Journal of Empirical Finance

Papers
(The H4-Index of Journal of Empirical Finance is 18. 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 2020-04-01 to 2024-04-01.)
ArticleCitations
On the stability of stablecoins62
Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection62
Media coverage and investment efficiency48
Investor sentiment and stock returns: Global evidence47
Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach45
Retail investor attention and herding behavior37
Government Affiliation and Peer-To-Peer Lending Platforms in China33
Trading activity and price discovery in Bitcoin futures markets30
Housing market spillovers through the lens of transaction volume: A new spillover index approach27
Stock return predictability and cyclical movements in valuation ratios25
Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies22
Drivers of economic and financial integration: A machine learning approach22
Oil price shocks and the US stock market: A nonlinear approach22
Artificial Intelligence Alter Egos: Who might benefit from robo-investing?21
COVID-19, bank deposits, and lending20
Cross-sectional uncertainty and expected stock returns20
Bitcoin unchained: Determinants of cryptocurrency exchange liquidity19
Whose money is smart? Individual and institutional investors’ trades based on analyst recommendations19
Does vega-neutral options trading contain information?18
Testing moving average trading strategies on ETFs18
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