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 2022-01-01 to 2026-01-01.)
ArticleCitations
Who is buying and (not) lending when shorts are selling?61
Can news predict firm bankruptcy?41
Meta-learning for return prediction in shifting market regimes28
Asymmetry and the cross-section of option returns24
Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs23
Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data23
Incentives matter: Domestic funds and price informativeness improvement22
An ETF-based measure of stock price fragility19
Do analysts distribute negative opinions earlier?19
Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds18
Mood, attention, and household trading: Evidence from terrorist attacks18
Financial leverage and stock return comovement16
Mandatory co-investment and lock-up in China: A case of inconsistency in gradualistic financial market reform16
Climate risks and state-level stock market realized volatility15
Editorial Board15
Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks15
Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency14
Corporate bond price reversals14
Jump and volatility risk in the cross-section of corporate bond returns13
Spillover effects between liquidity risks through endogenous debt maturity13
Net buying pressure and the information in bitcoin option trades13
Attention: How high-frequency trading improves price efficiency following earnings announcements13
When does the tick size help or harm market quality? Evidence from the Tick Size Pilot12
Investor sentiment, style investing, and momentum12
Doctors managing mutual funds: Returns to specialization in asset management12
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns11
Who should buy stocks when volatility spikes?11
Investor sentiment and stock returns: Wisdom of crowds or power of words? Evidence from Seeking Alpha and Wall Street Journal11
Machine invasion: Automation in information acquisition and the cross-section of stock returns10
Intraday variation in cross-sectional stock comovement and impact of index-based strategies10
Informed trading prior to financial misconduct: Evidence from option markets9
Retail trading and analyst coverage9
Editorial Board9
Transparency in fragmented markets: Experimental evidence8
Intraday proprietary traders and short-term mispricing8
Newspapers tone and the overnight-intraday stock return anomaly7
Surprise in short interest7
Institutional trading and ESG controversies7
Intraday time series momentum: Global evidence and links to market characteristics7
Bigger pie, bigger slice: liquidity, value gain, and underpricing in IPOs7
Bond risk’s role in the equity risk-return tradeoff7
Friend or foe: On a common shareholder relationship between mutual funds and public companies7
Investing under ambiguity and relative performance concerns7
The Chinese trading halt puzzle6
Extreme fund performance and investor divergence in beliefs about manager skill6
Editorial Board6
Firm visibility, liquidity, and valuation for thinly traded assets6
Price impact versus bid–ask spreads in the index option market6
Asset pricing with data revisions6
Spread position as a leading economic indicator6
Estimating market liquidity from daily data: Marrying microstructure models and machine learning6
Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup6
Product markets, gender, and investment behavior6
On the efficiency contributions of analyst recommendations to financial markets6
Investor attention and municipal bond returns6
Are mutual fund managers good gamblers?5
Fundamental characteristics, machine learning, and stock price crash risk5
Inferring trade directions in fast markets5
Does air pollution affect seasoned equity offering pricing? Evidence from investor bids5
Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic5
Market power, ambiguity, and market participation5
Strategic trading by insiders in the presence of institutional investors4
Editorial Board4
Abnormal stock returns and shorting around securities class action lawsuits: The role of pre-filing news releases4
Search friction, liquidity risk, and bond misallocation4
Mutual fund preference for pure-play firms4
Can institutional investors always beat individual investors?4
Does stock market rescue affect investment efficiency in the real sector?4
Editorial Board4
Dealer competition in over-the-counter markets4
Social norms and stock lending4
The price effect of temporary short-selling bans: Theory and evidence4
Modern OTC market structure and liquidity: The tale of three tiers4
Convertible bond return predictability with machine learning4
Can stock trading suspension calm down investors during market crises?4
Price bands and their effects on equity markets: Evidence from a natural experiment4
Climate risks and realized volatility of major commodity currency exchange rates4
The alphas of beta and idiosyncratic volatility4
The crumbling wall between crypto and non-crypto markets: Risk transmission through stablecoins4
Editorial Board4
Contagious margin calls: How COVID-19 threatened global stock market liquidity3
International corporate bond returns: Uncovering predictability using machine learning3
Private information disclosure in the secondary loan market and its impact on equity market trading costs3
Editorial Board3
Editorial Board3
Arbitrage in the market for cryptocurrencies3
The equilibrium prices of auction IPO securities: Empirical evidence3
Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns3
The lead–lag relation between VIX futures and SPX futures3
Options market ambiguity and its information content3
Realizing correlations across asset classes3
Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program3
Banning dark pools: Venue selection and investor trading costs3
Firm fundamentals and the cross-section of implied volatility shapes3
Commodity sentiment in predicting index futures returns3
COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading3
Tick size increase and default risk of small-cap U.S. firms: Evidence from a natural experiment3
Informed options strategies before corporate events3
Editorial Board3
Strategic trading as a response to short sellers3
Auction-based tests of inventory control and private information in a centralized interdealer FX market2
Tick Size Pilot Program and price discovery in U.S. stock markets2
Fast traders make a quick buck: The role of speed in liquidity provision2
The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave networks2
Profitability anomaly and aggregate volatility risk2
Bank of Japan’s ETF purchase program and equity risk premium: A CAPM interpretation2
Machine+Heuristics: Nonlinear parametric portfolio policies with economic restrictions2
Financial integration in the EU28 equity markets: Measures and drivers2
Speed competition and strategic trading2
Common short selling and excess comovement: Evidence from a sample of LSE stocks2
Informed securities lending: Evidence from structured finance2
Editorial Board2
Unintended consequence of high bid price exclusion in IPO auctions: Evidence from China2
Sequential entry in illiquid markets2
Technical indicators and the cross-section of corporate bond returns in a machine learning era2
Stabilizing the financial markets through communication and informed trading2
Short selling and the pricing of PIN information risk2
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