OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Financial Markets is 4. 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.)

Article	Citations
Stock liquidity and default risk around the world	35
Risk premium spillovers among stock markets: Evidence from higher-order moments	32
The overnight return puzzle and the “T+1” trading rule in Chinese stock markets	30
Social media, financial reporting opacity, and return comovement: Evidence from Seeking Alpha	28
Google search volume and individual investor trading	27
Nothing but noise? Price discovery across cryptocurrency exchanges	23
In law we trust: Lawyer CEOs and stock liquidity	22
Does it pay to follow anomalies research? Machine learning approach with international evidence	19
Contagious margin calls: How COVID-19 threatened global stock market liquidity	17
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S	16
Forecasting stock returns: A time-dependent weighted least squares approach	16
Insider trading ahead of cyber breach announcements	16
Cash conversion cycle and aggregate stock returns	16
Financial integration in the EU28 equity markets: Measures and drivers	15
Climate risks and realized volatility of major commodity currency exchange rates	12
The pricing of the illiquidity factor’s conditional risk with time-varying premium	11
Measurement of common risks in tails: A panel quantile regression model for financial returns	11
Biased short: Short sellers' disposition effect and limits to arbitrage	11
The yield curve and the stock market: Mind the long run	11
Noise traders incarnate: Describing a realistic noise trading process	10
Does air pollution affect seasoned equity offering pricing? Evidence from investor bids	9
Intraday time series momentum: Global evidence and links to market characteristics	9
Attention: How high-frequency trading improves price efficiency following earnings announcements	9
The choice of SEO method in Korea: Rights vs. public offers	9
Local investor horizon clientele and IPO underpricing	8

ETFs’ high overnight returns: The early liquidity provider gets the worm	8
Intraday market making with overnight inventory costs	8
Tick Size Pilot Program and price discovery in U.S. stock markets	8
Net buying pressure and the information in bitcoin option trades	8
Informed liquidity provision in a limit order market	8
Investor attention and municipal bond returns	8
Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic	7
Option trading volume by moneyness, firm fundamentals, and expected stock returns	7
Deviations from time priority on the NYSE	6
Does the U.S. president affect the stock market?	6
ETF use among actively managed mutual fund portfolios	6
Equity investor sentiment and bond market reaction: Test of overinvestment and capital flow hypotheses	6
Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan	6
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns	6
Does shareholder litigation affect the corporate information environment?	6
Overselling winners and losers: How mutual fund managers' trading behavior affects asset prices	5
Climate events and return comovement	5
Does the Nationally Recognized Statistical Rating Organization certification matter for Japanese credit rating agencies?	5
Price discovery in CDS and equity markets: Default risk-based heterogeneity in the systematic investment grade and high yield sectors	5
Broker routing decisions in limit order markets	5
Media abnormal tone, earnings announcements, and the stock market	5
Climate risks and state-level stock market realized volatility	5
Predicting the equity premium with the implied volatility spread	5
Predicting stock returns with implied cost of capital: A partial least squares approach	5
Institutional investor heterogeneity and market price dynamics: Evidence from investment horizon and portfolio concentration	5
Asymmetric information in the equity market and information flow from the equity market to the CDS market	4
COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading	4
R&D information quality and stock returns	4
Arbitrage in the market for cryptocurrencies	4
Bidding styles of institutional investors in IPO auctions	4
ETF ownership and firm-specific information in corporate bond returns	4
Investor sentiment, style investing, and momentum	4
Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns	4
Financial oligopolies and parallel exclusion in the credit default swap markets	4
Who trades at the close? Implications for price discovery and liquidity	4
Information processing on equity prices and exchange rate for cross-listed stocks	4
Speed and learning in high-frequency auctions	4
The equilibrium prices of auction IPO securities: Empirical evidence	4
Call auction design and closing price manipulation: Evidence from the Hong Kong stock exchange	4