Global Finance Journal

Papers
(The TQCC of Global Finance Journal is 8. 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
Who trades bitcoin futures and why?279
Piecing together the extent of retail fractional trading158
Do Muslim CEOs and Muslim stakeholders prefer Islamic debt financing?145
It is not only what you say, but how you say it: ESG, corporate news, and the impact on CDS spreads104
Corporate social responsibility and voting over public goods96
Does the stock market anticipate events and supreme court decisions in corporate cases?68
Attention based dynamic graph neural network for asset pricing66
Liquidity spillovers in the global stock markets: Lessons for risk management66
Noninterest income mix and bank performance: Generalized propensity score fractional dose–response function evidence56
Editorial Board54
Trend following or reversal: Does culture affect predictions and trading behavior?49
The impact of public health emergencies on small and medium-sized enterprises: Evidence from China49
Clusters of social impact firms: A complex network approach48
On the stability of stock-bond comovements across market conditions in the Eurozone periphery45
Editorial Board44
Editorial Board44
Active mutual funds: Beware of smart beta ETFs!42
The evolution of corporate payout in Canada41
Profitability and low-risk anomalies reexamined41
Free trade and the efficiency of financial markets39
The regulatory environment and financial constraints of private firms in the European Union36
The pitfalls of (non-definitive) Environmental, Social, and Governance scoring methodology35
Analyst coverage, corporate social responsibility, and firm value: Evidence from China32
National culture and saving: How collectivism, uncertainty avoidance, and future orientation play roles31
Foreign bank lending in the U.S. during three U.S. recessions31
Which witch is which? Deconstructing the foreign exchange markets activity30
The digital economy, market integration and environmental gains29
Does the location of directors' additional positions matter? A new dimension of board structure28
Editorial Board27
Up and down together? On the linkage of momentum and reversal27
Social capital, human capital, and board appointments25
Islamic microfinance: A bibliometric review25
Editorial Board25
Home equity and retirement funding: Challenges and opportunities25
Can extra-financial ratings serve as an indicator of ESG risk?23
Sovereign credit ratings: Discovering unorthodox factors and variables23
Do Sukuk provide diversification benefits to conventional bond investors? Evidence from Turkey23
Gender bias in access to trade credit: Firm-level evidence from emerging markets22
Litigation risk, underpricing, and money-losing IPOs22
Measuring the risk appetite of bank-controlling shareholders: The Risk-Weighted Ownership index20
Retrospective wisdom: Long-term orientation and the rating downgrades of financial institutions20
Extreme weather, climate risk, and the lead–lag role of carbon20
FinTech development and commercial bank efficiency in China19
Exploring the drivers of investment in Fintech: Board composition and home bias in banking19
Credit market conditions, expected return proxies, and bank stock returns18
Fiduciary or loyalty? Evidence from top management counsel and stock liquidity18
Linkages between financial and macroeconomic indicators in emerging markets and developing economies18
Give me uncertainty, and I will shine: CEO narcissism and corporate performance18
CSR in the bond market: Pricing stakeholders and the moderating role of the institutional context16
Asymmetric volatility connectedness between Islamic stock and commodity markets16
Fintech's impact on conventional and Islamic sustainable equities: Short- and long-term contributions of the digital financial ecosystem16
Terror threat and investor sentiment: International evidence16
Multinationals and stock return comovement15
The evolution of the application of capital budgeting techniques in enterprises15
Revisiting conventional and green finance spillover in post-COVID world: Evidence from robust econometric models15
Effects of female directors on gender diversity at lower organization levels and CSR performance: Evidence in Japan14
Financial turbulence, systemic risk and the predictability of stock market volatility14
Large blockholders and stock price crash risk: An international study14
Local culture and tax avoidance: Evidence from gambling preference behavior14
Powerful CEOs and investment efficiency14
Societal trust and corporate underinvestment14
What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?13
Economic policy uncertainty and stock market activity: Evidence from China12
Digital transformation in finance and its role in promoting financial transparency12
Erratum regarding missing Declaration of Competing Interest statements in previously published articles12
Estimating probability of default via delinquencies? Evidence from European P2P lending market12
Is there a green fund premium? Evidence from twenty seven emerging markets12
A new financial regulatory framework for digital finance: Inspired by CBDC12
CEO and CFO equity compensation and dividend payout over the firm lifecycle12
Are Mondays different? Evidence from initial public offerings12
Banking competition and the use of shadow credit: Evidence from lending marketplaces12
The dynamics of market efficiency of major cryptocurrencies12
Executive compensation disclosure in emerging markets with weak shareholder enforcement: A multi-level analysis12
Financial technology and financial capability: Study of the European Union12
Currency hedging for single-currency equity portfolios: Does cross-asset risk matter?11
Public sector unions and municipal debt11
Information asymmetry in non-US stocks: The compounding and mitigating effects of tax havens and corruption11
IPOs in New Zealand: Nonfinancial disclosures, valuation, and short-term performance11
Do company visits by institutional investors mitigate managerial myopia in R&D investment? Evidence from China11
Does bank capital reduce liquidity creation?11
CEO pay ratios and financial reporting quality11
The effect of digital economy and environmental regulation on green total factor productivity: Evidence from China11
Stock returns and income inequality: Asymmetric evidence from state level data in the U.S.11
The effect of securities class action lawsuits on mergers and acquisitions10
CEOs versus the board: Implications of strained relations for stock liquidity10
Foreword to 2021 New Zealand Finance Meeting10
Idiosyncratic return volatility and the role of firm fundamentals: A cross-country analysis10
Informed trading in the options market surrounding data breaches10
Increasing profitability through contingent convertible capital: Empirical evidence from European banks10
Editorial Board10
Heterogeneity in the information content of 8-K disclosures about private targets: Acquirer size and target significance9
Cross-sector comovements and policy impact in the COVID-19 stock market: A dynamic factor approach9
Special issue on ‘financial crisis and its effects on the European economy’9
Do pricing efficiencies in Indian equity ETF market impact its performance?9
Editorial Board9
Editorial: Special issue on green finance and the post-COVID-19 world9
Sleeplessness, distraction and stock market performance: Evidence from the world cup9
Role of digital finance, investment, and trade in technological progress8
Does social trust mitigate insiders' opportunistic behaviors? Evidence from insider trading8
Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication8
World dividends and tax shocks8
Limits of arbitrage and their impact on market efficiency: Evidence from China8
Trade credit, creditor protection and banking crisis8
How quickly do investors react to analyst reports? Evidence from reports released outside trading hours8
Managerial market timing under credit risk: How do timed buybacks and stock issuances influence the value of long-term shareholders?8
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