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 2021-12-01 to 2025-12-01.)
ArticleCitations
Female venture capitalists on boards and firm innovation in China82
Can social capital and reputation mitigate political and market competition risk?62
The effects of bundling strategy on bank interest margins: theoretical and empirical evidence60
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?45
Corruption-related disclosure in the banking industry: evidence from GIPSI countries36
Model scan and optimal portfolio choice in European stock returns31
Bank market power and interest rate setting: why consolidated banking data matter29
Poor performance and CEO turnover in community banks: the role of gender in managerial successions27
Discontinuous movements and asymmetries in cryptocurrency markets26
Cryptocurrency research: future directions21
The stress contagion among financial markets and its determinants19
Assessing systemic risk spillovers from FinTech to China’s financial system18
Improving financial volatility nowcasts*17
International monetary policy and cryptocurrency markets: dynamic and spillover effects17
Labor unions and debt covenant violations*16
How do fintech start-ups affect financial institutions’ performance and default risk?16
Global volatility connectedness and the determinants: evidence from multilayer networks15
Banks’ liability structure and monetary policy transmission: evidence from a quasi-natural experiment in China15
Do corruption perceptions impact the pricing and access of euro area corporations to bond markets?14
Source of US market predictability in international equities: the investor attention perspective14
The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach14
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?14
On the impact of low interest rates on common withdrawal rules in old age14
Senior-subordinated structure: buffer or signal in securitisation?13
Predicting financial distress: the power of sentiment words in business plans13
Does the form of state ownership and political connections influence the incidence of financial statement fraud?12
What makes successful equity crowdfunding campaigns? A machine learning analysis of information cues12
Bank funding constraints and stock liquidity12
Does geopolitical risk affect bank lending behavior? Evidence from Europe12
Social trading platforms vs. mutual funds: herding tendencies and portfolio risks*11
Why do firms purchase directors and officers liability insurance? – a perspective from short selling threats11
The determinants of liquidity commonality in the Euro-area sovereign bond market11
Neighbors matter for risk tolerance10
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
Sustainability and private investors9
Responsible access to credit for sole-traders and micro-organizations under unstable market conditions with psychometrics9
Board Political Superiority and firm performance variability9
Hawkes processes in finance: market structure and impact9
The role of board age diversity in the performance of publicly listed Fintech entities9
Are fund managers incentivised to ignore stock market jumps?9
Can financial crisis be detected? Laplacian energy measure9
The first is free: do employee stocks incentivize stock market participation?9
The new challenges of global banking and finance8
Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets8
Cash-rich seasoned equity issuers8
Negative rates and bank profit and cost efficiency: evidence for Eurozone8
Portfolio optimisation under prospect theory with an empirical test8
Predicting corporate financial performance in the FMCG industry through machine learning: comparing mandatory and voluntary ESG disclosures8
Do dividend policies of privately held firms follow a life cycle?8
The spirit of capitalism, investment, and consumption smoothing7
Revisiting the CAPM: pricing ambiguity and the size factor7
Empirical test of the hedonic editing hypothesis in mutual fund redemptions: evidence from individual account data7
Investor attention and idiosyncratic risk in cryptocurrency markets7
Revealing the risk perception of investors using machine learning7
Predicting Chinese bond risk premium with machine learning7
Capturing the ‘true’ information content of supervisory announcements in Europe7
Ants rather than molecules: the impact of herding on investment under uncertainty7
Risk in the cryptocurrency markets: the role of structural breaks and fat-tailed distributions in estimating value-at-risk and expected shortfall7
A primer on Chapter 11 bankruptcy filings: why the genders of the CEO and judge (may) matter7
Public data access and capital structure adjustment speed: evidence from China7
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes7
Strategic complementarities, geographical agglomeration, and firm investment7
The impact of bank money on stock market integration: evidence from the Eurozone6
Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending6
Quantitative easing and the functioning of the gilt repo market6
New insights on the asset growth anomaly: evidence from Europe*6
Inflation expectations and the stock-bond nexus in the US: hedging implications6
Social media coverage and post-earnings announcement drift: evidence from seeking alpha6
Analysts’ forecast anchoring and discontinuous market reaction: evidence from China6
Large-caps liquidity provision, market liquidity and high-frequency market makers’ trading behaviour6
Political connections and investment inefficiency: a machine learning approach6
Long term equity risk premiums in the UK and US: A cautionary tale of weak mean reversion6
To be or not to be in the EU: the international economic effects of Brexit uncertainty5
The dynamics of returns predictability in cryptocurrency markets5
Euro area monetary asset demand and Divisia aggregates**5
Portfolio allocation and borrowing constraints5
Valuation of spread options under correlated skew Brownian motions5
Will major customers push suppliers to improve their internal information quality?5
Is zero leverage good for firms’ performance?5
Heuristic portfolio rules with labor income5
Price vs. market-cap-weighted portfolio diversification: does it matter?5
The macroeconomic content of analyst news during economic crises and bailouts5
Identifying systemic risk drivers of FinTech and traditional financial institutions: machine learning-based prediction and interpretation5
Joint calibration of VIX and VXX options: does volatility clustering matter?5
Local newspaper closures and suppliers' investment efficiency5
