Journal of Empirical Finance

Papers
(The H4-Index of Journal of Empirical Finance is 19. 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 2021-01-01 to 2025-01-01.)
ArticleCitations
Running a mutual fund: Performance and trading behavior of runner managers75
New evidence on Bayesian tests of global factor pricing models70
Reinsurance demand and liquidity creation: A search for bicausality63
Do leveraged warrants prompt individuals to speculate on stock price reversals?36
Uncovered interest rate parity redux: Non-uniform effects35
Investment, idiosyncratic risk, and growth options34
The effects of economic uncertainty on financial volatility: A comprehensive investigation32
Bond issuance and the funding choices of European banks: The consequences of public debt30
Intraday VaR: A copula-based approach29
Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities28
Corporate social responsibility and excess perks27
Information in unexpected bonus cuts: Firm performance and CEO firings26
Introducing article numbering to Journal of Empirical Finance26
Editorial Board25
Equity markets volatility clustering: A multiscale analysis of intraday and overnight returns24
The role of bad-news coverage and media environments in crash risk around the world22
Can we forecast better in periods of low uncertainty? The role of technical indicators22
Factor correlation and the cross section of asset returns: A correlation-robust machine learning approach21
Do firms use credit lines to support investment opportunities?: Evidence from success in R&D19
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