OOIR: Observatory of International Research

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 2021-05-01 to 2025-05-01.)

Article	Citations
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition	101
House price bubbles under the COVID-19 pandemic	98
Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices	81
Persistent and transient variance components in option pricing models with variance-dependent Kernel	43
Estimation and inference in low frequency factor model regressions with overlapping observations	41
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA	39
Uncovered interest rate parity redux: Non-uniform effects	36
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	33
The effect of venture capital backing on innovation in newly public firms	33
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach	32
Timing is money: The factor timing ability of hedge fund managers	31
Executive compensation and aspirational peer benchmarking	30
The stock market tips	29
Stock price movements: Evidence from global equity markets	29
In search of retail investors: The effect of retail investor attention on odd lot trades	29
Exploring risk premium factors for country equity returns	27
Climate Change Risk and Green Bond Pricing	25
A revisit to bias-adjusted predictive regression	25
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty	24
Customer–supplier relationships and non-linear financial policy response	23
Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland	22
Tariff uncertainty and firm innovation: Evidence from the U.S.–China Permanent Normal Trade Relation	22