Investment Analysts Journal

Papers
(The TQCC of Investment Analysts Journal is 3. 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 2022-08-01 to 2026-08-01.)
ArticleCitations
Measuring corporate failure risk: Does long short-term memory perform better in all markets?82
Monetary policy and investment efficiency during macroeconomic shocks: Evidence from the Vietnamese stock market37
Correction19
Examining swap butterfly risk premia in South Africa18
Mutual fund shareholdings and performance: A network perspective16
The interconnectedness and spillover effects among economic uncertainty, energy-related risks and sovereign risk in BRICS economies14
Analysts’ stock ratings and the predictive value of news and Twitter sentiment13
CEO-related announcements, trading activity, and calendar effects12
Correction11
What is the optimal offshore allocation for South African investors?10
Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications9
Relevance of corporation quality and environmental protection, social responsibility, and corporate governance9
The influence of crises on the financial position of multinationals in emerging markets9
Central bank policy rate announcements and high-frequency intra-day benchmark stock returns reaction dynamics: Evidence from South Africa8
Digitalisation and emerging market enterprises’ global open innovation: Evidence from China8
Do changes in star selection criteria affect analyst behaviour?8
Gender preferences in cryptocurrency systems: Sentiment analysis and predictive modelling8
The information content of bond rating changes and insider trading in Korea7
A quantile-based analysis of risk-return dynamics in the South African equity market7
Financial analysts’ information role on brand capital6
ESG performance and firm value in the Chinese market5
The MAX puzzle in a frontier market before and during the Covid-19 pandemic5
Corporate social responsibility and firm performance: Evidence from Korea5
Asymmetric interconnectedness and investing strategies of green, sustainable and environmental markets4
Heterogeneous investor attention to climate risk: Evidence from a unique dataset4
Tracking error volatility and relative risk budgets4
Employing behavioural portfolio theory for sustainable investment: Examining drawdown risks and ESG factors4
Tail risk connectedness between tokenized and traditional derivatives: Time-frequency analysis and portfolio insights4
Nonlinear dependencies in the Fama and French three-factor model4
Enhancing global equity returns with trend-following and tail risk hedging overlays3
State-owned capital intervention and tax avoidance by private enterprises in the context of reverse mixed-ownership reform3
The cumulative prospect theory and fund flows in emerging markets3
When markets panic: How green finance fails (or thrives) in times of geopolitical crisis3
Integration among the BRICS stock markets: Filtering out global factors3
Bayesian forecasting of stock returns on the JSE using simultaneous graphical dynamic linear models3
Threshold overnight comovement analysis of intraday and overnight returns3
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