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 2022-08-01 to 2026-08-01.)

Article	Citations
US structural drivers of international portfolio returns	133
An analytical solution for the robust investment-reinsurance strategy with general utilities	129
Dynamics of market power and stability in GCC banking: econometric analysis and policy implications	103
Credit ratings and top executives’ political ideology	80
Editorial Board	75
Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective	60
Expected versus unexpected Inflation:The role of Trade Policy	60
Modeling the unintended consequences of short selling for innovation investment	58
The impact of Twitter-based sentiment on US sectoral returns	57
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	55
Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns	55
Which uncertainty measure better predicts gold prices? New evidence from a CNN-LSTM approach	54
On the connectedness between the uncertainty of central bank digital currency adoption and stablecoins	54
A non-zero-sum investment and reinsurance game between two mean–variance insurers with dynamic CVaR constraints	54
Hand in hand or left behind: The dual impact of leading firms’ digital technologies on industry digital transformation	52
Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events	50
Unveiling the gold-oil whirl amidst market uncertainty shocks in China	47
The impact of audit fees and auditor tenure on company valuation: An analysis of large U.S. audit firms	45
Dissecting returns of non-fungible tokens (NFTs): Evidence from CryptoPunks	44
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach	44
Legal shifts and corporate strategy: The impact of China’s New Securities Law on earnings management	43
The transition of the global financial markets' connectedness during the COVID-19 pandemic	41
The effect of compound heat-drought risk on municipal corporate bonds pricing: Evidence from China	41
Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?	40
Editorial Board	40

Bank systemic risk prediction based on text mining and explainable machine learning	39
Enhanced index tracking: A relative downside risk approach	38
MRN-based connectedness: A nonlinear approach for capturing systemic risk dynamics in financial systems	38
Deregulation of short selling and corporate cash dividend policy: A quasi-natural experiment from China	37
International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models	36
Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets	36
Fintech, strategic incentives and investment to human capital, and MSEs innovation	36
Impact of Off-Balance-Sheet Activities on the Effectiveness of Monetary Policy	35
Unveiling the bright side of rice-farming culture in shaping innovation: Evidence from Chinese listed firms	34
Hedging oil risk: the role of energy markets in BRICS and G7 economies	34
The influence of geopolitical risk on CBDC adoption and uncertainty: wavelet coherence analysis	34
Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method	34