OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Empirical Finance is 7. 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 2022-08-01 to 2026-08-01.)

Article	Citations
Bear factor and hedge fund performance	48
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA	47
Persistent and transient variance components in option pricing models with variance-dependent Kernel	47
The effect of venture capital backing on innovation in newly public firms	46
On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance	46
Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices	46
Public data openness and trade credit: Evidence from China	43
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	43
House price bubbles under the COVID-19 pandemic	42
Estimation and inference in low frequency factor model regressions with overlapping observations	42
The stock return predictability of treasury bond yield in China	39
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach	35
A revisit to bias-adjusted predictive regression	34
High frequency online inflation and term structure of interest rates: Evidence from China	30
Customer–supplier relationships and non-linear financial policy response	28
Editorial Board	28
Stock price movements: Evidence from global equity markets	24
Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland	24
Back to the future: Revival of behavioral explanations for long-term return reversals	24
Climate change risk and green bond pricing	23
The real effects of AI: Evidence from corporate investment efficiency	23
Identifying excessive spread dispersion in the euro area: When do sovereign spreads go beyond fundamentals?	23
Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes	22
Tone or term: Machine-learning text analysis, featured vocabulary extraction, and evidence from bond pricing in China	22
The correlated trading and investment performance of individual investors	21

Decision-based trades: An analysis of institutional investors’ information advantages	19
Is machine learning a necessity? A regression-based approach for stock return prediction	18
Peer effects in financial expectations	18
Realized, expected and unexpected returns in asset pricing tests	18
Is this time different? Reconsidering inflation hedged portfolios through community detection and fuzzy network	18
Deep learning, predictability, and optimal portfolio returns	18
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices	17
Estimation with mixed data frequencies: A bias-correction approach	17
Regulatory fragmentation and corporate innovation	17
Information salience, investor attention, and stock price crash risk	17
The commodity risk premium and neural networks	16
Are stablecoins the money market mutual funds of the future?	16
Is gold a hedge or a safe haven against stock markets? Evidence from conditional comoments	16
Easy money and competitive industries’ booms and busts	16
A robust latent factor model for high-dimensional portfolio selection	16
Smart beta, “smarter” flows	16
Firm-level political risk and corporate R&D investment	16
Portfolio homogeneity and systemic risk of financial networks	15
Do fees matter? Investor’s sensitivity to active management fees	14
Why does the Cochrane–Piazzesi model predict treasury returns?	14
International comovement of r	13
Improving information leadership share for measuring price discovery	13
Short-term institutional investors and the diffusion of supply chain information	13
Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China?	13
Bitcoin unchained: Determinants of cryptocurrency exchange liquidity	13
Technological shocks and stock market volatility over a century	12
Social connectedness and cross-border mergers and acquisitions	12
Managerial ability and financial statement disaggregation decisions	12
Ownership structure and the cost of debt: Evidence from the Chinese corporate bond market	12
Does a sudden breakdown in public information search impair analyst forecast accuracy? Evidence from China	12
Forecasting financial volatility: An approach based on Parkinson volatility measure with long memory stochastic range model	12
Information in unexpected bonus cuts: Firm performance and CEO firings	11
Insider trading and anomalies	11
Why Do U.S. Firms Invest Less over Time?	11
Do firms use credit lines to support investment opportunities?: Evidence from success in R&D	11
What drives the TIPS–Treasury bond mispricing?	11
The influence of long-term managerial orientation on pay inequality	11
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting	11
Editorial Board	10
The origins and impacts of uncertainty: New evidence from a TVP-VAR extended joint connectedness approach	10
Multiple testing of the forward rate unbiasedness hypothesis across currencies	10
Peer influence and the value of cash holdings	10
Editorial Board	10
The AH premium: A tale of “siamese twin” stocks	10
Factor pricing across asset classes	9
Mutual fund performance and flow-performance relationship under ambiguity	9
CEO personality traits and corporate value implication of acquisitions	9
Betting on success: Unveiling the role of local gambling culture in equity crowdfunding	9
Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City	9
Certainty of uncertainty for asset pricing	9

Reserve holding and bank lending	9
Editorial Board	8
Unveiling the villain: Credit supply and the debt trap	8
Spotlight on the neighborhood: The spillover effect of IPOs on retail investor attention	8
Risk-based peer networks and return predictability: Evidence from textual analysis on 10-K filings	8
Editorial Board	8
Tail risks and private equity performance	8
Financial statement disaggregation and bank loan pricing	8
Household debt overhang and bankruptcy abuse prevention	8
Managerial commitment and heterogeneity in target-date funds	8
Don’t draw the downs apart: How to best simulate asset price drawdowns	8
Technology spillover, corporate investment, and stock returns	8
Market neutrality and beta crashes	8
It is not just What you say, but How you say it: Why tonality matters in central bank communication	7
An adaptive long memory conditional correlation model	7
Option gamma and stock returns	7
Coskewness and reversal of momentum returns: The US and international evidence	7
Option-implied variance asymmetry and stock market returns	7
Editorial Board	7
Director optimism and CEO equity compensation	7
The value of risk-taking in mergers: Role of ownership and country legal institutions	7