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 2022-05-01 to 2026-05-01.)
ArticleCitations
Measuring corporate failure risk: Does long short-term memory perform better in all markets?76
The sustainable lifestyle level: How real salary increases affect adequate retirement provision36
Examining swap butterfly risk premia in South Africa19
Monetary policy and investment efficiency during macroeconomic shocks: Evidence from the Vietnamese stock market18
Higher moments and industry momentum returns16
Mutual fund shareholdings and performance: A network perspective11
Analysts’ stock ratings and the predictive value of news and Twitter sentiment11
The interconnectedness and spillover effects among economic uncertainty, energy-related risks and sovereign risk in BRICS economies10
What is the optimal offshore allocation for South African investors?8
Correction8
Tactical asset allocation using the Kalman filter8
Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications8
CEO-related announcements, trading activity, and calendar effects8
The influence of crises on the financial position of multinationals in emerging markets8
Do changes in star selection criteria affect analyst behaviour?7
Relevance of corporation quality and environmental protection, social responsibility, and corporate governance7
Gender preferences in cryptocurrency systems: Sentiment analysis and predictive modelling7
Central bank policy rate announcements and high-frequency intra-day benchmark stock returns reaction dynamics: Evidence from South Africa7
A quantile-based analysis of risk-return dynamics in the South African equity market6
Digitalisation and emerging market enterprises’ global open innovation: Evidence from China6
ESG performance and firm value in the Chinese market4
The MAX puzzle in a frontier market before and during the Covid-19 pandemic4
Financial analysts’ information role on brand capital4
The information content of bond rating changes and insider trading in Korea4
Corporate social responsibility and firm performance: Evidence from Korea3
Employing behavioural portfolio theory for sustainable investment: Examining drawdown risks and ESG factors3
Bayesian forecasting of stock returns on the JSE using simultaneous graphical dynamic linear models3
Tail risk connectedness between tokenized and traditional derivatives: Time-frequency analysis and portfolio insights3
Tracking error volatility and relative risk budgets3
The cumulative prospect theory and fund flows in emerging markets3
Nonlinear dependencies in the Fama and French three-factor model3
Heterogeneous investor attention to climate risk: Evidence from a unique dataset3
Asymmetric interconnectedness and investing strategies of green, sustainable and environmental markets3
The impact of ESG ratings on analysts’ information processing: Evidence from China2
Integration among the BRICS stock markets: Filtering out global factors2
Threshold overnight comovement analysis of intraday and overnight returns2
Risk spillovers among global oil & gas firms2
Revisiting the volatility dynamics of REITs amid economic and geopolitical uncertainties: The role of economic conditions in a GARCH-MIDAS framework2
Quantile dependencies across BRICS currency markets in time of crisis: Analysis of the Russia–Ukraine war2
Income Inequality and the Municipal Bond Market2
Does board diversity influence idiosyncratic risk: Empirical evidence from Chinese listed firms2
State-owned capital intervention and tax avoidance by private enterprises in the context of reverse mixed-ownership reform2
Mobile money usage and performance of women-owned enterprises: Evidence from Kenya2
An estimation of liquidity effects of market microstructure changes in the Indian agricultural commodity market2
The bias of IID resampled backtests for rolling window mean-variance portfolios2
Investor sentiments and performance of selected ESG indices in BRICS markets during bull and bear conditions2
The impact of news on South African sovereign bond yields2
Enhancing global equity returns with trend-following and tail risk hedging overlays2
Impacts of analyst coverage initiation on market quality2
Pairs trading in cryptocurrency markets: A comparative study of statistical methods2
Pandemic impact on the co-movement and hedging effectiveness of the global futures markets2
Subjective perception of economic policy uncertainty and ESG performance: Evidence from China2
Time–frequency analysis of cryptocurrency attention1
Momentum and reversal effects in the Korean stock market1
The impact of conventional energy markets on connectedness dynamics among eco-friendly assets1
Location matters: Market reactions to South African corporations’ cross-border transactions1
Does stock market liberalisation reduce earnings management? Evidence from China1
Time-varying volatility spillovers between strategic rare earth minerals, cryptocurrencies and macroeconomic uncertainty: A TVP-VAR and time-frequency analysis1
Adaptive Beta Shrinkage estimation of covariance matrices1
Are analyst forecasts more value relevant than reported earnings? Evidence from seasoned equity offerings1
The influence of state-owned capital on strategic aggressiveness: Evidence from China1
Institutional determinants of dividend policy of African listed firms1
Arbitrage opportunities in no-arbitrage portfolios: The case of Bitcoin and Treasury Bills1
Examining the response of financial market volatility to cable news-based economic policy uncertainty1
Unintended consequences of market-wide circuit breakers in China1
Contagion from crypto exchange hacks: Wealth effect or portfolio rebalancing?1
Bitcoin forecasting with machine learning and on-chain information1
Price discovery or overreaction? A study on the reaction of Asia Pacific country ETFs to the US stock market1
The asymmetric effect of COVID-19 government interventions on global stock markets: New evidence from QARDL and threshold regression approaches1
The highest-lowest price range and the cross-sectional returns predictability1
Can good ESG performance help companies resist external shocks?1
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