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 2021-09-01 to 2025-09-01.)

Article	Citations
Persistent and transient variance components in option pricing models with variance-dependent Kernel	112
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA	109
Estimation and inference in low frequency factor model regressions with overlapping observations	93
House price bubbles under the COVID-19 pandemic	43
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition	39
Bear factor and hedge fund performance	37
Public data openness and trade credit: Evidence from China	36
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach	35
The effect of venture capital backing on innovation in newly public firms	34
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	32
On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance	31
Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices	31
Uncovered interest rate parity redux: Non-uniform effects	31
Stock price movements: Evidence from global equity markets	29
The stock market tips	28
High frequency online inflation and term structure of interest rates: Evidence from China	28
Climate change risk and green bond pricing	26
A revisit to bias-adjusted predictive regression	25
Exploring risk premium factors for country equity returns	24
Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland	24
Customer–supplier relationships and non-linear financial policy response	23
Partial moments and indexation investment strategies	21
Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes	19
Tone or term: Machine-learning text analysis, featured vocabulary extraction, and evidence from bond pricing in China	19
The correlated trading and investment performance of individual investors	18

Forecasting stock returns with large dimensional factor models	18
Decision-based trades: An analysis of institutional investors’ information advantages	17
Is machine learning a necessity? A regression-based approach for stock return prediction	16
Regulatory fragmentation and corporate innovation	16
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices	15
Estimation with mixed data frequencies: A bias-correction approach	14
Caught in the crossfire: How the threat of hedge fund activism affects creditors	14
The transformed Gram Charlier distribution: Parametric properties and financial risk applications	14
The anatomy of a fee change — evidence from cryptocurrency markets	13
The impact of liquidity risk in the Chinese banking system on the global commodity markets	13
Smart beta, “smarter” flows	13
Is gold a hedge or a safe haven against stock markets? Evidence from conditional comoments	13
Easy money and competitive industries’ booms and busts	12
Firm-level political risk and corporate R&D investment	12
Equity issues, creditor control and market timing patterns: Evidence from leverage decreasing recapitalizations	12
Are stablecoins the money market mutual funds of the future?	12
Is idiosyncratic risk priced? The international evidence	12
Portfolio homogeneity and systemic risk of financial networks	11
A robust latent factor model for high-dimensional portfolio selection	11
Short-term institutional investors and the diffusion of supply chain information	11
The commodity risk premium and neural networks	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
Social connectedness and cross-border mergers and acquisitions	11
Do fees matter? Investor’s sensitivity to active management fees	11
City goes dark: Dark trading and adverse selection in aggregate markets	11
Bitcoin unchained: Determinants of cryptocurrency exchange liquidity	10
Improving information leadership share for measuring price discovery	10
What drives the TIPS–Treasury bond mispricing?	10
International comovement of r	10
Does a sudden breakdown in public information search impair analyst forecast accuracy? Evidence from China	10
Peer influence and the value of cash holdings	10
Machine learning loss given default for corporate debt	10
Depositor responses to a banking crisis: Are finance professionals special?	10
Ownership structure and the cost of debt: Evidence from the Chinese corporate bond market	10
Managerial ability and financial statement disaggregation decisions	10
The AH premium: A tale of “siamese twin” stocks	10
Forecasting financial volatility: An approach based on Parkinson volatility measure with long memory stochastic range model	10
Information in unexpected bonus cuts: Firm performance and CEO firings	9
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting	9
The influence of long-term managerial orientation on pay inequality	9
Do firms use credit lines to support investment opportunities?: Evidence from success in R&D	9
Why Do U.S. Firms Invest Less over Time?	9
Betting on success: Unveiling the role of local gambling culture in equity crowdfunding	8
Unveiling the villain: Credit supply and the debt trap	8
Reserve holding and bank lending	8
Editorial Board	8
Multiple testing of the forward rate unbiasedness hypothesis across currencies	8
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

Editorial Board	8
Certainty of uncertainty for asset pricing	8
Technology spillover, corporate investment, and stock returns	8
Managerial commitment and heterogeneity in target-date funds	7
The value of risk-taking in mergers: Role of ownership and country legal institutions	7
Stock return prediction: Stacking a variety of models	7
Small is beautiful? How the introduction of mini futures contracts affects the regular contracts	7
The protective role of saving: Bayesian analysis of British panel data	7
An adaptive long memory conditional correlation model	7
Option gamma and stock returns	7
Director optimism and CEO equity compensation	7
Editorial Board	7
Coskewness and reversal of momentum returns: The US and international evidence	7
Financial statement disaggregation and bank loan pricing	7
Skilled active liquidity management: Evidence from shocks to fund flows	7
It is not just What you say, but How you say it: Why tonality matters in central bank communication	7
Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects	7
Market neutrality and beta crashes	7
Tail risks and private equity performance	7