OOIR: Observatory of International Research

Papers

(The TQCC of Investment Analysts Journal is 2. 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
International investor sentiment and stock returns: Evidence from China	10
Heterogeneous investor attention to climate risk: Evidence from a unique dataset	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
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
Pandemic impact on the co-movement and hedging effectiveness of the global futures markets	2