OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Empirical Finance is 6. 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.)

Article	Citations
Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection	62
On the stability of stablecoins	62
Media coverage and investment efficiency	48
Investor sentiment and stock returns: Global evidence	47
Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach	45
Retail investor attention and herding behavior	37
Government Affiliation and Peer-To-Peer Lending Platforms in China	33
Trading activity and price discovery in Bitcoin futures markets	30
Housing market spillovers through the lens of transaction volume: A new spillover index approach	27
Stock return predictability and cyclical movements in valuation ratios	25
Oil price shocks and the US stock market: A nonlinear approach	22
Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies	22
Drivers of economic and financial integration: A machine learning approach	22
Artificial Intelligence Alter Egos: Who might benefit from robo-investing?	21
Cross-sectional uncertainty and expected stock returns	20
COVID-19, bank deposits, and lending	20
Whose money is smart? Individual and institutional investors’ trades based on analyst recommendations	19
Bitcoin unchained: Determinants of cryptocurrency exchange liquidity	19
Does vega-neutral options trading contain information?	18
Testing moving average trading strategies on ETFs	18
The information content of the term structure of risk-neutral skewness	17
Equity premium prediction and the state of the economy	16
Innovate or die: Corporate innovation and bankruptcy forecasts	16
Individual investors’ trading behavior and gender difference in tolerance of sex crimes: Evidence from a natural experiment	16
Industry equi-correlation: A powerful predictor of stock returns	16

Entrepreneurship and household portfolio choice: Evidence from the China Household Finance Survey	15
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty	15
Dissecting the idiosyncratic volatility anomaly	14
Cash-flow or return predictability at long horizons? The case of earnings yield	14
Do negative interest rates affect bank risk-taking?	14
Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution	13
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach	13
What does a term structure model imply about very long-term interest rates?	12
Date-stamping multiple bubble regimes	12
Forecasting stock returns with large dimensional factor models	12
Beta and firm age	12
Deciphering big data in consumer credit evaluation	12
Herding behaviour in P2P lending markets	11
Does financial reporting regulation influence the value of cash holdings?	11
Board independence and firm value: A quasi-natural experiment using Taiwanese data	11
Investment, idiosyncratic risk, and growth options	11
Volatility cascades in cryptocurrency trading	11
Share pledging, payout policy, and the value of cash holdings	11
Testing for explosive bubbles in the presence of autocorrelated innovations	11
Salience theory in price and trading volume: Evidence from China	10
Household portfolio allocation, uncertainty, and risk	10
Housing returns, precautionary savings and consumption: Micro evidence from China	10
In search of retail investors: The effect of retail investor attention on odd lot trades	10
Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits	10
Forecasting volatility using double shrinkage methods	10
Time varying integration of European stock markets and monetary drivers	9
Stock market illiquidity, bargaining power and the cost of borrowing	9
The valuation effect of stock dividends or splits: Evidence from a catering perspective	9
Volatility forecasts, proxies and loss functions	9
Trader positions in VIX futures	9
The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model	8
When is a MAX not the MAX? How news resolves information uncertainty	8
Isolating momentum crashes	8
Stock return prediction: Stacking a variety of models	8
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?	8
Timing is money: The factor timing ability of hedge fund managers	8
Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes	8
It is not just What you say, but How you say it: Why tonality matters in central bank communication	8
The diversification benefits and policy risks of accessing China’s stock market	8
Technology shocks and stock returns: A long-term perspective	7
Mispricing firm-level productivity	7
Tournament incentives, age diversity and firm performance	7
Tariff uncertainty and firm innovation: Evidence from the U.S.–China Permanent Normal Trade Relation	7
From watchdog to watchman: Do independent directors monitor a CEO of their own age?	7
Liquidity provider incentives in fragmented securities markets	7
Investment income taxes and private equity acquisition activity	7
Modeling CDS spreads: A comparison of some hybrid approaches	7
Can interest rate factors explain exchange rate fluctuations?	7
On the stability of portfolio selection models	7
Trading the foreign exchange market with technical analysis and Bayesian Statistics	7

Gender and herding	7
Does product market competition affect corporate governance? Evidence from corporate takeovers	7
Does program trading contribute to excess comovement of stock returns?	7
The transformed Gram Charlier distribution: Parametric properties and financial risk applications	6
Non-parametric momentum based on ranks and signs	6
Non-marketability and one-day selling lockup	6
Natural disasters and the role of regional lenders in economic recovery	6
Executive risk-taking and the agency cost of debt	6
Does the executive labor market discipline? Labor market incentives and earnings management	6
Reinsurance demand and liquidity creation: A search for bicausality	6