Journal of Empirical Finance

Papers
(The H4-Index of Journal of Empirical Finance is 22. 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
Bear factor and hedge fund performance48
Persistent and transient variance components in option pricing models with variance-dependent Kernel47
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA47
On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance46
Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices46
The effect of venture capital backing on innovation in newly public firms46
Public data openness and trade credit: Evidence from China43
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach43
Estimation and inference in low frequency factor model regressions with overlapping observations42
House price bubbles under the COVID-19 pandemic42
The stock return predictability of treasury bond yield in China39
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach35
A revisit to bias-adjusted predictive regression34
High frequency online inflation and term structure of interest rates: Evidence from China30
Editorial Board28
Customer–supplier relationships and non-linear financial policy response28
Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland24
Back to the future: Revival of behavioral explanations for long-term return reversals24
Stock price movements: Evidence from global equity markets24
The real effects of AI: Evidence from corporate investment efficiency23
Identifying excessive spread dispersion in the euro area: When do sovereign spreads go beyond fundamentals?23
Climate change risk and green bond pricing23
Tone or term: Machine-learning text analysis, featured vocabulary extraction, and evidence from bond pricing in China22
Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes22
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