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 2021-02-01 to 2025-02-01.)
ArticleCitations
Quantile dependencies between exchange rate volatility and sectoral stock returns in South Africa23
Under- or -overreaction: Investors’ response to black swan events23
Rating to economic profit: Valuation properties, implementation issues, and the justification of target prices19
Central bank policy rate announcements and high-frequency intra-day benchmark stock returns reaction dynamics: Evidence from South Africa18
Economic policy uncertainty and industry portfolio returns in the United States14
The sustainable lifestyle level: How real salary increases affect adequate retirement provision14
Financial constraints and the financial distress puzzle: Evidence from a frontier market before and during the Covid-19 pandemic10
Measuring corporate failure risk: Does long short-term memory perform better in all markets?7
Statistical arbitrage on the JSE based on partial co-integration7
Dynamic behaviour of institutional ownership and firm life cycle: Evidence from Taiwan5
Predicting corporate defaults using machine learning with geometric-lag variables5
The spillover and leverage effects and trading volume of FinTech Exchange-Traded Funds4
Is the rand a commodity currency? A volatility spillover analysis4
Gender preferences in cryptocurrency systems: Sentiment analysis and predictive modelling4
Do changes in star selection criteria affect analyst behaviour?3
Text-mining approach with Black–Litterman model: A case study of Armenian pension funds3
The highest-lowest price range and the cross-sectional returns predictability3
Equity issuance and share price performance on the Johannesburg Stock Exchange3
Does board diversity influence idiosyncratic risk: Empirical evidence from Chinese listed firms3
A quantile-based analysis of risk-return dynamics in the South African equity market2
The MAX puzzle in a frontier market before and during the Covid-19 pandemic2
Examining swap butterfly risk premia in South Africa2
Does the elderly’s private pension ownership intensify aggregate equity demand? Empirical evidence in the US2
Higher moments and industry momentum returns2
Impacts of analyst coverage initiation on market quality2
The impact of conventional energy markets on connectedness dynamics among eco-friendly assets2
The information content of bond rating changes and insider trading in Korea2
Firm quality and stock returns: Evidence from India2
The impact of news on South African sovereign bond yields2
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