Journal of Empirical Finance

Papers
(The H4-Index of Journal of Empirical Finance is 21. 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 2021-09-01 to 2025-09-01.)
ArticleCitations
Persistent and transient variance components in option pricing models with variance-dependent Kernel112
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA109
Estimation and inference in low frequency factor model regressions with overlapping observations93
House price bubbles under the COVID-19 pandemic43
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition39
Bear factor and hedge fund performance37
Public data openness and trade credit: Evidence from China36
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach35
The effect of venture capital backing on innovation in newly public firms34
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach32
Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices31
Uncovered interest rate parity redux: Non-uniform effects31
On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance31
Stock price movements: Evidence from global equity markets29
High frequency online inflation and term structure of interest rates: Evidence from China28
The stock market tips28
Climate change risk and green bond pricing26
A revisit to bias-adjusted predictive regression25
Exploring risk premium factors for country equity returns24
Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland24
Customer–supplier relationships and non-linear financial policy response23
Partial moments and indexation investment strategies21
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