Quarterly Review of Economics and Finance

Papers
(The H4-Index of Quarterly Review of Economics and Finance is 27. 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 2021-09-01 to 2025-09-01.)
ArticleCitations
Irregularities in forward-looking volatility152
Rigidity in public contracts: Implications for renewal dynamics104
The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index75
Effects of credit and labor constraints on microenterprises and the unintended impact of changes in household endowments: Use of threshold estimation to detect heterogeneity70
Readability of asset securitization reporting and bank holding company’s credit risk69
FoMO in the Bitcoin market: Revisiting and factors69
Trading strategies and the frequency of time-series65
Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-1960
ESG rating, rating divergence and investment efficiency: International evidence52
Do board size, institutional ownership and external auditors matter to market discipline in Indonesian banking?48
The positive impact of investment subsidies on the economy with present-biased consumers45
News-based economic policy uncertainty and financial contagion: An international evidence43
Capital requirements and banks performance under Basel-III: A comparative analysis of Australian and British banks40
Moderating role of ESG disclosures and its impact on firm financial performance39
Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability38
The capital ratio and the interest rate spread: A panel threshold regression approach37
Quality differentiation and optimal pricing strategy in multi-sided markets37
Risk assessment of equity-based conventional and islamic stock portfolios36
Access-for-all to financial services: Non-resources tax revenue-harnessing opportunities in developing countries36
Decomposition of non-performing loans dynamics into a debt-servicing capacity and a risk taking indicators34
Term structure of equity risk premia in rough terrain: 150 years of the French stock market33
The effect of financial distress on capital structure: The case of Brazilian banks33
Firm valuation with state dependent COD taxation30
The sustainability factor in asset pricing: Empirical evidence from the Indian market30
Permanent inequality versus earnings instability and transmission of income shocks to consumption expenditure in India30
Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities?28
Time-frequency co-movement and cross-quantile connectedness of exchange rates: Evidence from ASEAN+3 Countries28
The decline in stock exchange listed firms27
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