and product failures: Evidence from China and the United States4
4
Social capital and managerial opportunism: Evidence from option backdating4
Periodicity of trading activity in foreign exchange markets4
Predicting corporate restructuring and financial distress in banks: The case of the Swiss banking industry4
Hostile activism: Hostile tactics or hostile hedge funds?4
Capacity overhang and corporate disinvestment decisions4
Understanding the cross‐section of CDS returns using equity options4
The impact of horizontal mergers on suppliers' cash holdings4
Insider trading restriction enforcement, investor protection, and innovation4
Reference point formation: Does the market whisper in the background?4
Social connections and information leakage: Evidence from target stock price run‐up in takeovers4
Seasoned equity offerings and payout policy3
Issue Information3
Estimating background risk hedging demands from cross‐sectional data3
Corporate cash holdings and industry risk3
3
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
Who can see the iceberg's peak? How icebergs are used by information and liquidity traders2
Board structure and market performance: Does one solution fit all?2
Issue Information2
Intraday variation in trading costs: Evidence from the TSPP2
The pervasiveness of matching rights in merger agreements: Impact on shareholder wealth2
The role of the dual holder in mitigating underinvestment2
Interstate migration networks and stock return comovement2
Permanent private equity: Market performance and transactions2
Local labor match and corporate investments: Evidence from new flight routes2
Industry tournament incentives and corporate innovation strategies2
Does interest rate liberalization affect corporate debt structure?2
2
Information absorption in stocks with short‐selling constraints2
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