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 2022-06-01 to 2026-06-01.)

Article	Citations
Bear factor and hedge fund performance	46
Persistent and transient variance components in option pricing models with variance-dependent Kernel	45
Estimation and inference in low frequency factor model regressions with overlapping observations	45
Uncovered interest rate parity redux: Non-uniform effects	45
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA	43
Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices	42
The stock return predictability of treasury bond yield in China	42
Public data openness and trade credit: Evidence from China	40
On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance	40
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	39
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach	38
House price bubbles under the COVID-19 pandemic	35
The effect of venture capital backing on innovation in newly public firms	32
A revisit to bias-adjusted predictive regression	27
High frequency online inflation and term structure of interest rates: Evidence from China	25
Climate change risk and green bond pricing	25
Customer–supplier relationships and non-linear financial policy response	25
Editorial Board	23
Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland	22
The stock market tips	22
Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes	21
Stock price movements: Evidence from global equity markets	21
The correlated trading and investment performance of individual investors	20
Partial moments and indexation investment strategies	20
Tone or term: Machine-learning text analysis, featured vocabulary extraction, and evidence from bond pricing in China	20

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

Mutual fund performance and flow-performance relationship under ambiguity	9
Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City	8
Don’t draw the downs apart – How to best simulate asset price drawdowns	8
Reserve holding and bank lending	8
Managerial commitment and heterogeneity in target-date funds	8
Editorial Board	8
Unveiling the villain: Credit supply and the debt trap	8
Tail risks and private equity performance	8
Financial statement disaggregation and bank loan pricing	8
Technology spillover, corporate investment, and stock returns	8
Household debt overhang and bankruptcy abuse prevention	7
Editorial Board	7
It is not just What you say, but How you say it: Why tonality matters in central bank communication	7
Coskewness and reversal of momentum returns: The US and international evidence	7
Small is beautiful? How the introduction of mini futures contracts affects the regular contracts	7
Director optimism and CEO equity compensation	7
Stock return prediction: Stacking a variety of models	7
An adaptive long memory conditional correlation model	7
Market neutrality and beta crashes	7
Option gamma and stock returns	7
The value of risk-taking in mergers: Role of ownership and country legal institutions	7