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 2020-03-01 to 2024-03-01.)
ArticleCitations
Fintech, financial inclusion and income inequality: a quantile regression approach193
Fintech development and bank risk taking in China91
The impact of macroeconomic news on Bitcoin returns74
Do ESG strategies enhance bank stability during financial turmoil? Evidence from Europe71
Understanding China’s fintech sector: development, impacts and risks61
A theory of financial inclusion and income inequality54
Twenty-five years of The European Journal of Finance (EJF): a retrospective analysis51
Financial inclusion and bank stability: evidence from Europe49
The diffusion of fintech, financial inclusion and income per capita34
Historical geopolitical risk and the behaviour of stock returns in advanced economies33
Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies33
How emotions influence behavior in financial markets: a conceptual analysis and emotion-based account of buy-sell preferences33
How stable are stablecoins?31
Ascertaining price formation in cryptocurrency markets with machine learning29
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis27
Cultural dimensions, economic policy uncertainty, and momentum investing: international evidence25
What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?23
Bitcoin option pricing with a SETAR-GARCH model22
Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective21
Do managers learn from stock prices in emerging markets? Evidence from China20
Hawkes jump-diffusions and finance: a brief history and review19
Women on boards and corporate social irresponsibility: evidence from a Granger style reverse causality minimisation procedure19
Do investors feedback trade in the Bitcoin—and why?17
News media and investor sentiment during bull and bear markets15
CFO gender and financial reporting transparency in banks14
Pilot CEOs and trade credit14
Are financially constrained firms susceptible to a stock price crash?14
Hardening soft information: does organizational distance matter?13
P2P lending and outside entrepreneurial finance13
The effects of the EU non-financial reporting directive on corporate social responsibility12
International monetary policy and cryptocurrency markets: dynamic and spillover effects12
Is firm-level clean or dirty innovation valued more?11
Discontinuous movements and asymmetries in cryptocurrency markets11
U.S. unconventional monetary policy and risk tolerance in major currency markets11
Predictability of bitcoin returns11
Liquidity-adjusted value-at-risk: a comprehensive extension with microstructural liquidity components10
The dynamics of price jumps in the stock market: an empirical study on Europe and U.S.10
Financial structures, political risk and economic growth10
Initial Coin offerings: what rights do investors have?10
Measuring the systemic risk in indirect financial networks9
Industrial policy and non-financial corporations’ financialization: evidence from China9
Behavioural aspects of China's P2P lending9
Modeling demand for ESG9
CEO overconfidence and the probability of corporate failure: evidence from the United Kingdom9
Bank capital and profitability: evidence from a global sample8
Efficient scholars: academic attention and the disappearance of anomalies8
Corporate financial hedging and firm value: a meta-analysis8
Quantile dependencies between discontinuities and time-varying rare disaster risks8
Dividend smoothing and credit rating changes8
Has the new bail-in framework increased the yield spread between subordinated and senior bonds?8
Financial inclusion, at what cost? : Quantification of economic viability of a supply side roll out8
Does it pay to acquire private firms? Evidence from the U.S. banking industry8
The financial and operational impacts of European SMEs’ use of trade credit as a substitute for bank credit7
New kid on the block: leverage ratio and its implications for banking regulation7
Risk management and the cost of equity: evidence from the United Kingdom’s non-life insurance market7
Quantifying endogeneity of cryptocurrency markets7
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss7
Is a promise a promise? Analyzing performance commitment in acquisitions and target firm performance7
Preventing the deterioration of bank loan portfolio quality: a focus on unlikely-to-pay loans7
How do fintech start-ups affect financial institutions’ performance and default risk?7
More money, more honey? An examination of additionality of China’s government R&D subsidies7
Financial inclusion and financial technology: finance for everyone?7
Can financial crisis be detected? Laplacian energy measure7
The profitability and distance to distress of European banks: do business choices matter?7
Investor attention and idiosyncratic risk in cryptocurrency markets7
The effects of credit default swaps on corporate investment7
Social environment and corporate payouts6
