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 2021-08-01 to 2025-08-01.)
ArticleCitations
Female venture capitalists on boards and firm innovation in China207
Can social capital and reputation mitigate political and market competition risk?92
Portfolio management using time-varying vine copula: an application on the G7 equity market indices52
Testing the accruals anomaly based on the speed of price adjustment48
Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking?40
The effects of bundling strategy on bank interest margins: theoretical and empirical evidence38
Model scan and optimal portfolio choice in European stock returns30
Corruption-related disclosure in the banking industry: evidence from GIPSI countries28
Bank market power and interest rate setting: why consolidated banking data matter26
Poor performance and CEO turnover in community banks: the role of gender in managerial successions25
Cryptocurrency research: future directions22
Discontinuous movements and asymmetries in cryptocurrency markets21
The stress contagion among financial markets and its determinants20
International monetary policy and cryptocurrency markets: dynamic and spillover effects19
The effects of top management team strategic cognition on corporate financial health and value: an interactive multi-dimensional approach17
Assessing systemic risk spillovers from FinTech to China’s financial system17
Improving financial volatility nowcasts*16
Do corruption perceptions impact the pricing and access of euro area corporations to bond markets?15
Labor unions and debt covenant violations*15
The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach13
Global volatility connectedness and the determinants: evidence from multilayer networks13
Predicting financial distress: the power of sentiment words in business plans13
How do fintech start-ups affect financial institutions’ performance and default risk?13
Senior-subordinated structure: buffer or signal in securitisation?12
Source of US market predictability in international equities: the investor attention perspective12
Does the form of state ownership and political connections influence the incidence of financial statement fraud?12
On the impact of low interest rates on common withdrawal rules in old age12
Bank funding constraints and stock liquidity11
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?11
Neighbors matter for risk tolerance10
Why do firms purchase directors and officers liability insurance? – a perspective from short selling threats10
Hawkes processes in finance: market structure and impact10
Sustainability and private investors10
Stock mispricing and SEO decisions: how does the market respond to the timing behavior?10
Can financial crisis be detected? Laplacian energy measure10
The determinants of liquidity commonality in the Euro-area sovereign bond market10
UK or the Eurozone: which common currency area can work for Northern Ireland after Brexit?9
Social trading platforms vs. mutual funds: herding tendencies and portfolio risks*9
Board Political Superiority and firm performance variability9
Responsible access to credit for sole-traders and micro-organizations under unstable market conditions with psychometrics8
Do dividend policies of privately held firms follow a life cycle?8
Are fund managers incentivised to ignore stock market jumps?8
Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets8
The first is free: do employee stocks incentivize stock market participation?8
Cash-rich seasoned equity issuers8
The role of board age diversity in the performance of publicly listed Fintech entities8
The spirit of capitalism, investment, and consumption smoothing7
Revealing the risk perception of investors using machine learning7
Strategic complementarities, geographical agglomeration, and firm investment7
The disposition effect among mutual fund participants: a re-examination7
Negative rates and bank profit and cost efficiency: evidence for Eurozone7
Risk in the cryptocurrency markets: the role of structural breaks and fat-tailed distributions in estimating value-at-risk and expected shortfall7
Predicting Chinese bond risk premium with machine learning7
Downside risk optimization with random targets and portfolio amplitude7
The new challenges of global banking and finance7
Capturing the ‘true’ information content of supervisory announcements in Europe7
The impact of efficiency on asset quality in banking7
A primer on Chapter 11 bankruptcy filings: why the genders of the CEO and judge (may) matter7
New insights on the asset growth anomaly: evidence from Europe*6
Social media coverage and post-earnings announcement drift: evidence from seeking alpha6
Large-caps liquidity provision, market liquidity and high-frequency market makers’ trading behaviour6
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes6
The impact of bank money on stock market integration: evidence from the Eurozone6
Inflation expectations and the stock-bond nexus in the US: hedging implications6
Local newspaper closures and suppliers' investment efficiency5
Analysts’ forecast anchoring and discontinuous market reaction: evidence from China5
Ants rather than molecules: the impact of herding on investment under uncertainty5
Political connections and investment inefficiency: a machine learning approach5
Sustainable finance and governance: an overview5
Heuristic portfolio rules with labor income5
Joint calibration of VIX and VXX options: does volatility clustering matter?5
Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending5
Long term equity risk premiums in the UK and US: A cautionary tale of weak mean reversion5
Is zero leverage good for firms’ performance?5
Portfolio allocation and borrowing constraints5
The dynamics of returns predictability in cryptocurrency markets5
Navigating through crisis: an empirical investigation of effective response strategies for reputation restoration5
Investor attention and idiosyncratic risk in cryptocurrency markets5
Quantitative easing and the functioning of the gilt repo market5
Mutual fund centrality and the remote acquisitions of listed firms in China*5
Euro area monetary asset demand and Divisia aggregates**5
