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 2021-09-01 to 2025-09-01.)

Article	Citations
Asymmetry and the cross-section of option returns	63
Can news predict firm bankruptcy?	53
Who is buying and (not) lending when shorts are selling?	34
Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data	33
Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs	24
Do analysts distribute negative opinions earlier?	23
Financial leverage and stock return comovement	22
Mood, attention, and household trading: Evidence from terrorist attacks	22
Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds	22
An ETF-based measure of stock price fragility	17
Climate risks and state-level stock market realized volatility	16
Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks	16
Editorial Board	16
Spillover effects between liquidity risks through endogenous debt maturity	15
Jump and volatility risk in the cross-section of corporate bond returns	14
Attention: How high-frequency trading improves price efficiency following earnings announcements	14
Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency	13
Net buying pressure and the information in bitcoin option trades	13
Corporate bond price reversals	13
Editorial Board	12
Investor sentiment, style investing, and momentum	12
Who should buy stocks when volatility spikes?	12
LIBOR's poker	11
Machine invasion: Automation in information acquisition and the cross-section of stock returns	10
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns	10

Intraday variation in cross-sectional stock comovement and impact of index-based strategies	10
Retail trading and analyst coverage	10
Informed trading prior to financial misconduct: Evidence from option markets	10
Doctors managing mutual funds: Returns to specialization in asset management	10
Investor sentiment and stock returns: Wisdom of crowds or power of words? Evidence from Seeking Alpha and Wall Street Journal	10
Friend or foe: On a common shareholder relationship between mutual funds and public companies	9
Bond risk’s role in the equity risk-return tradeoff	9
Asymmetric information in the equity market and information flow from the equity market to the CDS market	9
Newspapers tone and the overnight-intraday stock return anomaly	8
Institutional trading and ESG controversies	8
Surprise in short interest	7
Transparency in fragmented markets: Experimental evidence	7
Bigger pie, bigger slice: liquidity, value gain, and underpricing in IPOs	7
Intraday time series momentum: Global evidence and links to market characteristics	7
Price impact versus bid–ask spreads in the index option market	7
Spread position as a leading economic indicator	6
Investor attention and municipal bond returns	6
Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup	6
On the efficiency contributions of analyst recommendations to financial markets	6
Asset pricing with data revisions	6
Equity investor sentiment and bond market reaction: Test of overinvestment and capital flow hypotheses	6
Extreme fund performance and investor divergence in beliefs about manager skill	6
The Chinese trading halt puzzle	6
Inferring trade directions in fast markets	5
Market power, ambiguity, and market participation	5
Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic	5
Firm visibility, liquidity, and valuation for thinly traded assets	5
Does air pollution affect seasoned equity offering pricing? Evidence from investor bids	5
Editorial Board	5
Are mutual fund managers good gamblers?	5
Abnormal stock returns and shorting around securities class action lawsuits: The role of pre-filing news releases	4
Convertible bond return predictability with machine learning	4
Does stock market rescue affect investment efficiency in the real sector?	4
Fundamental characteristics, machine learning, and stock price crash risk	4
Search friction, liquidity risk, and bond misallocation	4
Editorial Board	4
Social norms and stock lending	4
Realizing correlations across asset classes	4
The price effect of temporary short-selling bans: Theory and evidence	4
Strategic trading by insiders in the presence of institutional investors	4
Modern OTC market structure and liquidity: The tale of three tiers	4
Mutual fund preference for pure-play firms	4
Dealer competition in over-the-counter markets	4
The equilibrium prices of auction IPO securities: Empirical evidence	4
Does shareholder litigation affect the corporate information environment?	4
Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns	4
Editorial Board	4
Editorial Board	4
The alphas of beta and idiosyncratic volatility	4
Price bands and their effects on equity markets: Evidence from a natural experiment	4

Climate risks and realized volatility of major commodity currency exchange rates	4
Arbitrage in the market for cryptocurrencies	4
Editorial Board	4
Can stock trading suspension calm down investors during market crises?	4