European Journal of Finance

Papers
(The median citation count of European Journal of Finance is 2. 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 2020-10-01 to 2024-10-01.)
ArticleCitations
Do ESG strategies enhance bank stability during financial turmoil? Evidence from Europe113
Historical geopolitical risk and the behaviour of stock returns in advanced economies55
The diffusion of fintech, financial inclusion and income per capita54
How stable are stablecoins?39
Ascertaining price formation in cryptocurrency markets with machine learning34
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis29
Do managers learn from stock prices in emerging markets? Evidence from China28
Bitcoin option pricing with a SETAR-GARCH model27
What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?27
Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective25
The effects of the EU non-financial reporting directive on corporate social responsibility25
Women on boards and corporate social irresponsibility: evidence from a Granger style reverse causality minimisation procedure24
How do fintech start-ups affect financial institutions’ performance and default risk?24
Are financially constrained firms susceptible to a stock price crash?23
Do investors feedback trade in the Bitcoin—and why?19
International monetary policy and cryptocurrency markets: dynamic and spillover effects18
Hardening soft information: does organizational distance matter?17
Discontinuous movements and asymmetries in cryptocurrency markets16
CEO overconfidence and the probability of corporate failure: evidence from the United Kingdom16
Industrial policy and non-financial corporations’ financialization: evidence from China14
Investor attention and idiosyncratic risk in cryptocurrency markets14
P2P lending and outside entrepreneurial finance14
Predictability of bitcoin returns14
Behavioural aspects of China's P2P lending13
Modeling demand for ESG13
Liquidity-adjusted value-at-risk: a comprehensive extension with microstructural liquidity components12
Measuring the systemic risk in indirect financial networks12
How do local banks respond to natural disasters?12
Initial Coin offerings: what rights do investors have?11
Bank capital and profitability: evidence from a global sample11
The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-1910
Is a promise a promise? Analyzing performance commitment in acquisitions and target firm performance10
Brand capital and credit ratings10
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss10
Preventing the deterioration of bank loan portfolio quality: a focus on unlikely-to-pay loans9
Financial structures, political risk and economic growth9
The combined effects of economic policy uncertainty and environmental, social, and governance ratings on leverage9
Financial inclusion and financial technology: finance for everyone?9
Financial inclusion, at what cost? : Quantification of economic viability of a supply side roll out9
The decision to go public and the IPO underpricing with locally biased investors9
Can financial crisis be detected? Laplacian energy measure9
Are cryptos becoming alternative assets?9
More money, more honey? An examination of additionality of China’s government R&D subsidies9
The financial and operational impacts of European SMEs’ use of trade credit as a substitute for bank credit8
Does social trust restrict dual agency costs? Evidence from China8
The unintended consequence of social media criticisms: an earnings management perspective8
Shock waves and golden shores: the asymmetric interaction between gold prices and the stock market8
Bank funding costs and solvency8
The profitability and distance to distress of European banks: do business choices matter?8
Linguistic errors and investment decisions: the case of ICO white papers8
Time-varying spillovers of higher moments between Bitcoin and crude oil markets and the impact of the US–China trade war: a regime-switching perspective7
Risk management and the cost of equity: evidence from the United Kingdom’s non-life insurance market7
Responsible investments: an analysis of preference – the influence of local political views on the return on ESG portfolios7
Transition versus physical climate risk pricing in European financial markets: a text-based approach7
The effect of board independence on firm performance – new evidence from product market conditions7
Dynamic allocations for currency investment strategies7
Spot exchange rate volatility, uncertain policies and export investment decision of firms: a mean-variance decision approach7
Social environment and corporate payouts6
TMT gender diversity: implications for corporate tournaments and innovation6
Quantifying systemic risk with factor copulas6
The effects of macroprudential policies on credit growth6
The stress contagion among financial markets and its determinants6
Make a promise: the valuation adjustment mechanism in Chinese private target acquisitions6
Forecasting international REITs volatility: the role of oil-price uncertainty6
Investor attention and portfolio performance: what information does it pay to pay attention to?6
Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending6
Heterogeneous speculators and stock market dynamics: a simple agent-based computational model6
The impact of corporate social responsibility on corporate financialization6
Modeling market fluctuations under investor sentiment with a Hawkes-Contact process6
The effects of top management team strategic cognition on corporate financial health and value: an interactive multi-dimensional approach6
Bond portfolio management under Solvency II regulation5
Corruption, national culture and corporate investment: European evidence5
The effect of media coverage on target firms’ trading activity and liquidity around domestic acquisition announcements: evidence from UK5
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes5
Distributed Ledger technology systems in securities post-trading services. Evidence from European global systemic banks5
How does mutual fund flow respond to oil market volatility?5
Detecting zombie banks5
Polynomial adjusted Student-t densities for modeling asset returns5
Brexit spillovers: how economic policy uncertainty affects foreign direct investment and international trade5
Vulnerability of scale-free cryptocurrency networks to double-spending attacks5
Can strong capital regulation prevent risk-taking from deposit insurance?5
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*5
Reactive global minimum variance portfolios withk-BAHC covariance cleaning5
The impact of efficiency on asset quality in banking5
Can social capital and reputation mitigate political and market competition risk?5
People and investor attention to climate change5
Non-parametric estimation of quadratic Hawkes processes for order book events5
Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets5
Does sound lending infrastructure foster better financial reporting quality of SMEs?5
On the statistics of scaling exponents and the multiscaling value at risk5
Noise trading and market stability5
The effects of negative interest rates: a literature review and additional evidence on the performance of the European banking sector5