Information search costs and trade credit: evidence from high-speed rail connections4
Interest rate structured products: can they improve the risk–return profile?4
How do local banks respond to natural disasters?4
The macroeconomic content of analyst news during economic crises and bailouts4
Home bias and the need to build a bond market track record4
Controlling shareholder’s share pledging and annual report tone management: empirical evidence from Chinese listed firms4
Do investors feedback trade in the Bitcoin—and why?4
Identifying systemic risk drivers of FinTech and traditional financial institutions: machine learning-based prediction and interpretation4
Time-varying spillovers of higher moments between Bitcoin and crude oil markets and the impact of the US–China trade war: a regime-switching perspective4
The effect of ‘underwriter–issuer’ personal connections on IPO underpricing4
Hedging quantitative easing4
Price discovery and gains from trade in asset markets with insider trading4
Valuation of spread options under correlated skew Brownian motions4
To be or not to be in the EU: the international economic effects of Brexit uncertainty4
Mutual fund performance: the model for selecting persistent winners4
Is the investor's reliance on cognition and emotional regulation predict preference for selecting value versus growth stocks?3
The combined effects of economic policy uncertainty and environmental, social, and governance ratings on leverage3
How do institutional investors dictate corporate cash holdings in a financially constrained environment?3
Bank liquidity and capital shocks in unconventional times3
Corporate tax-shields and capital structure: leveling the playing field in debt vs equity finance3
Combining portfolio rules to improve prediction of global minimum variance portfolio weights3
Let me sleep on it: sleep and investor reactions to earnings surprises3
Does social trust restrict dual agency costs? Evidence from China3
Are cryptos becoming alternative assets?3
Cryptocurrency jump contagion with market sentiment events: a study of high frequency cross effect3
Determinants of the use of European Structural and Investment Funds3
Financial ratios and stock returns reappraised through a topological data analysis lens3
Organizational culture, competition and bank loan loss provisioning3
Adverse impact of capital regulatory reform and policy remedy: theory and evidence3
Country corruption and corporate cash holdings: the mediating effect of firm’s anti-bribery policy3
State-dependent asset allocation using neural networks3
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle3
Memory-enhanced momentum in commodity futures markets3
Keeping it in the family: financial constraints and the succession intention of micro and small enterprises in China3
The effect of climate risk on firm cash holdings: evidence from the euro area3
Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching3
From text to treasure: the predictive superiority of a FinTech index in stock market returns3
The impact of government borrowing on corporate acquisitions: international evidence3
Transition versus physical climate risk pricing in European financial markets: a text-based approach3
Information processing costs and credit ratings: evidence from investor interactive platforms in China3
Risk taking in the context of financial advice: does gender interaction matter?3
Momentum and market volatility: a Bayesian regime-switching model2
Profitability of insider trading in Turkey2
Lending lessons from defaults: adjustments in borrowing behavior after peer defaults2
Measuring ESG risk premia with contingent claims2
New measures for a new normal in finance and risk management2
Trump’s fake news and stock market returns2
Uncertainty and loan pricing for public and private firms: evidence from the Brexit referendum2
The impact of corruption on investment and financing in the European Union: new insights2
Financed emissions and the cost of bank equity2
On hedge fund inceptions in a competitive market2
Disentangling prefectural similarities in the capital structure of Japanese SMEs through pairwise testing2
Designing a public-private co-investment mechanism to foster venture capital2
If you feel good, I feel good! The mediating effect of behavioral factors on the relationship between industry indices and Bitcoin returns2
Shunned stocks and market states2
Idiosyncratic factors that shape shareholder reward policies in capital intensive companies2
Hedging, optimal capital structure and incentives for risk-shifting with preferences for liquidity2
Persistence or reversal? The effects of abnormal trading volume on stock returns2
Financial network structure and systemic risk2
Tax uncertainty and corporate innovation output: evidence from China2
Consistent estimation of the high-dimensional efficient frontier2
Digital transformation and innovation activities: evidence from publicly-listed firms in China2
CEO overconfidence and the speed of adjustment of cash holdings2
Trading patterns in the bitcoin market2
Forging a path to sustainability: the impact of Fintech on corporate ESG performance2
Financial inclusion and financial technology: finance for everyone?2
Internationalization and zero leverage2
Crash risk connectedness in commodity markets2
A new channel for global volatility propagation2
Corruption, national culture and corporate investment: European evidence2
Stablecoin devaluation risk2
Does equity mutual fund factor-risk-shifting pay off? Evidence from the US2
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*2
Natural disasters and corporate innovation2
The design of first-price debt auction when the winning bidder can install capacity that can be expanded or contracted later2
Confucianism and the costs of high leverage2
The impact of corporate social responsibility on corporate financialization2
Managing for the future: managerial short-termism impact on corporate ESG performance in China2
The information content of currency option-implied volatilities: implications for ex-ante forecasts of global equity correlations2
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