OOIR: Observatory of International Research

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 2020-11-01 to 2024-11-01.)

Article	Citations
Is a sentiment-based trading strategy profitable?	19
Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications	18
The asymmetric effect of COVID-19 government interventions on global stock markets: New evidence from QARDL and threshold regression approaches	17
ESG performance and firm value in the Chinese market	15
Information sharing and fund performance: Evidence from the US mutual fund family	11
Financial constraints and the financial distress puzzle: Evidence from a frontier market before and during the Covid-19 pandemic	11
Heterogeneous investor attention to climate risk: Evidence from a unique dataset	10
International investor sentiment and stock returns: Evidence from China	10
Predicting corporate defaults using machine learning with geometric-lag variables	7
Portfolio diversification with cryptocurrencies – Evidence from Middle Eastern stock markets	7
The role of oil price in determining the relationship between cryptocurrencies and non-fungible assets	5
Investor sentiment and market dynamics: Evidence from index futures markets	5
Multi-asset allocation of exchange traded funds: Application of Black–Litterman model	4
Statistical arbitrage on the JSE based on partial co-integration	4
Measuring the asymmetry level around quarterly reports in the Dow Jones, Nasdaq, and Standard & Poor’s: Before and during the COVID-19 pandemic	4
Measuring corporate failure risk: Does long short-term memory perform better in all markets?	4
The pricing of skewness: Evidence from the Johannesburg Stock Exchange	3
Is the rand a commodity currency? A volatility spillover analysis	3
Time–frequency analysis of cryptocurrency attention	3
Do changes in star selection criteria affect analyst behaviour?	3
If the equal weighted portfolio is so great, why isn’t it working in South Africa?	3
Pandemic impact on the co-movement and hedging effectiveness of the global futures markets	2
Analysts’ stock ratings and the predictive value of news and Twitter sentiment	2
Does board diversity influence idiosyncratic risk: Empirical evidence from Chinese listed firms	2
Improvements in forecasting insurance stock excess returns: Comparing the investor sentiment endurance index with the CAPM and Fama-French models	2

Firm quality and stock returns: Evidence from India	2
Rating to economic profit: Valuation properties, implementation issues, and the justification of target prices	2
Performance of factor models in explaining anomalous return patterns: Evidence from Pakistan	2
Stock price prediction using multiple valuation methods based on artificial neural networks for KOSDAQ IPO companies	2
The MAX puzzle in a frontier market before and during the Covid-19 pandemic	2
Central bank policy rate announcements and high-frequency intra-day benchmark stock returns reaction dynamics: Evidence from South Africa	2
The asymmetric relationship between volatility index and volatility-of-volatility index	1
Higher moments and industry momentum returns	1
Dynamic behaviour of institutional ownership and firm life cycle: Evidence from Taiwan	1
The impact of algorithmic trading on market quality: Evidence from the Johannesburg Stock Exchange	1
Quantile dependencies across BRICS currency markets in time of crisis: Analysis of the Russia–Ukraine war	1
Impacts of analyst coverage initiation on market quality	1
Pairs trading in cryptocurrency markets: A comparative study of statistical methods	1
The sustainable lifestyle level: How real salary increases affect adequate retirement provision	1
Wednesdays obtain herd immunity? Examining the effect of the day of the week on the NSE sectoral market during COVID-19	1
The effects of economic policy uncertainty on the US REITs ETFs: A quantile analysis	1
Examining swap butterfly risk premia in South Africa	1
The impact of conventional energy markets on connectedness dynamics among eco-friendly assets	1
Bayesian forecasting of stock returns on the JSE using simultaneous graphical dynamic linear models*	1
Early evidence on the performance of hedged exchange traded funds	0
How does (C)CAPM digest anomalies?	0
Performance of Green vis-à-vis Red EU securities	0
Employing behavioural portfolio theory for sustainable investment: Examining drawdown risks and ESG factors	0
The cumulative prospect theory and fund flows in emerging markets	0
The time-frequency-quantile causal impact of Cable News-based Economic Policy Uncertainty on major assets returns	0
Tactical asset allocation using the Kalman filter	0
Correction	0
Fundamental analysis, low accruals, and the accrual anomaly: Korean evidence	0
What is the optimal offshore allocation for South African investors?	0
The information content of bond rating changes and insider trading in Korea	0
A multiscale analysis of returns and volatility spillovers in cryptocurrency markets: A post-COVID perspective	0
Equity issuance and share price performance on the Johannesburg Stock Exchange	0
Forecasting oil futures markets using machine learning and seasonal trend decomposition	0
The spillover and leverage effects and trading volume of FinTech Exchange-Traded Funds	0
Momentum trading: How it differs among investor segments	0
Subjective perception of economic policy uncertainty and ESG performance: Evidence from China	0
Tracking error volatility and relative risk budgets	0
The interconnectedness and spillover effects among economic uncertainty, energy-related risks and sovereign risk in BRICS economies	0
The influence of crises on the financial position of multinationals in emerging markets	0
Opinion divergence, investor sentiment, and stock liquidity: Evidence from social media	0
Leveraging defence into offence: enhancing absolute and risk-adjusted equity returns with tail risk management overlays	0
Risk spillovers among global oil & gas firms	0
Investor sentiments and performance of selected ESG indices in BRICS markets during bull and bear conditions	0
An empirical investigation of return spillover and volatility dynamics of Indian sectoral indices	0
Sector exposures in factor portfolios: Why neutralise when you can optimise?	0
A modified Shiller's cyclically adjusted price-to-earnings (CAPE) ratio for stock market index valuation in a zero-interest rate environment	0
Does the elderly’s private pension ownership intensify aggregate equity demand? Empirical evidence in the US	0
Research on the influence of fiscal policy uncertainty on corporate strategic investment – Evidence from China	0
Quantile dependencies between exchange rate volatility and sectoral stock returns in South Africa	0
CEO-related announcements, trading activity, and calendar effects	0

The highest-lowest price range and the cross-sectional returns predictability	0
Return and volatility connectedness across stock markets: A global perspective	0
Editorial: 50th anniversary collection edition of the Investment Analysts Journal	0
Earnings informativeness in the Brazilian market: the influence of dividends and financial constraints	0
Integration among the BRICS stock markets: Filtering out global factors	0
Adapting Altman Z-score models for early warning signals: Evidence from delisted mining stocks on the Johannesburg Stock Exchange	0
Volatility and return spillovers between private equity buyout, venture capital and major financial markets	0
Price discovery or overreaction? A study on the reaction of Asia Pacific country ETFs to the US stock market	0
An analysis of stock market prices by using extended Kalman filter: The US and China cases	0
Nonlinear dependencies in the Fama and French three-factor model	0
Institutional determinants of dividend policy of African listed firms	0
The impact of news on South African sovereign bond yields	0
Do financial analysts publish long-term forecasts in response to firms’ overinvestments?	0
CFOs versus CEOs: Risk-taking incentives and decisions of corporate policies	0
A quantile-based analysis of risk-return dynamics in the South African equity market	0
The low-volatility effect in African frontier equity markets	0
Under- or -overreaction: Investors’ response to black swan events	0
Does stock market liberalisation reduce earnings management? Evidence from China	0
Economic policy uncertainty and industry portfolio returns in the United States	0
Which shrinkage is better? Portfolio selection with a cleaned random matrix	0