Quantifying systemic risk with factor copulas6
Modeling market fluctuations under investor sentiment with a Hawkes-Contact process6
Volatility and variance swaps and options in the fractional SABR model6
Stock market bubbles and monetary policy effectiveness6
Shock waves and golden shores: the asymmetric interaction between gold prices and the stock market6
The consensus equilibria of mining gap games related to the stability of Blockchain Ecosystems6
Does social trust restrict dual agency costs? Evidence from China6
Spot exchange rate volatility, uncertain policies and export investment decision of firms: a mean-variance decision approach6
The combined effects of economic policy uncertainty and environmental, social, and governance ratings on leverage6
How do local banks respond to natural disasters?6
Non-parametric estimation of quadratic Hawkes processes for order book events6
Are cryptos becoming alternative assets?6
Linguistic errors and investment decisions: the case of ICO white papers6
Bond portfolio management under Solvency II regulation5
Investor attention and portfolio performance: what information does it pay to pay attention to?5
The effects of negative interest rates: a literature review and additional evidence on the performance of the European banking sector5
Polynomial adjusted Student-t densities for modeling asset returns5
What does not kill us makes us stronger: the story of repetitive consumer loan applications5
Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending5
The unintended consequence of social media criticisms: an earnings management perspective5
Responsible investments: an analysis of preference – the influence of local political views on the return on ESG portfolios5
Vulnerability of scale-free cryptocurrency networks to double-spending attacks5
The decision to go public and the IPO underpricing with locally biased investors5
Industry portfolio allocation with asymmetric correlations5
How does mutual fund flow respond to oil market volatility?4
Make a promise: the valuation adjustment mechanism in Chinese private target acquisitions4
On the statistics of scaling exponents and the multiscaling value at risk4
Can strong capital regulation prevent risk-taking from deposit insurance?4
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?4
Dynamic allocations for currency investment strategies4
Is corporate hedging always beneficial? A theoretical and empirical analysis4
Hawkes model specification for limit order books4
The influence of a mortgage interest deduction on house prices: evidence across tax systems in Europe4
Noise trading and market stability4
Detecting zombie banks4
Dynamics among global asset portfolios4
The effect of board independence on firm performance – new evidence from product market conditions4
Inflation differential as a driver of cross-currency basis swap spreads4
The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-194
Bank funding costs and solvency4
Do fund flows moderate persistence? Evidence from a global study4
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*4
Heterogeneous speculators and stock market dynamics: a simple agent-based computational model4
Brand capital and credit ratings4
The ECB's in-comprehensive SSM-ent: the higher they go, the harder they fall4
A novel measure of sleep based on Google: the case for financial markets4
Customer risk and the choice between cash and bank credit lines4
Agricultural entrepreneurship fostering from behavioral decision theory perspective. Celebrity branding impact on financial and non-financial motivation4
The effects of macroprudential policies on credit growth4
Portfolio choices and hedge funds: a disappointment aversion analysis4
The stress contagion among financial markets and its determinants4
Financial stability: a ‘vaccine’ for tail risk of the global banking sector in the shadow of the pandemic3
CEOs’ supply chain experience and firm innovation: evidence from China3
Financial ratios and stock returns reappraised through a topological data analysis lens3
If you feel good, I feel good! The mediating effect of behavioral factors on the relationship between industry indices and Bitcoin returns3
Can the seasonal pattern of consumption growth reproduce habits in the cross-section of stock returns? Evidence from the European equity market3
Industry herding by hedge funds3
Distributed Ledger technology systems in securities post-trading services. Evidence from European global systemic banks3
Ripples on financial networks3
Benchmarking non-performing loans3
Does sound lending infrastructure foster better financial reporting quality of SMEs?3
The effects of top management team strategic cognition on corporate financial health and value: an interactive multi-dimensional approach3
The bullish and the bearish engulfing patterns: beating the forex market or being beaten?3
