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 2022-08-01 to 2026-08-01.)
ArticleCitations
Female venture capitalists on boards and firm innovation in China195
Model scan and optimal portfolio choice in European stock returns97
Can social capital and reputation mitigate political and market competition risk?84
Portfolio management using time-varying vine copula: an application on the G7 equity market indices77
Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking?39
Predicting firm bankruptcy using macroeconomic and uncertainty variables: an ensemble machine learning study of the French market39
Corruption-related disclosure in the banking industry: evidence from GIPSI countries30
The effects of bundling strategy on bank interest margins: theoretical and empirical evidence30
Poor performance and CEO turnover in community banks: the role of gender in managerial successions26
Weathering the storm: extreme weather's impact on international financial markets24
Branch network overlap and bank cost efficiency24
Preface24
Cryptocurrency research: future directions23
Assessing systemic risk spillovers from FinTech to China’s financial system23
Bank market power and interest rate setting: why consolidated banking data matter21
The stress contagion among financial markets and its determinants19
Global volatility connectedness and the determinants: evidence from multilayer networks18
Labor unions and debt covenant violations*18
Banks’ liability structure and monetary policy transmission: evidence from a quasi-natural experiment in China18
Improving financial volatility nowcasts*18
The bright side of relationship lending: cooperative banks and corporate loans17
Trust-based relationship banking, and SME financing in the UK17
Do corruption perceptions impact the pricing and access of euro area corporations to bond markets?17
How do fintech start-ups affect financial institutions’ performance and default risk?16
The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach14
Source of US market predictability in international equities: the investor attention perspective14
On the impact of low interest rates on common withdrawal rules in old age13
Salience theory and option returns13
Correction11
Does the form of state ownership and political connections influence the incidence of financial statement fraud?11
What do banks tell us about financial stability? Predicting systemic crises using text-based machine learning11
Specialist shareholder activists and their impact on campaign success and target firm value11
Neighbors matter for risk tolerance10
What makes successful equity crowdfunding campaigns? A machine learning analysis of information cues10
Why do firms purchase directors and officers liability insurance? – a perspective from short selling threats10
UK or the Eurozone: which common currency area can work for Northern Ireland after Brexit?10
Decoding DAI: exploring collateral evolution and price dynamics10
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?10
Social trading platforms vs. mutual funds: herding tendencies and portfolio risks*10
Predicting financial distress: the power of sentiment words in business plans10
Does geopolitical risk affect bank lending behavior? Evidence from Europe10
Are fund managers incentivised to ignore stock market jumps?10
Peer effects, analyst coverage, and capital structure: quasi-experimental evidence from European MiFID II regulation9
Sustainability and private investors9
Cash-rich seasoned equity issuers9
Inclusive financial policies and bank lending9
The role of board age diversity in the performance of publicly listed Fintech entities9
Do dividend policies of privately held firms follow a life cycle?9
The first is free: do employee stocks incentivize stock market participation?9
Stock mispricing and SEO decisions: how does the market respond to the timing behavior?9
Responsible access to credit for sole-traders and micro-organizations under unstable market conditions with psychometrics9
Predicting corporate financial performance in the FMCG industry through machine learning: comparing mandatory and voluntary ESG disclosures9
Does digital technology development attenuate investor local attention bias?8
Portfolio optimisation under prospect theory with an empirical test8
Revealing the risk perception of investors using machine learning8
The spirit of capitalism, investment, and consumption smoothing8
The new challenges of global banking and finance8
Negative rates and bank profit and cost efficiency: evidence for Eurozone8
Judicial independence and corporate tax avoidance8
Public data access and capital structure adjustment speed: evidence from China7
A primer on Chapter 11 bankruptcy filings: why the genders of the CEO and judge (may) matter7
Dual-bid corporate charters, entrepreneurial incentives and social efficiency7
Risk in the cryptocurrency markets: the role of structural breaks and fat-tailed distributions in estimating value-at-risk and expected shortfall7
Local newspaper closures and suppliers' investment efficiency6
The effects of LIBOR’s manipulation and discontinuation on volatility and liquidity in LIBOR futures markets6
Empirical test of the hedonic editing hypothesis in mutual fund redemptions: evidence from individual account data6
Analysts’ forecast anchoring and discontinuous market reaction: evidence from China6
Mutual fund centrality and the remote acquisitions of listed firms in China*6
Inflation expectations and the stock-bond nexus in the US: hedging implications6
Revisiting the CAPM: pricing ambiguity and the size factor6
Ants rather than molecules: the impact of herding on investment under uncertainty6
Political connections and investment inefficiency: a machine learning approach6
Euro area monetary asset demand and Divisia aggregates**6
The impact of bank money on stock market integration: evidence from the Eurozone6
Predicting Chinese bond risk premium with machine learning6
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes6
On the (Un)foreseeable path of the UK economy through uncertain times6
Navigating through crisis: an empirical investigation of effective response strategies for reputation restoration5
Joint calibration of VIX and VXX options: does volatility clustering matter?5
