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 2021-05-01 to 2025-05-01.)
ArticleCitations
Asymmetry and the cross-section of option returns57
Who is buying and (not) lending when shorts are selling?45
Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs35
Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data29
Do analysts distribute negative opinions earlier?23
Mood, attention, and household trading: Evidence from terrorist attacks19
Financial leverage and stock return comovement19
Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds19
An ETF-based measure of stock price fragility19
Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks18
Climate risks and state-level stock market realized volatility17
Spillover effects between liquidity risks through endogenous debt maturity16
Editorial Board15
Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency14
Corporate bond price reversals13
Attention: How high-frequency trading improves price efficiency following earnings announcements13
Net buying pressure and the information in bitcoin option trades13
Retail trading and analyst coverage12
Editorial Board12
Jump and volatility risk in the cross-section of corporate bond returns12
Who should buy stocks when volatility spikes?10
Intraday variation in cross-sectional stock comovement and impact of index-based strategies10
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns10
Informed trading prior to financial misconduct: Evidence from option markets10
Machine invasion: Automation in information acquisition and the cross-section of stock returns10
Doctors managing mutual funds: Returns to specialization in asset management9
Investor sentiment and stock returns: Wisdom of crowds or power of words? Evidence from Seeking Alpha and Wall Street Journal9
Friend or foe: On a common shareholder relationship between mutual funds and public companies8
LIBOR's poker8
Bond risk’s role in the equity risk-return tradeoff8
Investor sentiment, style investing, and momentum8
Transparency in fragmented markets: Experimental evidence7
Newspapers tone and the overnight-intraday stock return anomaly7
Intraday time series momentum: Global evidence and links to market characteristics7
Asymmetric information in the equity market and information flow from the equity market to the CDS market7
Bigger pie, bigger slice: liquidity, value gain, and underpricing in IPOs6
Asset pricing with data revisions6
Spread position as a leading economic indicator6
Price impact versus bid–ask spreads in the index option market6
Surprise in short interest6
Equity investor sentiment and bond market reaction: Test of overinvestment and capital flow hypotheses6
Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup6
Institutional investor heterogeneity and market price dynamics: Evidence from investment horizon and portfolio concentration6
Investor attention and municipal bond returns6
Editorial Board5
Inferring trade directions in fast markets5
Fundamental characteristics, machine learning, and stock price crash risk5
Modern OTC market structure and liquidity: The tale of three tiers5
Are mutual fund managers good gamblers?5
Firm visibility, liquidity, and valuation for thinly traded assets5
Strategic trading by insiders in the presence of institutional investors5
Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic5
Market power, ambiguity, and market participation5
Does air pollution affect seasoned equity offering pricing? Evidence from investor bids5
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