Investment Analysts Journal

Papers
(The median citation count of Investment Analysts Journal is 0. 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.)
ArticleCitations
The sustainable lifestyle level: How real salary increases affect adequate retirement provision55
Measuring corporate failure risk: Does long short-term memory perform better in all markets?32
Higher moments and industry momentum returns22
Examining swap butterfly risk premia in South Africa18
The interconnectedness and spillover effects among economic uncertainty, energy-related risks and sovereign risk in BRICS economies17
Mutual fund shareholdings and performance: A network perspective16
Tactical asset allocation using the Kalman filter16
Analysts’ stock ratings and the predictive value of news and Twitter sentiment10
The asymmetric relationship between volatility index and volatility-of-volatility index9
CEO-related announcements, trading activity, and calendar effects8
Correction7
What is the optimal offshore allocation for South African investors?6
Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications6
The influence of crises on the financial position of multinationals in emerging markets6
Relevance of corporation quality and environmental protection, social responsibility, and corporate governance6
ESG performance and firm value in the Chinese market4
Do changes in star selection criteria affect analyst behaviour?4
Financial analysts’ information role on brand capital4
Gender preferences in cryptocurrency systems: Sentiment analysis and predictive modelling4
The MAX puzzle in a frontier market before and during the Covid-19 pandemic4
A quantile-based analysis of risk-return dynamics in the South African equity market4
Central bank policy rate announcements and high-frequency intra-day benchmark stock returns reaction dynamics: Evidence from South Africa4
Corporate social responsibility and firm performance: Evidence from Korea3
Early evidence on the performance of hedged exchange traded funds3
Nonlinear dependencies in the Fama and French three-factor model3
The information content of bond rating changes and insider trading in Korea3
Employing behavioural portfolio theory for sustainable investment: Examining drawdown risks and ESG factors3
Tracking error volatility and relative risk budgets3
Heterogeneous investor attention to climate risk: Evidence from a unique dataset2
The cumulative prospect theory and fund flows in emerging markets2
Economic policy uncertainty and industry portfolio returns in the United States2
State-owned capital intervention and tax avoidance by private enterprises in the context of reverse mixed-ownership reform2
CFOs versus CEOs: Risk-taking incentives and decisions of corporate policies2
Integration among the BRICS stock markets: Filtering out global factors2
Financial constraints and the financial distress puzzle: Evidence from a frontier market before and during the Covid-19 pandemic2
Bayesian forecasting of stock returns on the JSE using simultaneous graphical dynamic linear models2
The impact of ESG ratings on analysts’ information processing: Evidence from China2
Does board diversity influence idiosyncratic risk: Empirical evidence from Chinese listed firms2
The impact of news on South African sovereign bond yields1
Mobile money usage and performance of women-owned enterprises: Evidence from Kenya1
Portfolio diversification with cryptocurrencies – Evidence from Middle Eastern stock markets1
Can good ESG performance help companies resist external shocks?1
Wednesdays obtain herd immunity? Examining the effect of the day of the week on the NSE sectoral market during COVID-191
Investor sentiments and performance of selected ESG indices in BRICS markets during bull and bear conditions1
Risk spillovers among global oil & gas firms1
Impacts of analyst coverage initiation on market quality1
Are analyst forecasts more value relevant than reported earnings? Evidence from seasoned equity offerings1
Performance of factor models in explaining anomalous return patterns: Evidence from Pakistan1
Quantile dependencies across BRICS currency markets in time of crisis: Analysis of the Russia–Ukraine war1
Pairs trading in cryptocurrency markets: A comparative study of statistical methods1
An estimation of liquidity effects of market microstructure changes in the Indian agricultural commodity market1
Subjective perception of economic policy uncertainty and ESG performance: Evidence from China1
Time–frequency analysis of cryptocurrency attention1
Pandemic impact on the co-movement and hedging effectiveness of the global futures markets1
The highest-lowest price range and the cross-sectional returns predictability0
