Journal of Financial Research

Papers
(The TQCC of Journal of Financial Research is 2. 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 2021-04-01 to 2025-04-01.)
ArticleCitations
Mutual fund performance and changes in factor exposure34
Author Index of Volume XLIV, 202125
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Bank–client cross‐ownership of bank stocks: A network analysis12
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Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns10
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Industry tournament incentives and corporate innovation strategies9
The discount for lack of marketability term structure9
Issue Information9
Debt dispersion and corporate liquidity9
Interbank borrowing and bank liquidity risk8
Seasoned equity offerings and payout policy8
De facto time‐varying indices‐based benchmarks for mutual fund returns7
Corporate cash holdings and industry risk7
Decomposing industry leverage: The special cases of real estate investment trusts and technology & hardware companies6
Do bank managers signal through cash flow statements?6
Managing other people's money: An agency theory in financial management industry5
IRS Private Letter Rulings: Initial Evidence on Determinants and Consequences5
Institutional investors and mispricing of unionized firms5
The asset growth return premium and anchoring on the 52‐week high4
How does the JOBS act affect the rule 144A market?4
The efficacy of market timing and value creation4
Variance of deviation from optimal leverage4
Informed trading of out‐of‐the‐money options and market efficiency4
Comoment risk in corporate bond yields and returns4
Predictable time‐series biases in analyst target prices and stock returns4
Social connections and information leakage: Evidence from target stock price run‐up in takeovers4
The role of the dual holder in mitigating underinvestment4
Exploring the multifaceted impacts of convertible bond issuance on stock market quality: Evidence from China4
The causal effect of local product market shocks on equity holdings: Evidence from the airline industry4
Bond covenants and investment policy4
Firm (re)valuation and payouts4
Is social capital a determinant of board gender diversity?4
Predicting corporate restructuring and financial distress in banks: The case of the Swiss banking industry4
Do traders overweight experience from first movers?4
Estimating background risk hedging demands from cross‐sectional data4
ISO order imbalances and individual stock returns4
Economic policy uncertainty and insider trading4
Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?3
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Impacts of firm life cycle on bond ratings and yields3
Dual‐class share structure and innovation3
Asset versus equity acquisitions by financial institutions3
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Cash flow growth and stock returns2
Short selling and options trading: A tale of two markets2
Social media and cost of debt financing: Evidence from stock forum text analysis2
Who can see the iceberg's peak? How icebergs are used by information and liquidity traders2
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CDS contract initiations: REIT board monitoring and corporate decision outcomes2
Project risk and the bank monitored credit line2
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The impact of labor on the performance of founder‐family firms2
Selection effects in the births of mutual funds2
Does amortization matter? Evidence from the syndicated loan market2
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Issue Information2
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