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 2022-01-01 to 2026-01-01.)
ArticleCitations
Uncovered interest rate parity redux: Non-uniform effects41
The effect of venture capital backing on innovation in newly public firms41
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition38
Bear factor and hedge fund performance38
Estimation and inference in low frequency factor model regressions with overlapping observations37
The stock return predictability of treasury bond yield in China37
On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance36
House price bubbles under the COVID-19 pandemic35
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA34
Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices34
Public data openness and trade credit: Evidence from China33
Persistent and transient variance components in option pricing models with variance-dependent Kernel31
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach28
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach25
A revisit to bias-adjusted predictive regression20
The stock market tips19
High frequency online inflation and term structure of interest rates: Evidence from China19
Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland18
Customer–supplier relationships and non-linear financial policy response18
Stock price movements: Evidence from global equity markets18
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