Journal of Financial Markets

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 2021-02-01 to 2025-02-01.)
ArticleCitations
Surprise in short interest48
Climate risks and realized volatility of major commodity currency exchange rates27
The race to exploit anomalies and the cost of slow trading25
The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave networks24
The volatility of stock investor returns21
Investment styles and the multiple testing of cross-sectional stock return predictability20
Who is buying and (not) lending when shorts are selling?17
The price effect of temporary short-selling bans: Theory and evidence15
Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market14
Editorial Board13
Financial oligopolies and parallel exclusion in the credit default swap markets13
Abnormal stock returns and shorting around securities class action lawsuits: The role of pre-filing news releases11
Editorial Board11
Editorial Board11
Call auction design and closing price manipulation: Evidence from the Hong Kong stock exchange11
Options-implied information and the momentum cycle10
The alphas of beta and idiosyncratic volatility9
Editorial Board9
Information flow and credit rating announcements9
Editorial Board9
Hidden liquidity, market quality, and order submission strategies9
Bidding styles of institutional investors in IPO auctions8
Price bands and their effects on equity markets: Evidence from a natural experiment8
Back to the futures: When short selling is banned8
Recovery from fast crashes: Role of mutual funds8
Is the index efficient? A worldwide tour with stochastic dominance7
Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?7
Can stock trading suspension calm down investors during market crises?7
Options-based systemic risk, financial distress, and macroeconomic downturns7
Asymmetry and the Cross-section of Option Returns7
Are fund managers rewarded for taking cyclical risks?6
Short selling and the pricing of PIN information risk6
Editorial Board6
Standardization, transparency initiatives, and liquidity in the CDS market6
Nothing but noise? Price discovery across cryptocurrency exchanges6
Job postings and aggregate stock returns6
Editorial Board5
The impact of margin requirements on voluntary clearing decisions5
Do analysts distribute negative opinions earlier?5
Spoilt for choice: Determinants of market shares in fragmented equity markets5
Are retail investors less aggressive on small price stocks?5
Order splitting and interacting with a counterparty5
Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup5
Liquidity components: Commonality in liquidity, underreaction, and equity returns5
Editorial Board5
Investor attention and municipal bond returns4
Does shareholder litigation affect the corporate information environment?4
Editorial Board4
Search friction, liquidity risk, and bond misallocation4
The equilibrium prices of auction IPO securities: Empirical evidence4
Noise traders incarnate: Describing a realistic noise trading process4
Optimism, divergence of investors’ opinions, and the long-run underperformance of IPOs4
Finding information in obvious places: Work connections and mutual fund investment ideas4
Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data4
The price evolution in financial markets under influence of published opinions4
Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs4
Stock liquidity and default risk around the world4
Liquid speed: A micro-burst fee for low-latency exchanges4
Overselling winners and losers: How mutual fund managers' trading behavior affects asset prices4
Synchronous social media and the stock market4
Bigger pie, bigger slice: liquidity, value gain, and underpricing in IPOs4
Price impact versus bid–ask spreads in the index option market4
Arbitrage in the market for cryptocurrencies4
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