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 2020-10-01 to 2024-10-01.)
ArticleCitations
Do ESG strategies enhance bank stability during financial turmoil? Evidence from Europe113
Historical geopolitical risk and the behaviour of stock returns in advanced economies55
The diffusion of fintech, financial inclusion and income per capita54
How stable are stablecoins?39
Ascertaining price formation in cryptocurrency markets with machine learning34
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis29
Do managers learn from stock prices in emerging markets? Evidence from China28
What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?27
Bitcoin option pricing with a SETAR-GARCH model27
Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective25
The effects of the EU non-financial reporting directive on corporate social responsibility25
How do fintech start-ups affect financial institutions’ performance and default risk?24
Women on boards and corporate social irresponsibility: evidence from a Granger style reverse causality minimisation procedure24
Are financially constrained firms susceptible to a stock price crash?23
Do investors feedback trade in the Bitcoin—and why?19
International monetary policy and cryptocurrency markets: dynamic and spillover effects18
Hardening soft information: does organizational distance matter?17
CEO overconfidence and the probability of corporate failure: evidence from the United Kingdom16
Discontinuous movements and asymmetries in cryptocurrency markets16
Predictability of bitcoin returns14
Industrial policy and non-financial corporations’ financialization: evidence from China14
Investor attention and idiosyncratic risk in cryptocurrency markets14
P2P lending and outside entrepreneurial finance14
Modeling demand for ESG13
Behavioural aspects of China's P2P lending13
How do local banks respond to natural disasters?12
Liquidity-adjusted value-at-risk: a comprehensive extension with microstructural liquidity components12
Measuring the systemic risk in indirect financial networks12
Bank capital and profitability: evidence from a global sample11
Initial Coin offerings: what rights do investors have?11
Is a promise a promise? Analyzing performance commitment in acquisitions and target firm performance10
Brand capital and credit ratings10
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss10
The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-1910
Financial inclusion and financial technology: finance for everyone?9
Financial inclusion, at what cost? : Quantification of economic viability of a supply side roll out9
The decision to go public and the IPO underpricing with locally biased investors9
Can financial crisis be detected? Laplacian energy measure9
Are cryptos becoming alternative assets?9
More money, more honey? An examination of additionality of China’s government R&D subsidies9
Preventing the deterioration of bank loan portfolio quality: a focus on unlikely-to-pay loans9
Financial structures, political risk and economic growth9
The combined effects of economic policy uncertainty and environmental, social, and governance ratings on leverage9
The profitability and distance to distress of European banks: do business choices matter?8
Linguistic errors and investment decisions: the case of ICO white papers8
The financial and operational impacts of European SMEs’ use of trade credit as a substitute for bank credit8
Does social trust restrict dual agency costs? Evidence from China8
The unintended consequence of social media criticisms: an earnings management perspective8
Shock waves and golden shores: the asymmetric interaction between gold prices and the stock market8
Bank funding costs and solvency8
The effect of board independence on firm performance – new evidence from product market conditions7
Dynamic allocations for currency investment strategies7
Spot exchange rate volatility, uncertain policies and export investment decision of firms: a mean-variance decision approach7
Time-varying spillovers of higher moments between Bitcoin and crude oil markets and the impact of the US–China trade war: a regime-switching perspective7
Risk management and the cost of equity: evidence from the United Kingdom’s non-life insurance market7
Responsible investments: an analysis of preference – the influence of local political views on the return on ESG portfolios7
Transition versus physical climate risk pricing in European financial markets: a text-based approach7
Forecasting international REITs volatility: the role of oil-price uncertainty6
Investor attention and portfolio performance: what information does it pay to pay attention to?6
Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending6
Heterogeneous speculators and stock market dynamics: a simple agent-based computational model6
The impact of corporate social responsibility on corporate financialization6
Modeling market fluctuations under investor sentiment with a Hawkes-Contact process6
The effects of top management team strategic cognition on corporate financial health and value: an interactive multi-dimensional approach6
Social environment and corporate payouts6
TMT gender diversity: implications for corporate tournaments and innovation6
Quantifying systemic risk with factor copulas6
The effects of macroprudential policies on credit growth6
The stress contagion among financial markets and its determinants6
Make a promise: the valuation adjustment mechanism in Chinese private target acquisitions6
Can social capital and reputation mitigate political and market competition risk?5
People and investor attention to climate change5
Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets5
On the statistics of scaling exponents and the multiscaling value at risk5
Non-parametric estimation of quadratic Hawkes processes for order book events5
Does sound lending infrastructure foster better financial reporting quality of SMEs?5
Noise trading and market stability5
The effects of negative interest rates: a literature review and additional evidence on the performance of the European banking sector5
The new challenges of global banking and finance5
Organizational culture, competition and bank loan loss provisioning5
The effect of media coverage on target firms’ trading activity and liquidity around domestic acquisition announcements: evidence from UK5
Distributed Ledger technology systems in securities post-trading services. Evidence from European global systemic banks5
Bond portfolio management under Solvency II regulation5
Corruption, national culture and corporate investment: European evidence5
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes5
How does mutual fund flow respond to oil market volatility?5
Detecting zombie banks5
Polynomial adjusted Student-t densities for modeling asset returns5
Can strong capital regulation prevent risk-taking from deposit insurance?5
Reactive global minimum variance portfolios withk-BAHC covariance cleaning5
Brexit spillovers: how economic policy uncertainty affects foreign direct investment and international trade5
Vulnerability of scale-free cryptocurrency networks to double-spending attacks5
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*5
The impact of efficiency on asset quality in banking5
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