The new challenges of global banking and finance5
Organizational culture, competition and bank loan loss provisioning5
Financial stability: a ‘vaccine’ for tail risk of the global banking sector in the shadow of the pandemic4
Regional GDP Distortion and Analyst Forecast Accuracy: Evidence from China4
Ripples on financial networks4
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?4
The influence of a mortgage interest deduction on house prices: evidence across tax systems in Europe4
Agricultural entrepreneurship fostering from behavioral decision theory perspective. Celebrity branding impact on financial and non-financial motivation4
CEOs’ supply chain experience and firm innovation: evidence from China4
ESG complementarities in the US economy4
Financial reporting and macroeconomics4
Do SMEs benefit from the corporate sector purchase program? evidence from the eurozone4
Shunned stocks and market states4
Customer risk and the choice between cash and bank credit lines4
Banks and sovereigns: did adversity bring them closer?4
Portfolio choices and hedge funds: a disappointment aversion analysis4
Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk4
Tomorrow's fish and chip paper? Slowly incorporated news and the cross-section of stock returns4
To be or not to be in the EU: the international economic effects of Brexit uncertainty4
A novel measure of sleep based on Google: the case for financial markets4
Tournament incentives, internal promotion and corporate social responsibility: evidence from China4
State-dependent asset allocation using neural networks4
Do fund flows moderate persistence? Evidence from a global study4
The dynamics of returns predictability in cryptocurrency markets3
Are financial development and financial stability complements or substitutes in poverty reduction?3
Varieties of funds and performance: the case of private equity3
Assessing systemic risk spillovers from FinTech to China’s financial system3
Corruption-related disclosure in the banking industry: evidence from GIPSI countries3
The risk sensitivity of Basel risk weights and loan loss provisions: evidence from European banks3
Economic policies and their effects on financial market3
If you feel good, I feel good! The mediating effect of behavioral factors on the relationship between industry indices and Bitcoin returns3
A parameter based approach to single factor stochastic process selection for real options applications3
Banking regulation, procyclicality, and asset correlations in the real economic environment3
Euro area monetary asset demand and Divisia aggregates**3
Leverage and capital utilization3
Social media coverage and post-earnings announcement drift: evidence from seeking alpha3
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle3
Corporate tax-shields and capital structure: leveling the playing field in debt vs equity finance3
Energy ETF return jump contagion: a multivariate Hawkes process approach3
Can the seasonal pattern of consumption growth reproduce habits in the cross-section of stock returns? Evidence from the European equity market3
Recent advances and future directions in macro-finance: macroeconomic conditions and corporate decisions3
Information search costs and trade credit: evidence from high-speed rail connections3
The determinants of liquidity commonality in the Euro-area sovereign bond market3
Home bias and the need to build a bond market track record3
Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns3
The role of hedge funds in the asset pricing: evidence from China3
Country uncertainty, power distance, and payment methods in acquisitions3
The impact of government borrowing on corporate acquisitions: international evidence3
The dynamics between the stock market and exchange rates: Spain 1999–20153
How does entrepreneurship influence the efficiency of household portfolios?3
A high-frequency analysis of return and volatility spillovers in the European sovereign bond market3
How do banking analysts behave around unanticipated news? Evidence from operational risk event announcements3
Hawkes processes in finance: market structure and impact3
Corporate dividend policy, managerial overconfidence, myopia, and investor irrationality: a complex concoction3
Industry herding by hedge funds3
Distributional properties of the book to market ratio and their implications for empirical analysis2
Short selling disclosure and its impact on CDS spreads2
International spillovers of corporate scandal: evidence from the Harvey Weinstein event2
Saving behaviour and health: A high-dimensional Bayesian analysis of British panel data2
The quantity theory of stock prices2
Do CSR ethics dominate weak shareholder protection? The case of corporate insider trading in Europe2
Analysing emerging market returns with high-frequency data during the global financial crisis of 2007–20092
Exchange rate forecasting using economic models and technical trading rules2
Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises2
Reference-dependent preferences and stock market participation2
The economics of banking regulation in Europe: does the post-GFC bail-in regime effectively eliminate implicit government guarantees?2
Neither true nor fairweather friend: relationship banking and SME borrowing under Covid-192
Changing currencies and cognitive biases: evidence of the impact of introducing the Euro on dividend heaping in Europe2
Good volatility, bad volatility, and time series return predictability2
Private firms, corporate investment and the WACC: evidence from France2
On the ranking consistency of systemic risk measures: empirical evidence*2
The role of board age diversity in the performance of publicly listed Fintech entities2
Kindness or hypocrisy: political mindset and corporate social responsibility decoupling in Chinese firms2
Corporate disclosure, compliance and consequences: evidence from Russia2
Portfolio management using time-varying vine copula: an application on the G7 equity market indices2
The effect of ‘underwriter–issuer’ personal connections on IPO underpricing2
The macroeconomic content of analyst news during economic crises and bailouts2
Board Political Superiority and firm performance variability2
The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach2
Multivariate GARCH with dynamic beta2
Do dividend policies of privately held firms follow a life cycle?2
Is business formation driven by sentiment or fundamentals?2
The impact of ERM on insurer performance under the Solvency II regulatory framework2
Dynamic financing and hedging under model uncertainty2
Multiple owners and productivity: evidence from family firms2
Testing the accruals anomaly based on the speed of price adjustment2
Cash shortfall, SEO offer size, and SEO announcement returns2
Valuation of spread options under correlated skew Brownian motions2
Why do firms purchase directors and officers liability insurance? – a perspective from short selling threats2
Irreversible investment, asset returns, and time-inconsistent preferences2
Informational inefficiency on bitcoin futures2
Short-sale deregulation and corporate tax aggressiveness: evidence from the Chinese market2
0.028954029083252