Journal of Financial Markets

Papers
(The H4-Index of Journal of Financial Markets is 13. 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
Stock liquidity and default risk around the world45
Nothing but noise? Price discovery across cryptocurrency exchanges27
Climate risks and realized volatility of major commodity currency exchange rates25
Does it pay to follow anomalies research? Machine learning approach with international evidence24
Contagious margin calls: How COVID-19 threatened global stock market liquidity21
Forecasting stock returns: A time-dependent weighted least squares approach20
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S18
Financial integration in the EU28 equity markets: Measures and drivers17
Cash conversion cycle and aggregate stock returns16
Attention: How high-frequency trading improves price efficiency following earnings announcements14
Noise traders incarnate: Describing a realistic noise trading process14
The pricing of the illiquidity factor’s conditional risk with time-varying premium13
Net buying pressure and the information in bitcoin option trades13
0.025264978408813