Journal of Financial Economics

Papers
(The H4-Index of Journal of Financial Economics is 66. 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 2021-03-01 to 2025-03-01.)
ArticleCitations
Quantifying the impact of red tape on investment: A survey data approach1493
Validity, tightness, and forecasting power of risk premium bounds1404
Unlocking clients: The importance of relationships in the financial advisory industry1037
The colour of finance words952
The cost of steering in financial markets: Evidence from the mortgage market918
Disclosing and cooling-off: An analysis of insider trading rules798
Editorial Board492
Motivating collusion464
Editorial Board416
The governance of director compensation330
Volatility and the cross-section of returns on FX options330
Failing to forecast rare events299
Editorial Board280
Editorial Board255
Editorial Board245
Brexit and the contraction of syndicated lending242
Editorial Board232
Monetary policy expectation errors226
CEO compensation: Evidence from the field212
Editorial Board207
The diversification and welfare effects of robo-advising194
Intermediary-based equity term structure181
Modeling volatility in dynamic term structure models159
The short-termism trap: Catering to informed investors with limited horizons152
Set it and forget it? Financing retirement in an age of defaults127
Paying for beta: Leverage demand and asset management fees125
Editorial Board123
Editorial Board122
Capital forbearance in the bank recovery and resolution game117
Shattered housing114
Momentum turning points112
Do low search costs facilitate like-buys-like mergers? Evidence from common bank networks111
Leverage110
Corporate flexibility in a time of crisis108
Index option returns and generalized entropy bounds107
Fire-sale risk in the leveraged loan market106
Editorial106
Market power in wholesale funding: A structural perspective from the triparty repo market105
The Wall Street stampede: Exit as governance with interacting blockholders104
Dynamic resource allocation with hidden volatility100
Borrow now, pay even later: A quantitative analysis of student debt payment plans98
Fire sale risk and expected stock returns96
What do you think about climate finance?93
Signals and stigmas from banking interventions: Lessons from the Bank Holiday of 193392
Arbitrage-based recovery91
From employee to entrepreneur: The role of unemployment risk89
Real effects of climate policy: Financial constraints and spillovers87
Central bank communication and the yield curve85
The global factor structure of exchange rates84
In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models84
Contracting without contracting institutions: The trusted assistant loan in 19th century China83
Dominant currency debt81
The democratization of investment research and the informativeness of retail investor trading80
Angel investment and first impressions79
Optimal financing with tokens77
The SOFR discount77
Expansionary yet different: Credit supply and real effects of negative interest rate policy75
Pervasive underreaction: Evidence from high-frequency data74
The “7% solution” and IPO (under)pricing73
What matters in a characteristic?73
The effect of female leadership on contracting from Capitol Hill to Main Street72
Finance and the supply of housing quality71
What is CEO overconfidence? Evidence from executive assessments68
Competition, Product differentiation and Crises: Evidence from 18 million securitized loans68
Broken promises, competition, and capital allocation in the mutual fund industry67
Bank heterogeneity and financial stability67
Monetary tightening and U.S. bank fragility in 2023: Mark-to-market losses and uninsured depositor runs?66
The use of asset growth in empirical asset pricing models66
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