Financial Analysts Journal

Papers
(The median citation count of Financial Analysts Journal is 1. 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 2020-05-01 to 2024-05-01.)
ArticleCitations
ESG Rating Disagreement and Stock Returns204
Which Corporate ESG News Does the Market React To?65
Reports of Value’s Death May Be Greatly Exaggerated58
The Shift from Active to Passive Investing: Risks to Financial Stability?36
Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens33
Hedge Fund Performance: End of an Era?29
Net-Zero Carbon Portfolio Alignment26
Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits21
Enhanced Portfolio Optimization21
A Review of the Performance Measurement of Long-Term Mutual Funds20
Decarbonizing Everything17
Impact Investing: Killing Two Birds with One Stone?17
When Equity Factors Drop Their Shorts16
Environmental, Social, and Governance Issues and the Financial Analysts Journal16
An Empirical Evaluation of Tax-Loss-Harvesting Alpha15
Capital Market Liberalization and Investment Efficiency: Evidence from China13
Gold, the Golden Constant, and Déjà Vu10
What ESG-Related Disclosures Should the SEC Mandate?10
Employee Satisfaction and Long-Run Stock Returns, 1984–202010
Conditional Volatility Targeting9
Equity Investing in the Age of Intangibles9
Volmageddon and the Failure of Short Volatility Products8
Risk Management and the Optimal Combination of Equity Market Factors8
Managerial Multitasking in the Mutual Fund Industry8
Levered and Inverse Exchange-Traded Products: Blessing or Curse?8
Seventy-Five Years of Investing for Future Generations8
The Financial Analysts Journal and Investment Management7
Private Debt Fund Returns, Persistence, and Market Conditions7
Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading7
Climate Change Vulnerability and Currency Returns6
Maximum Drawdown as Predictor of Mutual Fund Performance and Flows6
Investing in Deflation, Inflation, and Stagflation Regimes6
Identifying Hedge Fund Skill by Using Peer Cohorts4
Active Share and the Predictability of the Performance of Separate Accounts4
Improving Interest Rate Risk Hedging Strategies through Regularization4
Effects of Venture Capital Mega-Deals on IPO Success and Post-IPO Performance4
Allocating to Thematic Investments4
Hedged Mutual Funds and Competition for Sources of Alpha3
Tax-Loss Harvesting: An Individual Investor’s Perspective3
The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology3
Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks3
Portfolio Choice with Path-Dependent Scenarios3
Applying Economics—Not Gut Feel—to ESG3
Maturity-Matched Bond Fund Performance3
What Do TIPS Say about Real Interest Rates and Required Returns?2
Personalized Multiple Account Portfolio Optimization2
Harnessing Neuroscientific Insights to Generate Alpha2
Is Sector Neutrality in Factor Investing a Mistake?2
Diversification during Hard Times2
Shareholder Democracy, Meet Memocracy2
Should Mutual Fund Investors Time Volatility?2
Should Defined Contribution Plans Include Private Equity Investments?2
Forbearance in Institutional Investment Management: Evidence from Survey Data2
Beyond Fama-French Factors: Alpha from Short-Term Signals2
Targeting Retirement Security with a Dynamic Asset Allocation Strategy2
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size2
Evolutionary Finance for Multi-Asset Investors2
Targeting Macroeconomic Exposures in Equity Portfolios: A Firm-Level Measurement Approach for Out-of-Sample Robustness2
Analyst Incentives and Stock Return Synchronicity: Evidence from MiFID II2
Green Parity and the Decarbonization of Corporate Bond Portfolios1
Harry Markowitz in Memoriam1
Free Markets to Fed Markets: How Modern Monetary Policy Impacts Equity Markets1
Portable Beta and Total Portfolio Management1
Factor Replication with Industry Stratification1
Stocks for the Long Run? Sometimes Yes, Sometimes No1
Predicting Bond Returns: 70 Years of International Evidence1
Forecasting the Long-Term Equity Premium for Asset Allocation1
Redefining the Optimal Retirement Income Strategy1
Swing Pricing Calibration: Using ETFs to Infer Swing Factors for Mutual Funds1
Hedge Funds vs. Alternative Risk Premia1
Private Shareholder Engagements on Material ESG Issues1
Earning Alpha by Avoiding the Index Rebalancing Crowd1
Investing with Style in Liquid Private Debt1
Retirement Income Sufficiency through Personalised Glidepaths1
Index + Factors + Alpha1
To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling1
Boosting the Equity Momentum Factor in Credit1
Momentum Crashes and the 52-Week High1
Carry Momentum1
Option Pricing via Breakeven Volatility1
Trade Informativeness in Modern Markets1
Chinese and Global ADRs: The US Investor Experience1
Harry Markowitz and the Philosopher’s Stone1
A New Framework for Analyzing Market Share Dynamics among Fund Families1
Exclude with Impunity: Personalized Indexing and Stock Restrictions1
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