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 2022-01-01 to 2026-01-01.)

Article	Citations
The effect of venture capital backing on innovation in newly public firms	41
Uncovered interest rate parity redux: Non-uniform effects	41
Bear factor and hedge fund performance	38
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition	38
Estimation and inference in low frequency factor model regressions with overlapping observations	37
The stock return predictability of treasury bond yield in China	37
On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance	36
House price bubbles under the COVID-19 pandemic	35
Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices	34
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA	34
Public data openness and trade credit: Evidence from China	33
Persistent and transient variance components in option pricing models with variance-dependent Kernel	31
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	28
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach	25
A revisit to bias-adjusted predictive regression	20
High frequency online inflation and term structure of interest rates: Evidence from China	19
The stock market tips	19
Stock price movements: Evidence from global equity markets	18
Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland	18
Customer–supplier relationships and non-linear financial policy response	18
Editorial Board	17
Climate change risk and green bond pricing	17
Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes	16
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices	14
Partial moments and indexation investment strategies	14

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

Mutual fund performance and flow-performance relationship under ambiguity	8
Editorial Board	8
Coskewness and reversal of momentum returns: The US and international evidence	7
The aftermath of covenant violations: Evidence from China's corporate debt securities	7
An adaptive long memory conditional correlation model	7
Tail risks and private equity performance	7
Small is beautiful? How the introduction of mini futures contracts affects the regular contracts	7
Option gamma and stock returns	7
Household debt overhang and bankruptcy abuse prevention	7
Effects of customer unionization on supplier relationships and supplier value	7
It is not just What you say, but How you say it: Why tonality matters in central bank communication	7
Reserve holding and bank lending	7
Financial statement disaggregation and bank loan pricing	7
Stock return prediction: Stacking a variety of models	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
Market neutrality and beta crashes	7