To be or not to be in the EU: the international economic effects of Brexit uncertainty5
Board gender diversity, disclosure, and unethical banking conduct5
Portfolio allocation and borrowing constraints5
Is zero leverage good for firms’ performance?5
Information search costs and trade credit: evidence from high-speed rail connections5
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
Mutual fund performance: the model for selecting persistent winners5
Heuristic portfolio rules with labor income5
Sustainable finance and governance: an overview5
Option market liquidity and stock price crash risk5
Valuation of spread options under correlated skew Brownian motions5
Hedging quantitative easing5
Quantitative easing and the functioning of the gilt repo market5
Price vs. market-cap-weighted portfolio diversification: does it matter?5
Which oil shocks are recessionary, and which are inflationary?*4
Machine learning for option pricing: an empirical investigation of network architectures4
An investigation into the relationship between cryptocurrency active addresses and prices during major geopolitical conflicts4
Decomposing the relation between irrational behaviors and beta4
The combined effects of economic policy uncertainty and environmental, social, and governance ratings on leverage4
Controlling shareholder’s share pledging and annual report tone management: empirical evidence from Chinese listed firms4
Determinants of the use of European Structural and Investment Funds4
How do institutional investors dictate corporate cash holdings in a financially constrained environment?4
Corporate tax-shields and capital structure: leveling the playing field in debt vs equity finance4
Good name better than riches? New female director appointments and managerial competence4
Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching4
The effect of climate risk on firm cash holdings: evidence from the euro area4
Rain or shine, default risks align: exploring the climate-default nexus in small and micro firms4
Memory-enhanced momentum in commodity futures markets4
Nonparametric determinants of market liquidity3
Corruption, national culture and corporate investment: European evidence3
A new channel for global volatility propagation3
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle3
Adverse impact of capital regulatory reform and policy remedy: theory and evidence3
The barriers to informal financing: an examination of the influence of institutional distance on trade credit3
The euro area carbon bond premium3
Risk taking in the context of financial advice: does gender interaction matter?3
Bank liquidity and capital shocks in unconventional times3
Crash risk connectedness in commodity markets3
Lending lessons from defaults: adjustments in borrowing behavior after peer defaults3
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
Let me sleep on it: sleep and investor reactions to earnings surprises3
Cultural cues in trade credit: unveiling the hidden impact of corporate culture3
From text to treasure: the predictive superiority of a FinTech index in stock market returns3
Cryptocurrency jump contagion with market sentiment events: a study of high frequency cross effect3
Fintech and financial markets: new research directions3
Spillover-based information set selection: evidence from oil spot price forecasting3
Country corruption and corporate cash holdings: the mediating effect of firm’s anti-bribery policy3
Transition versus physical climate risk pricing in European financial markets: a text-based approach3
The impact of government borrowing on corporate acquisitions: international evidence3
Correction3
Keeping it in the family: financial constraints and the succession intention of micro and small enterprises in China3
Environmental attention and cryptocurrency bubbles: insights from the cryptocurrency environmental attention index3
The hidden costs of hedge fund activism: insights into market liquidity dynamics2
Stablecoin devaluation risk2
An end-to-end direct reinforcement learning approach for multi-factor based mean-variance portfolio optimization2
The profitability of integrating technical analysis with liquidity premium trading strategy2
Managing for the future: managerial short-termism impact on corporate ESG performance in China2
Forging a path to sustainability: the impact of Fintech on corporate ESG performance2
The impact of corporate social responsibility on corporate financialization2
The information content of currency option-implied volatilities: implications for ex-ante forecasts of global equity correlations2
Persistence or reversal? The effects of abnormal trading volume on stock returns2
Profitability of insider trading in Turkey2
Green with competitors? The effect of green factory peers on green innovation2
Disentangling prefectural similarities in the capital structure of Japanese SMEs through pairwise testing2
Consistent estimation of the high-dimensional efficient frontier2
Digital transformation and innovation activities: evidence from publicly-listed firms in China2
Financed emissions and the cost of bank equity2
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
The role of sovereign credit risk in the FX market2
Confucianism and the costs of high leverage2
Combining portfolio rules to improve prediction of global minimum variance portfolio weights2
Idiosyncratic factors that shape shareholder reward policies in capital intensive companies2
Measuring ESG risk premia with contingent claims2
CEO overconfidence and the speed of adjustment of cash holdings2
Positive versus negative ESG portfolio screening and investors’ preferences2
The impact of corruption on investment and financing in the European Union: new insights2
Trump’s fake news and stock market returns2
On hedge fund inceptions in a competitive market2
Unveiling high-dimensional time-varying extreme risk spillovers: AI-driven warning signals in the global energy market2
Reinforcement learning for bond portfolio management: an actor-critic approach2
Trading patterns in the bitcoin market2
Internationalization and zero leverage2
Information processing costs and credit ratings: evidence from investor interactive platforms in China2
0.068528175354004