OOIR: Observatory of International Research

Papers

(The H4-Index of North American Journal of Economics and Finance is 34. 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 2022-06-01 to 2026-06-01.)

Article	Citations
Editorial Board	122
US structural drivers of international portfolio returns	119
An analytical solution for the robust investment-reinsurance strategy with general utilities	118
Unveiling the gold-oil whirl amidst market uncertainty shocks in China	100
Legal shifts and corporate strategy: The impact of China’s New Securities Law on earnings management	72
The transition of the global financial markets' connectedness during the COVID-19 pandemic	67
Dynamics of market power and stability in GCC banking: econometric analysis and policy implications	67
Credit ratings and top executives’ political ideology	56
Editorial Board	54
Expected versus unexpected Inflation:The role of Trade Policy	53
Dissecting returns of non-fungible tokens (NFTs): Evidence from CryptoPunks	53
Which uncertainty measure better predicts gold prices? New evidence from a CNN-LSTM approach	51
Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns	51
The impact of audit fees and auditor tenure on company valuation: An analysis of large U.S. audit firms	50
Multi-step barrier products and static hedging	50
Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events	50
Corrigendum to “Regime-Switching volatility and risk quantification in South Asian and developed stock Markets: A Comparative perspective using Markov-Switching GARCH with MLE and MCMC estimations” [N	50
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach	48
Exploring the dynamic spillover of cryptocurrency environmental attention across the commodities, green bonds, and environment-related stocks	48
Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective	45
A non-zero-sum investment and reinsurance game between two mean–variance insurers with dynamic CVaR constraints	45
Modeling the unintended consequences of short selling for innovation investment	43
The impact of Twitter-based sentiment on US sectoral returns	42
Hand in hand or left behind: The dual impact of leading firms’ digital technologies on industry digital transformation	41
Unveiling the bright side of rice-farming culture in shaping innovation: Evidence from Chinese listed firms	39

On the connectedness between the uncertainty of central bank digital currency adoption and stablecoins	39
Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods	38
Impact of Off-Balance-Sheet Activities on the Effectiveness of Monetary Policy	38
Strategic cooperation in fintech field and efficiency of commercial banks	37
The effect of compound heat-drought risk on municipal corporate bonds pricing: Evidence from China	37
Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method	37
Economic fundamentals, policy responses, and state-level municipal bond sensitivity to COVID-19 prevalence	35
Green bonds and clean energy stocks: Safe havens against global uncertainties? A wavelet quantile-based examination	34
Editorial Board	34