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 2022-05-01 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
Analysts’ stock ratings and the predictive value of news and Twitter sentiment11
Mutual fund shareholdings and performance: A network perspective11
The interconnectedness and spillover effects among economic uncertainty, energy-related risks and sovereign risk in BRICS economies10
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
What is the optimal offshore allocation for South African investors?8
Correction8
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
Do changes in star selection criteria affect analyst behaviour?7
Relevance of corporation quality and environmental protection, social responsibility, and corporate governance7
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
Financial analysts’ information role on brand capital4
The information content of bond rating changes and insider trading in Korea4
ESG performance and firm value in the Chinese market4
The MAX puzzle in a frontier market before and during the Covid-19 pandemic4
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
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
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