Journal of Financial Markets

Papers
(The TQCC of Journal of Financial Markets is 5. 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
Do analysts distribute negative opinions earlier?25
Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data25
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
Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks17
Climate risks and state-level stock market realized volatility17
Editorial Board17
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
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns13
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
Intraday proprietary traders and short-term mispricing12
Doctors managing mutual funds: Returns to specialization in asset management12
Editorial Board12
When does the tick size help or harm market quality? Evidence from the Tick Size Pilot11
Retail trading and analyst coverage10
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
Investor sentiment, style investing, and momentum9
Machine invasion: Automation in information acquisition and the cross-section of stock returns9
Who should buy stocks when volatility spikes?9
Bond risk’s role in the equity risk-return tradeoff8
Institutional trading and ESG controversies7
Newspapers tone and the overnight-intraday stock return anomaly7
Transparency in fragmented markets: Experimental evidence7
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
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
Fundamental characteristics, machine learning, and stock price crash risk5
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
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