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 2022-05-01 to 2026-05-01.)
ArticleCitations
The effects of bundling strategy on bank interest margins: theoretical and empirical evidence159
Female venture capitalists on boards and firm innovation in China82
Model scan and optimal portfolio choice in European stock returns77
Can social capital and reputation mitigate political and market competition risk?69
Portfolio management using time-varying vine copula: an application on the G7 equity market indices51
Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking?41
Corruption-related disclosure in the banking industry: evidence from GIPSI countries38
Predicting firm bankruptcy using macroeconomic and uncertainty variables: an ensemble machine learning study of the French market37
Poor performance and CEO turnover in community banks: the role of gender in managerial successions31
Cryptocurrency research: future directions24
Assessing systemic risk spillovers from FinTech to China’s financial system23
Bank market power and interest rate setting: why consolidated banking data matter22
International monetary policy and cryptocurrency markets: dynamic and spillover effects22
The stress contagion among financial markets and its determinants19
Weathering the storm: extreme weather's impact on international financial markets18
Improving financial volatility nowcasts*18
Preface18
Labor unions and debt covenant violations*17
Banks’ liability structure and monetary policy transmission: evidence from a quasi-natural experiment in China17
The bright side of relationship lending: cooperative banks and corporate loans16
Trust-based relationship banking, and SME financing in the UK16
Global volatility connectedness and the determinants: evidence from multilayer networks16
Do corruption perceptions impact the pricing and access of euro area corporations to bond markets?16
Source of US market predictability in international equities: the investor attention perspective15
How do fintech start-ups affect financial institutions’ performance and default risk?15
Correction14
What do banks tell us about financial stability? Predicting systemic crises using text-based machine learning14
Bank funding constraints and stock liquidity14
The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach14
On the impact of low interest rates on common withdrawal rules in old age14
Does geopolitical risk affect bank lending behavior? Evidence from Europe13
What makes successful equity crowdfunding campaigns? A machine learning analysis of information cues13
Does the form of state ownership and political connections influence the incidence of financial statement fraud?13
Specialist shareholder activists and their impact on campaign success and target firm value13
The impact of the global financial crisis and the European sovereign debt crisis on the capital structure of firms in Europe: do SMEs, and listed firms respond the same?12
Predicting financial distress: the power of sentiment words in business plans12
Board Political Superiority and firm performance variability11
Neighbors matter for risk tolerance11
Why do firms purchase directors and officers liability insurance? – a perspective from short selling threats11
Are fund managers incentivised to ignore stock market jumps?10
Inclusive financial policies and bank lending10
Social trading platforms vs. mutual funds: herding tendencies and portfolio risks*10
Hawkes processes in finance: market structure and impact10
UK or the Eurozone: which common currency area can work for Northern Ireland after Brexit?10
Stock mispricing and SEO decisions: how does the market respond to the timing behavior?10
Can financial crisis be detected? Laplacian energy measure10
Predicting corporate financial performance in the FMCG industry through machine learning: comparing mandatory and voluntary ESG disclosures9
The role of board age diversity in the performance of publicly listed Fintech entities9
The determinants of liquidity commonality in the Euro-area sovereign bond market9
Does digital technology development attenuate investor local attention bias?9
Do dividend policies of privately held firms follow a life cycle?9
Responsible access to credit for sole-traders and micro-organizations under unstable market conditions with psychometrics9
Portfolio optimisation under prospect theory with an empirical test9
Cash-rich seasoned equity issuers9
Sustainability and private investors9
The first is free: do employee stocks incentivize stock market participation?9
The spirit of capitalism, investment, and consumption smoothing8
Negative rates and bank profit and cost efficiency: evidence for Eurozone8
Judicial independence and corporate tax avoidance8
The new challenges of global banking and finance8
A primer on Chapter 11 bankruptcy filings: why the genders of the CEO and judge (may) matter8
Revealing the risk perception of investors using machine learning8
Risk in the cryptocurrency markets: the role of structural breaks and fat-tailed distributions in estimating value-at-risk and expected shortfall8
The impact of bank money on stock market integration: evidence from the Eurozone7
Revisiting the CAPM: pricing ambiguity and the size factor7
Predicting Chinese bond risk premium with machine learning7
Ants rather than molecules: the impact of herding on investment under uncertainty7
Public data access and capital structure adjustment speed: evidence from China7
Empirical test of the hedonic editing hypothesis in mutual fund redemptions: evidence from individual account data7
Dual-bid corporate charters, entrepreneurial incentives and social efficiency7
The effects of LIBOR’s manipulation and discontinuation on volatility and liquidity in LIBOR futures markets7
Portfolio allocation and borrowing constraints6
Inflation expectations and the stock-bond nexus in the US: hedging implications6
Heuristic portfolio rules with labor income6
Is zero leverage good for firms’ performance?6
Mutual fund centrality and the remote acquisitions of listed firms in China*6
Analysts’ forecast anchoring and discontinuous market reaction: evidence from China6
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes6
The dynamics of returns predictability in cryptocurrency markets6
Navigating through crisis: an empirical investigation of effective response strategies for reputation restoration6
Quantitative easing and the functioning of the gilt repo market6
Sustainable finance and governance: an overview6
Local newspaper closures and suppliers' investment efficiency6
Political connections and investment inefficiency: a machine learning approach6
Price vs. market-cap-weighted portfolio diversification: does it matter?6
Euro area monetary asset demand and Divisia aggregates**6
Time-varying spillovers of higher moments between Bitcoin and crude oil markets and the impact of the US–China trade war: a regime-switching perspective5
