Investment Analysts Journal

Papers
(The median citation count of Investment Analysts Journal is 1. 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 2020-03-01 to 2024-03-01.)
ArticleCitations
The asymmetric effect of COVID-19 government interventions on global stock markets: New evidence from QARDL and threshold regression approaches12
A framework for online investment decisions12
Is a sentiment-based trading strategy profitable?11
Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications11
International investor sentiment and stock returns: Evidence from China8
Financial constraints and the financial distress puzzle: Evidence from a frontier market before and during the Covid-19 pandemic8
Portfolio diversification with cryptocurrencies – Evidence from Middle Eastern stock markets7
Heterogeneous investor attention to climate risk: Evidence from a unique dataset6
Tracking error vs tracking difference: Does it matter?6
Bank sensitivity to international regulatory reform: The case of Korea6
The role of oil price in determining the relationship between cryptocurrencies and non-fungible assets5
Predicting corporate defaults using machine learning with geometric-lag variables5
Small-minus-big predicts betting-against-beta: Implications for international equity allocation and market timing5
ESG performance and firm value in the Chinese market4
The effects of uncertainty on investor expectations and volatility in the South African white maize futures market4
Time dynamics of connectedness between commodity convenience yields and zero-coupon inflation swap rates4
Investor sentiment and market dynamics: Evidence from index futures markets4
Measuring the asymmetry level around quarterly reports in the Dow Jones, Nasdaq, and Standard & Poor’s: Before and during the COVID-19 pandemic4
The pricing of skewness: Evidence from the Johannesburg Stock Exchange3
Multi-asset allocation of exchange traded funds: Application of Black–Litterman model3
Idiosyncratic momentum on the JSE3
Consumer sentiment and time-varying betas: Testing the validity of the consumption CAPM on the Johannesburg Stock Exchange3
Time–frequency analysis of cryptocurrency attention3
Evaluating equity analyst forecasts in South Africa3
Performance of factor models in explaining anomalous return patterns: Evidence from Pakistan2
Improvements in forecasting insurance stock excess returns: Comparing the investor sentiment endurance index with the CAPM and Fama-French models2
Risk-based portfolio sensitivity to covariance estimation2
Central bank policy rate announcements and high-frequency intra-day benchmark stock returns reaction dynamics: Evidence from South Africa2
The influence of the market on inflation, not the other way around2
Firm quality and stock returns: Evidence from India2
Measuring corporate failure risk: Does long short-term memory perform better in all markets?2
Is the rand a commodity currency? A volatility spillover analysis2
Modelling spillover effects between the UK and the US stock markets over the period 1935–20202
If the equal weighted portfolio is so great, why isn’t it working in South Africa?2
The MAX puzzle in a frontier market before and during the Covid-19 pandemic2
Statistical arbitrage on the JSE based on partial co-integration2
The effects of economic policy uncertainty on the US REITs ETFs: A quantile analysis1
Information sharing and fund performance: Evidence from the US mutual fund family1
Real options and asymmetric volatility in light of the firm’s growth opportunities1
Wednesdays obtain herd immunity? Examining the effect of the day of the week on the NSE sectoral market during COVID-191
The asymmetric relationship between volatility index and volatility-of-volatility index1
Higher moments and industry momentum returns1
Dynamic behaviour of institutional ownership and firm life cycle: Evidence from Taiwan1
Risk of investing in volatility products: A regime-switching approach1
Stock price prediction using multiple valuation methods based on artificial neural networks for KOSDAQ IPO companies1
Rating to economic profit: Valuation properties, implementation issues, and the justification of target prices1
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