Return and volatility connectedness across stock markets: A global perspective0
Forecasting oil futures markets using machine learning and seasonal trend decomposition0
Sector exposures in factor portfolios: Why neutralise when you can optimise?0
The time-frequency-quantile causal impact of Cable News-based Economic Policy Uncertainty on major assets returns0
The effects of economic policy uncertainty on the US REITs ETFs: A quantile analysis0
Equity issuance and share price performance on the Johannesburg Stock Exchange0
Information sharing and fund performance: Evidence from the US mutual fund family0
Adapting Altman Z-score models for early warning signals: Evidence from delisted mining stocks on the Johannesburg Stock Exchange0
Quantile dependencies between exchange rate volatility and sectoral stock returns in South Africa0
Do financial analysts publish long-term forecasts in response to firms’ overinvestments?0
Affine term structure estimation and policy announcement effects in Korea0
Spillovers, correlations and hedging among green bonds, clean energy stocks and fossil fuels: The effects of four turmoils0
Firm climate risk and vertical integration: Evidence from China0
Public attention, investor sentiment and stock markets: Evidence from Chinese listed firms0
The asymmetric effect of COVID-19 government interventions on global stock markets: New evidence from QARDL and threshold regression approaches0
Institutional determinants of dividend policy of African listed firms0
Volatility and return spillovers between private equity buyout, venture capital and major financial markets0
The impact of conventional energy markets on connectedness dynamics among eco-friendly assets0
Momentum and reversal effects in the Korean stock market0
Unintended consequences of market-wide circuit breakers in China0
An analysis of stock market prices by using extended Kalman filter: The US and China cases0
Momentum trading: How it differs among investor segments0
The impact of algorithmic trading on market quality: Evidence from the Johannesburg Stock Exchange0
Investigating the link between ESG activities and dividend policies0
The role of oil price in determining the relationship between cryptocurrencies and non-fungible assets0
Correction0
How does investor sentiment affect the Korean premium in the Bitcoin market?0
The spillover and leverage effects and trading volume of FinTech Exchange-Traded Funds0
Performance of Green vis-à-vis Red EU securities0
Text-mining approach with Black–Litterman model: A case study of Armenian pension funds0
Impression management tone and equity mispricing: Evidence from China0
Leveraging defence into offence: enhancing absolute and risk-adjusted equity returns with tail risk management overlays0
Does stock market liberalisation reduce earnings management? Evidence from China0
Under- or -overreaction: Investors’ response to black swan events0
Arbitrage opportunities in no-arbitrage portfolios: The case of Bitcoin and Treasury Bills0
Contagion from crypto exchange hacks: Wealth effect or portfolio rebalancing?0
The low-volatility effect in African frontier equity markets0
Is a sentiment-based trading strategy profitable?0
Research on the influence of fiscal policy uncertainty on corporate strategic investment – Evidence from China0
Editorial: 50th anniversary collection edition of the Investment Analysts Journal0
How does (C)CAPM digest anomalies?0
Opinion divergence, investor sentiment, and stock liquidity: Evidence from social media0
An empirical investigation of return spillover and volatility dynamics of Indian sectoral indices0
Is the rand a commodity currency? A volatility spillover analysis0
Does the elderly’s private pension ownership intensify aggregate equity demand? Empirical evidence in the US0
Safe havens or fragile investments? Navigating sustainable energy assets in times of policy uncertainty0
Digital transformation and goodwill impairment0
A modified Shiller's cyclically adjusted price-to-earnings (CAPE) ratio for stock market index valuation in a zero-interest rate environment0
Which shrinkage is better? Portfolio selection with a cleaned random matrix0
A multiscale analysis of returns and volatility spillovers in cryptocurrency markets: A post-COVID perspective0
Multi-asset allocation of exchange traded funds: Application of Black–Litterman model0
Investor sentiment and market dynamics: Evidence from index futures markets0
Rating to economic profit: Valuation properties, implementation issues, and the justification of target prices0
Price discovery or overreaction? A study on the reaction of Asia Pacific country ETFs to the US stock market0
0.060371875762939