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 2021-08-01 to 2025-08-01.)
ArticleCitations
Persistent and transient variance components in option pricing models with variance-dependent Kernel110
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA104
Uncovered interest rate parity redux: Non-uniform effects93
Estimation and inference in low frequency factor model regressions with overlapping observations41
The effect of venture capital backing on innovation in newly public firms38
Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices35
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition35
House price bubbles under the COVID-19 pandemic33
Bear factor and hedge fund performance33
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach32
On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance31
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach30
The stock market tips29
Stock price movements: Evidence from global equity markets29
Climate change risk and green bond pricing28
A revisit to bias-adjusted predictive regression25
Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland24
Customer–supplier relationships and non-linear financial policy response24
Exploring risk premium factors for country equity returns24
Partial moments and indexation investment strategies23
Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes22
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