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 2020-02-01 to 2024-02-01.)
ArticleCitations
A framework for online investment decisions12
The asymmetric effect of COVID-19 government interventions on global stock markets: New evidence from QARDL and threshold regression approaches11
Is a sentiment-based trading strategy profitable?10
Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications9
International investor sentiment and stock returns: Evidence from China8
Financial constraints and the financial distress puzzle: Evidence from a frontier market before and during the Covid-19 pandemic8
Portfolio diversification with cryptocurrencies – Evidence from Middle Eastern stock markets7
Tracking error vs tracking difference: Does it matter?6
Heterogeneous investor attention to climate risk: Evidence from a unique dataset5
Predicting corporate defaults using machine learning with geometric-lag variables5
Small-minus-big predicts betting-against-beta: Implications for international equity allocation and market timing5
Bank sensitivity to international regulatory reform: The case of Korea5
The role of oil price in determining the relationship between cryptocurrencies and non-fungible assets5
Investor sentiment and market dynamics: Evidence from index futures markets4
Measuring the asymmetry level around quarterly reports in the Dow Jones, Nasdaq, and Standard & Poor’s: Before and during the COVID-19 pandemic4
Time dynamics of connectedness between commodity convenience yields and zero-coupon inflation swap rates4
The effects of uncertainty on investor expectations and volatility in the South African white maize futures market4
Time–frequency analysis of cryptocurrency attention3
Multi-asset allocation of exchange traded funds: Application of Black–Litterman model3
Consumer sentiment and time-varying betas: Testing the validity of the consumption CAPM on the Johannesburg Stock Exchange3
The pricing of skewness: Evidence from the Johannesburg Stock Exchange3
Evaluating equity analyst forecasts in South Africa3
Idiosyncratic momentum on the JSE3
ESG performance and firm value in the Chinese market3
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