Journal of Financial Markets

Papers
(The H4-Index of Journal of Financial Markets is 14. 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 2020-04-01 to 2024-04-01.)
ArticleCitations
Stock liquidity and default risk around the world35
Risk premium spillovers among stock markets: Evidence from higher-order moments32
The overnight return puzzle and the “T+1” trading rule in Chinese stock markets30
Social media, financial reporting opacity, and return comovement: Evidence from Seeking Alpha28
Google search volume and individual investor trading27
Nothing but noise? Price discovery across cryptocurrency exchanges23
In law we trust: Lawyer CEOs and stock liquidity22
Does it pay to follow anomalies research? Machine learning approach with international evidence19
Contagious margin calls: How COVID-19 threatened global stock market liquidity17
Forecasting stock returns: A time-dependent weighted least squares approach16
Insider trading ahead of cyber breach announcements16
Cash conversion cycle and aggregate stock returns16
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S16
Financial integration in the EU28 equity markets: Measures and drivers15
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