Sustainable finance and governance: an overview5
Mutual fund centrality and the remote acquisitions of listed firms in China*5
Navigating through crisis: an empirical investigation of effective response strategies for reputation restoration5
Information search costs and trade credit: evidence from high-speed rail connections5
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
The effect of ‘underwriter–issuer’ personal connections on IPO underpricing4
Price discovery and gains from trade in asset markets with insider trading4
Determinants of the use of European Structural and Investment Funds4
Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching4
How do institutional investors dictate corporate cash holdings in a financially constrained environment?4
Mutual fund performance: the model for selecting persistent winners4
Controlling shareholder’s share pledging and annual report tone management: empirical evidence from Chinese listed firms4
An investigation into the relationship between cryptocurrency active addresses and prices during major geopolitical conflicts4
Hedging quantitative easing4
Home bias and the need to build a bond market track record4
Board gender diversity, disclosure, and unethical banking conduct4
How do local banks respond to natural disasters?4
Transition versus physical climate risk pricing in European financial markets: a text-based approach3
Lending lessons from defaults: adjustments in borrowing behavior after peer defaults3
Decomposing the relation between irrational behaviors and beta3
Is the investor's reliance on cognition and emotional regulation predict preference for selecting value versus growth stocks?3
Corporate tax-shields and capital structure: leveling the playing field in debt vs equity finance3
The effect of climate risk on firm cash holdings: evidence from the euro area3
Adverse impact of capital regulatory reform and policy remedy: theory and evidence3
Let me sleep on it: sleep and investor reactions to earnings surprises3
Profitability of insider trading in Turkey3
Crash risk connectedness in commodity markets3
A new channel for global volatility propagation3
Does social trust restrict dual agency costs? Evidence from China3
Risk taking in the context of financial advice: does gender interaction matter?3
The euro area carbon bond premium3
Bank liquidity and capital shocks in unconventional times3
The combined effects of economic policy uncertainty and environmental, social, and governance ratings on leverage3
Organizational culture, competition and bank loan loss provisioning3
Cryptocurrency jump contagion with market sentiment events: a study of high frequency cross effect3
Combining portfolio rules to improve prediction of global minimum variance portfolio weights3
Country corruption and corporate cash holdings: the mediating effect of firm’s anti-bribery policy3
Information processing costs and credit ratings: evidence from investor interactive platforms in China3
Hedging, optimal capital structure and incentives for risk-shifting with preferences for liquidity3
The impact of government borrowing on corporate acquisitions: international evidence3
From text to treasure: the predictive superiority of a FinTech index in stock market returns3
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
Financial ratios and stock returns reappraised through a topological data analysis lens3
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle3
Idiosyncratic factors that shape shareholder reward policies in capital intensive companies3
Optimization of a functional involving k linear and one quadratic forms with applications to multi-period portfolio selection3
Corruption, national culture and corporate investment: European evidence3
Disentangling prefectural similarities in the capital structure of Japanese SMEs through pairwise testing2
Consistent estimation of the high-dimensional efficient frontier2
The role of sovereign credit risk in the FX market2
Does equity mutual fund factor-risk-shifting pay off? Evidence from the US2
Managing for the future: managerial short-termism impact on corporate ESG performance in China2
CEO overconfidence and the speed of adjustment of cash holdings2
Shunned stocks and market states2
Persistence or reversal? The effects of abnormal trading volume on stock returns2
Financed emissions and the cost of bank equity2
Informational inefficiency on bitcoin futures2
Digital transformation and innovation activities: evidence from publicly-listed firms in China2
Tax uncertainty and corporate innovation output: evidence from China2
Trump’s fake news and stock market returns2
Stablecoin devaluation risk2
Uncertainty and loan pricing for public and private firms: evidence from the Brexit referendum2
On hedge fund inceptions in a competitive market2
An end-to-end direct reinforcement learning approach for multi-factor based mean-variance portfolio optimization2
Forging a path to sustainability: the impact of Fintech on corporate ESG performance2
The information content of currency option-implied volatilities: implications for ex-ante forecasts of global equity correlations2
The impact of corporate social responsibility on corporate financialization2
Internationalization and zero leverage2
Designing a public-private co-investment mechanism to foster venture capital2
Exploring the predictive ability of cost asymmetry on bankruptcy2
Natural disasters and corporate innovation2
Positive versus negative ESG portfolio screening and investors’ preferences2
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*2
Financial network structure and systemic risk2
A hedonic modelling of the effects of flood risk and energy efficiency on property value: cross-regional and sociodemographic evidence *2
New measures for a new normal in finance and risk management2
The impact of corruption on investment and financing in the European Union: new insights2
Measuring ESG risk premia with contingent claims2
Confucianism and the costs of high leverage2
Trading patterns in the bitcoin market2
Momentum and market volatility: a Bayesian regime-switching model2
The design of first-price debt auction when the winning bidder can install capacity that can be expanded or contracted later2
The marginal cost of capital: a portfolio theory perspective2
The profitability of integrating technical analysis with liquidity premium trading strategy2
Asset allocation with recursive parameter updating and macroeconomic regime identifiers2
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