Journal of International Financial Markets Institutions & Money

Papers
(The median citation count of Journal of International Financial Markets Institutions & Money is 4. 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
Turkish currency crunch: Examining behavior across investor types181
Editorial Board147
The Shock of US-China trade war and the job Market: Downstream shrinkage and upstream employment118
Determinants of firms’ default on unsecured loans in the P2P crowdfunding market116
The impact of foreign ownership on the media’s role in curbing insider trading around private meetings105
Serial acquirers and stock price crash risk: International evidence103
Do big data mutual funds outperform?97
Understanding sovereign credit ratings: Text-based evidence from the credit rating reports89
European stock market volatility connectedness: The role of country and sector membership88
Information effect of credit rating announcements in transition economies84
High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis74
Should I stay or should I go? Stock market reactions to companies' decisions in the wake of the Russia-Ukraine conflict68
The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach66
Access to capital and energy efficiency: How high-speed rail investments benefit high-tech firms66
Fintech, human development and energy poverty in sub-Saharan Africa64
Societal trust and corporate risk-taking: International evidence63
Antidumping, firm performance, and subsequent responses61
Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data60
Foreign controlling shareholders and corporate investment60
How to develop global energy-intensive sectors in the presence of carbon tariffs?59
Editorial Board58
Extractive institutions and banks’ implicit subsidies58
Havenly acquisitions56
Does systematic tail risk matter?55
From the executive suite to the environment: How does CEO power affect climate change disclosures?53
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets45
The economic consequences of violence against civilians: Developing economic resilience to violence45
Employment protection, corporate governance, and labor productivity around the World43
Leveraged finance exposure in the banking system: Systemic risk and interconnectedness40
Relationships between capital flow and economic growth: A network analysis40
Real earnings management and debt choice38
Macro fundamentals and the resurgence of the Feldstein–Horioka puzzle in Europe38
Corrigendum to “Societal trust and corporate risk-taking: International evidence” [J. Int. Fin. Mark. Instit. Money 76 (2022) 101490]36
Banks’ environmental policies and banks’ financial stability35
Learning financial survival from disasters34
Global financial uncertainty shocks and external monetary vulnerability: The role of dominance, exposure, and history34
Acquisition experience and director remuneration34
Foreign ownership and stock liquidity uncertainty34
Did Basel regulation cause a significant procyclicality?33
Do visiting monks give better sermons? An analysis of the foreign experience of Chinese fund managers32
The structure and degree of dependence in government bond markets32
Does ESG contracting align or compete with stakeholder interests?31
Central bank digital currency and systemic risk31
Covered interest rate parity deviations, COVID-19 pandemic infection cases, and vaccination30
Joint effect of linguistic style and ethnicity on entrepreneurial fundraising: Evidence from equity crowdfunding30
Did cryptomarket chaos unleash Silvergate's bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse29
Climate risk and the systemic risk of banks: A global perspective29
Organization capital, dividends and firm value: International evidence29
Does alternative finance moderate bank fragility? Evidence from the euro area29
Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts28
Unintentional herd behavior via the Google search volume index in international equity markets28
Tax avoidance regulations and stock market responses28
Asymmetric Higher-Moment spillovers between sustainable and traditional investments28
Bilateral investment treaties and portfolio investment28
Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors27
Social capital, trust, and bank tail risk: The value of ESG rating and the effects of crisis shocks27
Currency carry trades, risk management, and firm value: Evidence from Korean banking industry26
Sovereign risk dynamics in the EU: The time varying relevance of fiscal and external (im)balances*25
Asset pricing in the Middle East’s equity markets25
Do industries predict stock market volatility? Evidence from machine learning models25
Does local government debt regulation improve rural banks’ performance? Evidence from China25
Financial earthquakes and aftershocks: From Brexit to Russia-Ukraine conflict and the stability of European banks24
Securitisation special purpose entities, bank sponsors and derivatives23
Financial liberalization and the investment-cash flow sensitivity23
Investor attention factors and stock returns: Evidence from China23
Macroprudential regulations and systemic risk: Does the one-size-fits-all approach work?23
Revisiting the PPP puzzle: Nominal exchange rate rigidity and region of inaction23
Foreign investments during financial crises: Institutional investors’ informational skills create value when familiarity does not22
Self-disclosed peer effects on corporate capital structure22
EPU spillovers and stock return predictability: A cross-country study22
The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system21
Financial derivatives, analyst forecasts, and stock price synchronicity: Evidence from an emerging market21
Does market misvaluation drive cross-border M&As?21
Gold-mining stocks, risk factors, and tail patterns21
Currency carry trade: The decline in performance after the 2008 Global Financial Crisis20
What drives DeFi market returns?20
Family firm, financial constraint, and environmental preparedness: An international study20
Explaining cryptocurrency returns: A prospect theory perspective20
Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis19
Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries19
Editorial Board19
Geopolitical risk, financial constraints, and tax avoidance19
Why do stock markets negatively price democracy?19
Does equity market openness increase productivity? the dual effects of Shanghai-Hong Kong stock Connect program in China19
Differences in bank and microfinance business models: An analysis of the loan monitoring systems and funding sources19
Political uncertainty, COVID-19 pandemic and stock market volatility transmission19
Clustering asset markets based on volatility connectedness to political news19
Forecasting realised volatility: Does the LASSO approach outperform HAR?18
The institutional determinants of peer effects on corporate cash holdings18
Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility18
Asset pricing in bull and bear markets18
Do infectious diseases explain Bitcoin price Fluctuations?18
Trade facilitation costs and corruption: Evidence from China18
Does international trade moderate economic development’s impact on income inequality in the EU?18
The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory18
Cross-border equity flows and information transmission: Evidence from Chinese stock markets17
Technical analysis in cryptocurrency markets: Do transaction costs and bubbles matter?17
Banking networks, systemic risk, and the credit cycle in emerging markets17
Liquidity dynamics between virtual and equity markets17
From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?17
The governance effects of social media engagement on M&A outcomes: Evidence from China17
Editorial Board16
Are we living in an illusion? A fresh look at the importance of bank capital in the quest for stability16
Was the ICO boom just a sideshow of the Bitcoin and Ether Momentum?16
Bank lending during the COVID-19 pandemic: A comparison of Islamic and conventional banks16
Global climate policy uncertainty and financial markets16
Editorial Board16
Digital disruptors at the gate. Does FinTech lending affect bank market power and stability?16
The conditional volatility premium on currency portfolios16
From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress16
International political uncertainty and climate risk in the stock market16
Exchange rate regime changes and market efficiency: An event study16
ESG performance and investment efficiency: The impact of information asymmetry16
Underdog mentality, identity discrimination and access to peer-to-peer lending market: Exploring effects of digital authentication16
A canary in a Coalmine! religious agency and its impact on the performance of Islamic banks16
Financial sector development and microcredit to small firms16
Green bonds’ connectedness with hedging and conditional diversification performance16
Performance of intraday technical trading in China’s gold market15
The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX15
Corporate social responsibility in market liberalization: Evidence from Shanghai-Hong Kong Stock Connect15
Social media as an amplifier of insider trading profits15
Fan tokens: Sports and speculation on the blockchain15
Asset market equilibria in cryptocurrency markets: Evidence from a study of privacy and non-privacy coins15
Editorial Board15
Two faces of financial systems: Provision of services versus shock-smoothing15
Other comprehensive income volatility and bank risk15
Local product market competition and investment home bias15
The effect of individualism on bank risk and bank Performance: An international study15
Editorial Board15
Are state-owned enterprises more responsible for carbon neutrality? Evidence from stock market reactions to China’s commitment to carbon neutrality14
Regulatory arbitrage, shadow banking and monetary policy in China14
Forecasting international financial stress: The role of climate risks14
Short-term exchange rate forecasting: A panel combination approach14
Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate14
Board tenure diversity and investment efficiency: A global analysis14
One crash, too many: Global uncertainty, sentiment factors and cryptocurrency market14
The long-run risk premium in the intertemporal CAPM: International evidence14
Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?14
GCC Sovereign Wealth Funds: Why do they take control?13
Do macroprudential policies affect bank efficiency? Evidence from emerging economies13
Does climate risk shape firms’ accounting conservatism?13
New insights into liquidity resiliency13
Do CoCos serve the goals of macroprudential supervisors or bank managers?13
Self-regulation for responsible banking and ESG disclosure scores: Is there a link?13
Do financial markets reward government spending efficiency?13
Political sentiment and syndicated loan borrowing costs of multinational enterprises13
The impact of securities regulation on the information environment around stock-financed acquisitions13
Religiosity, neglected risk and asset returns: Theory and evidence from Islamic finance industry13
Editorial Board13
The value relevance of bank cash Holdings: The moderating effect of board busyness13
Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets13
FinTech platforms and mutual fund markets13
Bankruptcy reforms and corporate debt structure13
Political risk, hedge fund strategies, and returns: Evidence from G7 countries13
Hedging effectiveness of cryptocurrencies in the European stock market12
International tail risk connectedness: Network and determinants12
Infrastructure financing in Africa12
Do climate risks matter for green investment?12
Do traditional off-balance sheet exposures increase bank risk?12
Macroeconomic attention and stock market return predictability12
External investor protection and internal corporate governance: Substitutes or complements for motivating foreign portfolio investment?12
Empirical study on voting results and proxy advisor recommendations in Japan12
Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak12
Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches12
Social capital and bank liquidity hoarding12
