OOIR: Observatory of International Research

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 2022-06-01 to 2026-06-01.)

Article	Citations
Bear factor and hedge fund performance	46
Persistent and transient variance components in option pricing models with variance-dependent Kernel	45
Estimation and inference in low frequency factor model regressions with overlapping observations	45
Uncovered interest rate parity redux: Non-uniform effects	45
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA	43
Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices	42
The stock return predictability of treasury bond yield in China	42
Public data openness and trade credit: Evidence from China	40
On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance	40
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	39
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach	38
House price bubbles under the COVID-19 pandemic	35
The effect of venture capital backing on innovation in newly public firms	32
A revisit to bias-adjusted predictive regression	27
Climate change risk and green bond pricing	25
Customer–supplier relationships and non-linear financial policy response	25
High frequency online inflation and term structure of interest rates: Evidence from China	25
Editorial Board	23
Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland	22
The stock market tips	22
Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes	21
Stock price movements: Evidence from global equity markets	21