Journal of Financial Markets

Papers
(The median citation count of Journal of Financial Markets is 2. 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
Can news predict firm bankruptcy?63
Asymmetry and the cross-section of option returns50
Meta-learning for return prediction in shifting market regimes30
Incentives matter: Domestic funds and price informativeness improvement27
Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data25
Do analysts distribute negative opinions earlier?25
Financial leverage and stock return comovement23
An ETF-based measure of stock price fragility22
Mood, attention, and household trading: Evidence from terrorist attacks20
Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds19
Mandatory co-investment and lock-up in China: A case of inconsistency in gradualistic financial market reform18
Climate risks and state-level stock market realized volatility17
Editorial Board17
Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks17
Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency16
Spillover effects between liquidity risks through endogenous debt maturity15
Net buying pressure and the information in bitcoin option trades14
Informed trading prior to financial misconduct: Evidence from option markets13
Jump and volatility risk in the cross-section of corporate bond returns13
Intraday variation in cross-sectional stock comovement and impact of index-based strategies13
Corporate bond price reversals13
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns13
Doctors managing mutual funds: Returns to specialization in asset management12
Editorial Board12
Intraday proprietary traders and short-term mispricing12
When does the tick size help or harm market quality? Evidence from the Tick Size Pilot11
Do retail traders gamble on stock options?10
Investor sentiment and stock returns: Wisdom of crowds or power of words? Evidence from Seeking Alpha and Wall Street Journal10
Retail trading and analyst coverage10
Machine invasion: Automation in information acquisition and the cross-section of stock returns9
Who should buy stocks when volatility spikes?9
Investor sentiment, style investing, and momentum9
Bond risk’s role in the equity risk-return tradeoff8
Newspapers tone and the overnight-intraday stock return anomaly7
Transparency in fragmented markets: Experimental evidence7
Institutional trading and ESG controversies7
Bigger pie, bigger slice: liquidity, value gain, and underpricing in IPOs6
Price impact versus bid–ask spreads in the index option market6
Asset pricing with data revisions6
Bottom up vs. top down: What does firm 10-K tell us?6
Firm visibility, liquidity, and valuation for thinly traded assets6
Does air pollution affect seasoned equity offering pricing? Evidence from investor bids6
The Chinese trading halt puzzle6
Investing under ambiguity and relative performance concerns6
Corrigendum to “Search friction, liquidity risk, and bond misallocation” [J. Financ. Mark., 70 (2024) 100912]6
Extreme fund performance and investor divergence in beliefs about manager skill6
On the efficiency contributions of analyst recommendations to financial markets6
Editorial Board6
Are mutual fund managers good gamblers?6
Surprise in short interest6
Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup6
Product markets, gender, and investment behavior6
Market power, ambiguity, and market participation6
Spread position as a leading economic indicator6
Estimating market liquidity from daily data: Marrying microstructure models and machine learning6
Investor attention and municipal bond returns6
Strategic trading by insiders in the presence of institutional investors5
Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic5
The AI and machine learning revolution in financial markets5
Editorial Board5
Fundamental characteristics, machine learning, and stock price crash risk5
Modern OTC market structure and liquidity: The tale of three tiers4
Does stock market rescue affect investment efficiency in the real sector?4
Editorial Board4
Can stock trading suspension calm down investors during market crises?4
Sustainable investing under delegated investment management4
Price bands and their effects on equity markets: Evidence from a natural experiment4
The alphas of beta and idiosyncratic volatility4
Convertible bond return predictability with machine learning4
Can institutional investors always beat individual investors?4
Editorial Board4
Dealer competition in over-the-counter markets4
Social norms and stock lending4
Mutual fund preference for pure-play firms4
The crumbling wall between crypto and non-crypto markets: Risk transmission through stablecoins4
The price effect of temporary short-selling bans: Theory and evidence4
Abnormal stock returns and shorting around securities class action lawsuits: The role of pre-filing news releases4
Climate risks and realized volatility of major commodity currency exchange rates4
Search friction, liquidity risk, and bond misallocation4
Microstructure and market dynamics in crypto markets3
Private information disclosure in the secondary loan market and its impact on equity market trading costs3
Firm fundamentals and the cross-section of implied volatility shapes3
Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns3
Editorial Board3
International corporate bond returns: Uncovering predictability using machine learning3
Editorial Board3
Commodity sentiment in predicting index futures returns3
Contagious margin calls: How COVID-19 threatened global stock market liquidity3
Banning dark pools: Venue selection and investor trading costs3
Editorial Board3
Tick size increase and default risk of small-cap U.S. firms: Evidence from a natural experiment3
The lead–lag relation between VIX futures and SPX futures3
Tick Size Pilot Program and price discovery in U.S. stock markets3
What do leveraged traders seek and gain from social media tone?3
Strategic trading as a response to short sellers3
Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program3
Arbitrage in the market for cryptocurrencies3
Realizing correlations across asset classes3
Informed securities lending: Evidence from structured finance2
Stabilizing the financial markets through communication and informed trading2
Back to the futures: When short selling is banned2
Informed options strategies before corporate events2
COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading2
The effect of secondary market closure on primary market liquidity: Evidence from peer-to-peer lending2
The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave networks2
Profitability anomaly and aggregate volatility risk2
Speed competition and strategic trading2
Sequential entry in illiquid markets2
Bank of Japan’s ETF purchase program and equity risk premium: A CAPM interpretation2
Options market ambiguity and its information content2
Auction-based tests of inventory control and private information in a centralized interdealer FX market2
Technical indicators and the cross-section of corporate bond returns in a machine learning era2
Editorial Board2
Unintended consequence of high bid price exclusion in IPO auctions: Evidence from China2
Machine+Heuristics: Nonlinear parametric portfolio policies with economic restrictions2
Common short selling and excess comovement: Evidence from a sample of LSE stocks2
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