Journal of Financial Economics

Papers
(The H4-Index of Journal of Financial Economics is 71. 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
Editorial Board1814
Editorial Board1598
Editorial Board1209
Dynamic resource allocation with hidden volatility1165
Bank heterogeneity and financial stability1106
Editorial Board858
Arbitrage-based recovery641
Monetary policy expectation errors592
Financial factors and the propagation of the Great Depression548
The role of financial conditions in portfolio choices: The case of insurers397
What matters in a characteristic?393
Momentum turning points372
Finance and the supply of housing quality358
Uncertainty, access to debt, and firm precautionary behavior321
Expected return, volume, and mispricing271
Risk-free interest rates256
CEO compensation: Evidence from the field246
Set it and forget it? Financing retirement in an age of defaults244
Editorial Board218
Why are corporate payouts so high in the 2000s?176
Loan spreads and credit cycles: The role of lenders’ personal economic experiences173
Bitcoin’s limited adoption problem147
Racial disparities in the Paycheck Protection Program142
Persistent negative cash flows, staged financing, and the stockpiling of cash balances141
Betting against betting against beta140
Direct lenders in the U.S. middle market140
Sovereign risk premia and global macroeconomic conditions139
Conditional risk137
Voting and trading: The shareholder’s dilemma136
News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies130
And the children shall lead: Gender diversity and performance in venture capital122
Institutional investors, heterogeneous benchmarks and the comovement of asset prices120
Machine-learning the skill of mutual fund managers117
Democracy and the pricing of initial public offerings around the world116
The risk and return of impact investing funds116
Global factor premiums114
Insurance and portfolio decisions: Two sides of the same coin?114
Bank liquidity provision across the firm size distribution111
Asset life, leverage, and debt maturity matching105
Market efficiency in the age of big data104
M&A rumors about unlisted firms103
Monetary policy at work: Security and credit application registers evidence98
Equity tail risk and currency risk premiums98
Entangled risks in incomplete FX markets96
Aspirational utility and investment behavior95
Editorial Board94
Financing breakthroughs under failure risk93
Gig labor: Trading safety nets for steering wheels93
Corporate culture: Evidence from the field91
Have risk premia vanished?90
Do investors care about carbon risk?89
Discrimination in the payments chain87
Micro uncertainty and asset prices86
Employee output response to stock market wealth shocks85
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark84
Independent regulators and financial stability evidence from gubernatorial election campaigns in the Progressive Era84
Peer selection and valuation in mergers and acquisitions82
Core earnings: New data and evidence80
Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence79
Informed trading in government bond markets79
Self-Declared benchmarks and fund manager intent: “Cheating” or competing?78
Shale shocked: Cash windfalls and household debt repayment75
Heterogeneous liquidity providers and night-minus-day return predictability74
High policy uncertainty and low implied market volatility: An academic puzzle?74
Evergreening73
The value of intermediation in the stock market73
Priced risk in corporate bonds73
Is there a home field advantage in global markets?72
Does common ownership really increase firm coordination?71
Volatility, intermediaries, and exchange rates71
Network risk and key players: A structural analysis of interbank liquidity71
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