European Journal of Finance

Papers
(The TQCC of European Journal of Finance is 6. 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
International monetary policy and cryptocurrency markets: dynamic and spillover effects22
Bank market power and interest rate setting: why consolidated banking data matter22
The stress contagion among financial markets and its determinants19
Preface18
Weathering the storm: extreme weather's impact on international financial markets18
Improving financial volatility nowcasts*18
Banks’ liability structure and monetary policy transmission: evidence from a quasi-natural experiment in China17
Labor unions and debt covenant violations*17
Do corruption perceptions impact the pricing and access of euro area corporations to bond markets?16
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
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
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
Correction14
What do banks tell us about financial stability? Predicting systemic crises using text-based machine learning14
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
Does geopolitical risk affect bank lending behavior? Evidence from Europe13
What makes successful equity crowdfunding campaigns? A machine learning analysis of information cues13
Predicting financial distress: the power of sentiment words in business plans12
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
Why do firms purchase directors and officers liability insurance? – a perspective from short selling threats11
Board Political Superiority and firm performance variability11
Neighbors matter for risk tolerance11
Stock mispricing and SEO decisions: how does the market respond to the timing behavior?10
Can financial crisis be detected? Laplacian energy measure10
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
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
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
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 spirit of capitalism, investment, and consumption smoothing8
Negative rates and bank profit and cost efficiency: evidence for Eurozone8
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
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
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
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
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