OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Empirical Finance is 6. 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 2020-11-01 to 2024-11-01.)

Article	Citations
On the stability of stablecoins	75
Investor sentiment and stock returns: Global evidence	64
Media coverage and investment efficiency	59
Retail investor attention and herding behavior	49
Government Affiliation and Peer-To-Peer Lending Platforms in China	36
Trading activity and price discovery in Bitcoin futures markets	35
Housing market spillovers through the lens of transaction volume: A new spillover index approach	34
Stock return predictability and cyclical movements in valuation ratios	32
Individual investors’ trading behavior and gender difference in tolerance of sex crimes: Evidence from a natural experiment	30
Drivers of economic and financial integration: A machine learning approach	29
Bitcoin unchained: Determinants of cryptocurrency exchange liquidity	27
Oil price shocks and the US stock market: A nonlinear approach	27
Cross-sectional uncertainty and expected stock returns	26
Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies	26
Artificial Intelligence Alter Egos: Who might benefit from robo-investing?	25
COVID-19, bank deposits, and lending	25
Does vega-neutral options trading contain information?	22
Entrepreneurship and household portfolio choice: Evidence from the China Household Finance Survey	22
Cash-flow or return predictability at long horizons? The case of earnings yield	21
Whose money is smart? Individual and institutional investors’ trades based on analyst recommendations	21
Innovate or die: Corporate innovation and bankruptcy forecasts	20
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach	19
Volatility cascades in cryptocurrency trading	18
Industry equi-correlation: A powerful predictor of stock returns	18
Herding behaviour in P2P lending markets	18

Dissecting the idiosyncratic volatility anomaly	17
Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution	17
Do negative interest rates affect bank risk-taking?	17
Share pledging, payout policy, and the value of cash holdings	16
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty	16
Salience theory in price and trading volume: Evidence from China	16
The contributions of betas versus characteristics to the ESG premium	15
Forecasting stock returns with large dimensional factor models	15
What does a term structure model imply about very long-term interest rates?	14
Deciphering big data in consumer credit evaluation	14
Investment, idiosyncratic risk, and growth options	13
Does financial reporting regulation influence the value of cash holdings?	13
Household portfolio allocation, uncertainty, and risk	13
Technology shocks and stock returns: A long-term perspective	12
The valuation effect of stock dividends or splits: Evidence from a catering perspective	12
Tariff uncertainty and firm innovation: Evidence from the U.S.–China Permanent Normal Trade Relation	12
Stock return prediction: Stacking a variety of models	12
Income inequality, inflation and financial development	12
It is not just What you say, but How you say it: Why tonality matters in central bank communication	12
Forecasting volatility using double shrinkage methods	12
Housing returns, precautionary savings and consumption: Micro evidence from China	11
Timing is money: The factor timing ability of hedge fund managers	11
In search of retail investors: The effect of retail investor attention on odd lot trades	11
Volatility forecasts, proxies and loss functions	11
Forecasting realized volatility with machine learning: Panel data perspective	11
Isolating momentum crashes	11
Trader positions in VIX futures	10
Global political risk and international stock returns	10
CEO personality traits and corporate value implication of acquisitions	9
Gender and herding	9
Climate change concerns and mortgage lending	9
Natural disasters and the role of regional lenders in economic recovery	9
On the stability of portfolio selection models	9
Is corporate tax avoidance related to employee treatment?	8
Investment income taxes and private equity acquisition activity	8
Does product market competition affect corporate governance? Evidence from corporate takeovers	8
Liquidity provider incentives in fragmented securities markets	8
Non-parametric momentum based on ranks and signs	8
Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes	8
Burned by leverage? Flows and fragility in bond mutual funds	8
The diversification benefits and policy risks of accessing China’s stock market	8
The anatomy of a fee change — evidence from cryptocurrency markets	7
Geographic diversification and corporate cash holdings	7
Can interest rate factors explain exchange rate fluctuations?	7
Reinsurance demand and liquidity creation: A search for bicausality	7
The transformed Gram Charlier distribution: Parametric properties and financial risk applications	7
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices	7
Time series momentum and reversal: Intraday information from realized semivariance	7
Does program trading contribute to excess comovement of stock returns?	7
From watchdog to watchman: Do independent directors monitor a CEO of their own age?	7

The impact of liquidity risk in the Chinese banking system on the global commodity markets	7
Tournament incentives, age diversity and firm performance	7
The effect of investor attention on stock price crash risk	7
Economic evaluation of asset pricing models under predictability	7
Trading the foreign exchange market with technical analysis and Bayesian Statistics	7
Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model	6
Machine learning loss given default for corporate debt	6
Mutual fund performance: Using bespoke benchmarks to disentangle mandates, constraints and skill	6
Herding behavior and systemic risk in global stock markets	6
Non-marketability and one-day selling lockup	6
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	6
Using covariates to improve the efficacy of univariate bubble detection methods	6
The price discovery role of day traders in futures market: Evidence from different types of day traders	6
Disseminating information across connected firms — Analyst site visits can help	6
Caught in the crossfire: How the threat of hedge fund activism affects creditors	6
Investment restrictions and fund performance	6
Forecasting tail risk measures for financial time series: An extreme value approach with covariates	6
The predictive power of Nelson–Siegel factor loadings for the real economy	6
Executive risk-taking and the agency cost of debt	6
Does the executive labor market discipline? Labor market incentives and earnings management	6
Testing predictability of stock returns under possible bubbles	6