Option market liquidity and stock price crash risk5
To be or not to be in the EU: the international economic effects of Brexit uncertainty5
Board gender diversity, disclosure, and unethical banking conduct5
Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching5
Information search costs and trade credit: evidence from high-speed rail connections5
Hedging quantitative easing5
Mutual fund performance: the model for selecting persistent winners5
Will major customers push suppliers to improve their internal information quality?5
Identifying systemic risk drivers of FinTech and traditional financial institutions: machine learning-based prediction and interpretation5
Controlling shareholder’s share pledging and annual report tone management: empirical evidence from Chinese listed firms5
Determinants of the use of European Structural and Investment Funds5
Joint calibration of VIX and VXX options: does volatility clustering matter?5
The effect of ‘underwriter–issuer’ personal connections on IPO underpricing5
Valuation of spread options under correlated skew Brownian motions5
An investigation into the relationship between cryptocurrency active addresses and prices during major geopolitical conflicts5
How do local banks respond to natural disasters?5
How do institutional investors dictate corporate cash holdings in a financially constrained environment?5
The combined effects of economic policy uncertainty and environmental, social, and governance ratings on leverage5
Corporate tax-shields and capital structure: leveling the playing field in debt vs equity finance4
The effect of climate risk on firm cash holdings: evidence from the euro area4
Memory-enhanced momentum in commodity futures markets4
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle4
Adverse impact of capital regulatory reform and policy remedy: theory and evidence4
From text to treasure: the predictive superiority of a FinTech index in stock market returns4
Decomposing the relation between irrational behaviors and beta4
Rain or shine, default risks align: exploring the climate-default nexus in small and micro firms4
The impact of government borrowing on corporate acquisitions: international evidence4
Risk taking in the context of financial advice: does gender interaction matter?4
Nonparametric determinants of market liquidity4
Is the investor's reliance on cognition and emotional regulation predict preference for selecting value versus growth stocks?4
Cryptocurrency jump contagion with market sentiment events: a study of high frequency cross effect4
The euro area carbon bond premium4
Bank liquidity and capital shocks in unconventional times4
Let me sleep on it: sleep and investor reactions to earnings surprises4
Keeping it in the family: financial constraints and the succession intention of micro and small enterprises in China4
Profitability of insider trading in Turkey3
The hidden costs of hedge fund activism: insights into market liquidity dynamics3
The impact of corporate social responsibility on corporate financialization3
The role of sovereign credit risk in the FX market3
Confucianism and the costs of high leverage3
Optimization of a functional involving k linear and one quadratic forms with applications to multi-period portfolio selection3
Hedging, optimal capital structure and incentives for risk-shifting with preferences for liquidity3
Fintech and financial markets: new research directions3
A new channel for global volatility propagation3
Disentangling prefectural similarities in the capital structure of Japanese SMEs through pairwise testing3
Internationalization and zero leverage3
Forging a path to sustainability: the impact of Fintech on corporate ESG performance3
Reinforcement learning for bond portfolio management: an actor-critic approach3
Lending lessons from defaults: adjustments in borrowing behavior after peer defaults3
Combining portfolio rules to improve prediction of global minimum variance portfolio weights3
Environmental attention and cryptocurrency bubbles: insights from the cryptocurrency environmental attention index3
The barriers to informal financing: an examination of the influence of institutional distance on trade credit3
Country corruption and corporate cash holdings: the mediating effect of firm’s anti-bribery policy3
Persistence or reversal? The effects of abnormal trading volume on stock returns3
Trading patterns in the bitcoin market3
Managing for the future: managerial short-termism impact on corporate ESG performance in China3
Idiosyncratic factors that shape shareholder reward policies in capital intensive companies3
Information processing costs and credit ratings: evidence from investor interactive platforms in China3
Corruption, national culture and corporate investment: European evidence3
Transition versus physical climate risk pricing in European financial markets: a text-based approach3
Crash risk connectedness in commodity markets3
Stablecoin devaluation risk2
The information content of currency option-implied volatilities: implications for ex-ante forecasts of global equity correlations2
Positive versus negative ESG portfolio screening and investors’ preferences2
The marginal cost of capital: a portfolio theory perspective2
The impact of corruption on investment and financing in the European Union: new insights2
Tax uncertainty and corporate innovation output: evidence from China2
Consistent estimation of the high-dimensional efficient frontier2
Unveiling high-dimensional time-varying extreme risk spillovers: AI-driven warning signals in the global energy market2
A hedonic modelling of the effects of flood risk and energy efficiency on property value: cross-regional and sociodemographic evidence *2
Financial network structure and systemic risk2
On hedge fund inceptions in a competitive market2
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*2
An end-to-end direct reinforcement learning approach for multi-factor based mean-variance portfolio optimization2
Trump’s fake news and stock market returns2
Uncertainty and loan pricing for public and private firms: evidence from the Brexit referendum2
CEO overconfidence and the speed of adjustment of cash holdings2
The design of first-price debt auction when the winning bidder can install capacity that can be expanded or contracted later2
Measuring ESG risk premia with contingent claims2
Natural disasters and corporate innovation2
The risk of falling short: implementation shortfall variance in portfolio construction2
Digital transformation and innovation activities: evidence from publicly-listed firms in China2
Does equity mutual fund factor-risk-shifting pay off? Evidence from the US2
The profitability of integrating technical analysis with liquidity premium trading strategy2
New measures for a new normal in finance and risk management2
Financed emissions and the cost of bank equity2
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