European Journal of Finance

Papers
(The TQCC of European Journal of Finance is 5. 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
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
Correction11
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
Neighbors matter for risk tolerance10
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
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
Public data access and capital structure adjustment speed: evidence from China7
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
Local newspaper closures and suppliers' investment efficiency6
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
Portfolio allocation and borrowing constraints5
To be or not to be in the EU: the international economic effects of Brexit uncertainty5
Is zero leverage good for firms’ performance?5
Board gender diversity, disclosure, and unethical banking conduct5
Information search costs and trade credit: evidence from high-speed rail connections5
Heuristic portfolio rules with labor income5
Will major customers push suppliers to improve their internal information quality?5
Sustainable finance and governance: an overview5
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
Option market liquidity and stock price crash risk5
Quantitative easing and the functioning of the gilt repo market5
Valuation of spread options under correlated skew Brownian motions5
Price vs. market-cap-weighted portfolio diversification: does it matter?5
Hedging quantitative easing5
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