Financial openness, liability composition of banks, and bank risk: International evidence12
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX12
Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model11
Sentiment and trading decisions in an ambiguous environment: A study on cryptocurrency traders11
Introducing the GVAR-GARCH model: Evidence from financial markets11
One size fits all? Effects of the zero lower bound on bank lending across countries11
Editorial Board11
Detecting the risk of cross-product manipulation in the EUREX fixed income futures market11
The more the better? Information sharing and credit risk11
Sovereign risk spill-overs in the banking sectors of Central America and the Caribbean11
An efficient method for pricing foreign currency options11
Global banks and the picking order in internal capital markets: Do locational activity patterns matter?11
Spillover effects of US monetary policy on emerging markets amidst uncertainty11
Confidence in the world bank and IMF: Alignment of individual beliefs and institutional policies11
The impact of lending relationships on the choice and structure of bond underwriting syndicates11
Tech titans and crypto giants: Mutual returns predictability and trading strategy implications11
CSR performance and firm idiosyncratic risk in a data-rich environment: The role of retail investor attention10
Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches10
The politician as a CEO, corporate governance and firm value10
When central bank research meets Google search: A sentiment index of global financial stress10
What’s the expected loss when Bitcoin is under cyberattack? A fractal process analysis10
The predictive content of oil price and volatility: New evidence on exchange rate forecasting10
Unravelling investors’ diverging responses to U.S. firms' global ESG incidents10
International crash risk premium10
Credit ratings quality in uncertain times10
Does competition improve sovereign credit rating quality?10
Concentration-stability vs concentration-fragility. New cross-country evidence10
How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market10
Switching costs and bank competition: Evidence from dual banking economies10
Risk and return in international corporate bond markets10
Banking regulation and corporate R&D investment: Evidence from regulatory penalties in China10
Do contingent convertible bonds reduce systemic risk?9
In times of crisis does ownership matter? Liquidity extraction through dividends during the 2007–2009 financial crisis9
Editorial Board9
Uncertainty and corporate default risk: Novel evidence from emerging markets9
Information shares and market quality before and during the European sovereign debt crisis9
Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?9
Does adopting voluntary ESG practices affect executive compensation?9
Aggregate insider trading and stock market volatility in the UK9
Commonality in intraday liquidity and multilateral trading facilities: Evidence from Chi-X Europe9
Sovereign Credit Default Swaps and the Currency Forward Bias9
The political pressure from the US upon RMB exchange rate9
HACKED: Understanding the stock market response to cyberattacks9
National culture and banks stock volatility9
Cultural values of parent bank board members and lending by foreign subsidiaries: The moderating role of personal traits9
A Comparative Textual Study of FOMC Transcripts Through Inflation Peaks9
Market risks that change US-European equity correlations9
Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks9
Corporate integrity culture and credit rating assessment9
Cross-market spoofing8
Editorial Board8
Women directors and market valuation: What are the “Wonder Woman” attributes in banking?8
Editorial Board8
The role of media coverage in the bubble formation: Evidence from the Bitcoin market8
Do peer effects matter in bank risk? Some cross-country evidence8
Mass media, air quality, and management turnover8
Editorial Board8
On the preferences of CoCo bond buyers and sellers8
Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence8
Secrecy culture and sensitivity of investment to stock prices: Evidence from emerging markets8
Global uncertainty and exchange rate conditions: Assessing the impact of uncertainty shocks in emerging markets and advanced economies8
Default dependence in the insurance and banking sectors: A copula approach7
Economic policy uncertainty and bank stability: Does bank regulation and supervision matter in major European economies?7
Unlocking Dividends: The impact of managerial social capital on international corporate payouts7
Policy signaling and stock price synchronicity: Evidence from China7
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets7
Board characteristics, external governance and the use of renewable energy: International evidence7
FinTech and financing constraints of enterprises: Evidence from China7
A novel integration of the Fama–French and Black–Litterman models to enhance portfolio management7
The relevance of media sentiment for small and large scale bitcoin investors7
Trade fragmentation and volatility-of-volatility networks7
A cross-regional investigation of institutional quality and sustainable development7
Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks7
Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods7
The role of education in capital Markets’ liquidity7
Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates7
Institutional settings and financing green innovation6
Does soft information determine credit risk? Text-based evidence from European banks6
Ex ante bond returns and time-varying monotonicity6
Diverse investor reactions to the COVID-19 Pandemic: Insights from an emerging market6
Electricity markets regulations: The financial impact of the global energy crisis6
Does the regional proximity lead to exchange rate spillover?6
Aggregate earnings and global equity returns6
Evaluation of sight deposits and central bank digital currency6
Insider trading restrictions and real activities earnings management: International evidence6
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