OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Empirical Finance is 8. 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 2022-05-01 to 2026-05-01.)

Article	Citations
The effect of venture capital backing on innovation in newly public firms	45
House price bubbles under the COVID-19 pandemic	44
Uncovered interest rate parity redux: Non-uniform effects	44
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	43
Bear factor and hedge fund performance	42
Public data openness and trade credit: Evidence from China	41
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach	41
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA	39
Persistent and transient variance components in option pricing models with variance-dependent Kernel	39
Estimation and inference in low frequency factor model regressions with overlapping observations	39
On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance	38
The stock return predictability of treasury bond yield in China	35
Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices	32
A revisit to bias-adjusted predictive regression	26
High frequency online inflation and term structure of interest rates: Evidence from China	25
Customer–supplier relationships and non-linear financial policy response	24
Climate change risk and green bond pricing	22
The stock market tips	21
Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland	21
Stock price movements: Evidence from global equity markets	21
Editorial Board	21
Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes	20
Partial moments and indexation investment strategies	20
The correlated trading and investment performance of individual investors	18
Decision-based trades: An analysis of institutional investors’ information advantages	18

Tone or term: Machine-learning text analysis, featured vocabulary extraction, and evidence from bond pricing in China	18
Information salience, investor attention, and stock price crash risk	18
Regulatory fragmentation and corporate innovation	17
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices	17
Is machine learning a necessity? A regression-based approach for stock return prediction	17
Smart beta, “smarter” flows	16
Portfolio homogeneity and systemic risk of financial networks	16
Easy money and competitive industries’ booms and busts	15
Estimation with mixed data frequencies: A bias-correction approach	15
Equity issues, creditor control and market timing patterns: Evidence from leverage decreasing recapitalizations	15
Firm-level political risk and corporate R&D investment	15
The anatomy of a fee change — evidence from cryptocurrency markets	15
A robust latent factor model for high-dimensional portfolio selection	15
The commodity risk premium and neural networks	15
Do fees matter? Investor’s sensitivity to active management fees	14
Are stablecoins the money market mutual funds of the future?	14
Is gold a hedge or a safe haven against stock markets? Evidence from conditional comoments	14
Forecasting financial volatility: An approach based on Parkinson volatility measure with long memory stochastic range model	13
Social connectedness and cross-border mergers and acquisitions	13
Depositor responses to a banking crisis: Are finance professionals special?	13
International comovement of r	12
Ownership structure and the cost of debt: Evidence from the Chinese corporate bond market	12
Managerial ability and financial statement disaggregation decisions	12
Why does the Cochrane–Piazzesi model predict treasury returns?	11
Does a sudden breakdown in public information search impair analyst forecast accuracy? Evidence from China	11
Technological shocks and stock market volatility over a century	11
Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China?	11
Bitcoin unchained: Determinants of cryptocurrency exchange liquidity	11
The AH premium: A tale of “siamese twin” stocks	11
Improving information leadership share for measuring price discovery	11
Do firms use credit lines to support investment opportunities?: Evidence from success in R&D	11
Short-term institutional investors and the diffusion of supply chain information	11
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting	10
What drives the TIPS–Treasury bond mispricing?	10
Why Do U.S. Firms Invest Less over Time?	10
The influence of long-term managerial orientation on pay inequality	10
Editorial Board	10
Peer influence and the value of cash holdings	10
Information in unexpected bonus cuts: Firm performance and CEO firings	10
Insider trading and anomalies	10
Mutual fund performance and flow-performance relationship under ambiguity	9
Betting on success: Unveiling the role of local gambling culture in equity crowdfunding	9
Technology spillover, corporate investment, and stock returns	9
CEO personality traits and corporate value implication of acquisitions	9
Certainty of uncertainty for asset pricing	9
Unveiling the villain: Credit supply and the debt trap	9
Multiple testing of the forward rate unbiasedness hypothesis across currencies	9
Editorial Board	9
Reserve holding and bank lending	8
Tail risks and private equity performance	8

Coskewness and reversal of momentum returns: The US and international evidence	8
Option gamma and stock returns	8
Managerial commitment and heterogeneity in target-date funds	8
Market neutrality and beta crashes	8
An adaptive long memory conditional correlation model	8
Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City	8
Financial statement disaggregation and bank loan pricing	8
Director optimism and CEO equity compensation	8