Investment Analysts Journal

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 2021-05-01 to 2025-05-01.)
ArticleCitations
The sustainable lifestyle level: How real salary increases affect adequate retirement provision41
Measuring corporate failure risk: Does long short-term memory perform better in all markets?29
Higher moments and industry momentum returns21
Examining swap butterfly risk premia in South Africa18
Analysts’ stock ratings and the predictive value of news and Twitter sentiment14
The interconnectedness and spillover effects among economic uncertainty, energy-related risks and sovereign risk in BRICS economies14
Tactical asset allocation using the Kalman filter14
The asymmetric relationship between volatility index and volatility-of-volatility index10
Mutual fund shareholdings and performance: A network perspective10
What is the optimal offshore allocation for South African investors?6
CEO-related announcements, trading activity, and calendar effects6
The influence of crises on the financial position of multinationals in emerging markets5
Correction5
Relevance of corporation quality and environmental protection, social responsibility, and corporate governance5
Central bank policy rate announcements and high-frequency intra-day benchmark stock returns reaction dynamics: Evidence from South Africa4
Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications4
Gender preferences in cryptocurrency systems: Sentiment analysis and predictive modelling4
The information content of bond rating changes and insider trading in Korea3
A quantile-based analysis of risk-return dynamics in the South African equity market3
The MAX puzzle in a frontier market before and during the Covid-19 pandemic3
Do changes in star selection criteria affect analyst behaviour?3
Corporate social responsibility and firm performance: Evidence from Korea2
CFOs versus CEOs: Risk-taking incentives and decisions of corporate policies2
Integration among the BRICS stock markets: Filtering out global factors2
Heterogeneous investor attention to climate risk: Evidence from a unique dataset2
Employing behavioural portfolio theory for sustainable investment: Examining drawdown risks and ESG factors2
ESG performance and firm value in the Chinese market2
The cumulative prospect theory and fund flows in emerging markets2
Tracking error volatility and relative risk budgets2
Nonlinear dependencies in the Fama and French three-factor model2
Financial analysts’ information role on brand capital2
Bayesian forecasting of stock returns on the JSE using simultaneous graphical dynamic linear models2
Early evidence on the performance of hedged exchange traded funds2
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