The dynamics between the stock market and exchange rates: Spain 1999–20153
The risk sensitivity of Basel risk weights and loan loss provisions: evidence from European banks3
Recent advances and future directions in macro-finance: macroeconomic conditions and corporate decisions3
Economic policies and their effects on financial market3
Random LGD adjustments in the Vasicek credit risk model3
A parameter based approach to single factor stochastic process selection for real options applications3
Tournament incentives, internal promotion and corporate social responsibility: evidence from China3
Leverage and valuation of hedge funds under model uncertainty3
State-dependent asset allocation using neural networks3
The impact of efficiency on asset quality in banking3
What affects bank debt rejections? Bank lending conditions for UK SMEs3
Meteor showers and global asset allocation3
A high-frequency analysis of return and volatility spillovers in the European sovereign bond market3
Financial reporting and macroeconomics3
Do SMEs benefit from the corporate sector purchase program? evidence from the eurozone3
TMT gender diversity: implications for corporate tournaments and innovation3
Reactive global minimum variance portfolios with k-BAHC covariance cleaning3
Banking regulation, procyclicality, and asset correlations in the real economic environment3
Leverage and capital utilization3
Varieties of funds and performance: the case of private equity3
Inefficiency and predictability in the Brexit Pound market: a natural experiment3
People and investor attention to climate change2
Organizational culture, competition and bank loan loss provisioning2
Can social capital and reputation mitigate political and market competition risk?2
How do banking analysts behave around unanticipated news? Evidence from operational risk event announcements2
The effect of media coverage on target firms’ trading activity and liquidity around domestic acquisition announcements: evidence from UK2
The paradoxical effects of market fragmentation on adverse selection risk and market efficiency2
Shunned stocks and market states2
Social media coverage and post-earnings announcement drift: evidence from seeking alpha2
Time-varying spillovers of higher moments between Bitcoin and crude oil markets and the impact of the US–China trade war: a regime-switching perspective2
Neither true nor fairweather friend: relationship banking and SME borrowing under Covid-192
Corruption, national culture and corporate investment: European evidence2
Corporate tax-shields and capital structure: leveling the playing field in debt vs equity finance2
Flash crash in an OTC market: trading behaviour of agents in times of market stress2
Dynamic financing and hedging under model uncertainty2
Tomorrow's fish and chip paper? Slowly incorporated news and the cross-section of stock returns2
Testing the accruals anomaly based on the speed of price adjustment2
How does entrepreneurship influence the efficiency of household portfolios?2
Forecasting international REITs volatility: the role of oil-price uncertainty2
Exchange rate forecasting using economic models and technical trading rules2
The impact of ERM on insurer performance under the Solvency II regulatory framework2
Short selling disclosure and its impact on CDS spreads2
The dynamics of returns predictability in cryptocurrency markets2
The determinants of liquidity commonality in the Euro-area sovereign bond market2
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes2
Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises2
Multivariate GARCH with dynamic beta2
Irreversible investment, asset returns, and time-inconsistent preferences2
The quantity theory of stock prices2
ESG complementarities in the US economy2
Portfolio management using time-varying vine copula: an application on the G7 equity market indices2
Energy ETF return jump contagion: a multivariate Hawkes process approach2
Regional GDP Distortion and Analyst Forecast Accuracy: Evidence from China2
Do dividend policies of privately held firms follow a life cycle?2
The effect of the Fed zero-lower bound announcement on bank profitability and diversification2
Corporate dividend policy, managerial overconfidence, myopia, and investor irrationality: a complex concoction2
Country uncertainty, power distance, and payment methods in acquisitions2
Home bias and the need to build a bond market track record2
The impact of government borrowing on corporate acquisitions: international evidence2
Why do firms purchase directors and officers liability insurance? – a perspective from short selling threats2
Is business formation driven by sentiment or fundamentals?2
Euro area monetary asset demand and Divisia aggregates**2
Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk2
International spillovers of corporate scandal: evidence from the Harvey Weinstein event2
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