OOIR: Observatory of International Research

Papers

(The H4-Index of International Review of Financial Analysis is 57. 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 2020-04-01 to 2024-04-01.)

Article	Citations
COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach	890
Searching for safe-haven assets during the COVID-19 pandemic	388
Return connectedness across asset classes around the COVID-19 outbreak	318
Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany	207
Predicting stock returns in the presence of COVID-19 pandemic: The role of health news	192
Digitalization, competition strategy and corporate innovation: Evidence from Chinese manufacturing listed companies	184
ESG disclosure and financial performance: Moderating role of ESG investors	169
Women on corporate boards and corporate financial and non-financial performance: A systematic literature review and future research agenda	153
Can digital financial inclusion promote China's economic growth?	149
The impact of the FinTech revolution on the future of banking: Opportunities and risks	141
Diversifying equity with cryptocurrencies during COVID-19	136
Green credit policy and corporate access to bank loans in China: The role of environmental disclosure and green innovation	133
Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method	126
Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market	120
Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak	119
Green credit regulation, induced R&D and green productivity: Revisiting the Porter Hypothesis	114
The hedging effect of green bonds on carbon market risk	113
Investor attention and global market returns during the COVID-19 crisis	111
Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19	104
Corporate ESG performance and manager misconduct: Evidence from China	101
Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?	98
Asymmetric volatility spillover among Chinese sectors during COVID-19	97
Tail risk contagion between international financial markets during COVID-19 pandemic	96
Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties	92
Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.	89

Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis	88
Which sentiment index is more informative to forecast stock market volatility? Evidence from China	86
International variations in ESG disclosure – Do cross-listed companies care more?	86
When the Japanese stock market meets COVID-19: Impact of ownership, China and US exposure, and ESG channels	83
Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?	82
Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond	82
The impact of COVID-19 pandemic on transmission of monetary policy to financial markets	80
Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world	79
Why do institutional investors buy green bonds: Evidence from a survey of European asset managers	78
Assessing the safe haven property of the gold market during COVID-19 pandemic	78
A tale of two tails among carbon prices, green and non-green cryptocurrencies	77
Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach	76
Climate change, risk factors and stock returns: A review of the literature	76
Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets	76
Impact of internet finance on the performance of commercial banks in China	74
News sentiment in the cryptocurrency market: An empirical comparison with Forex	73
The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model	73
Cooperative financial institutions: A review of the literature	72
From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions	71
Financial market development: A potentiating policy choice for the green transition in G7 economies	70
Machine learning as an early warning system to predict financial crisis	70
Firms' digitalization and stock price crash risk	69
Carbon disclosure, carbon performance and financial performance: International evidence	68
Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic	67
Covid-19 pandemic and spillover effects in stock markets: A financial network approach	65
Volatility spillovers across NFTs news attention and financial markets	65
Cash flow uncertainty, financial constraints and R&D investment	64
Trump vs. Paris: The impact of climate policy on U.S. listed oil and gas firm returns and volatility	60
Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets	58
The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry	58
Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies	58
Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor	58