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 2022-05-01 to 2026-05-01.)
ArticleCitations
The asset growth return premium and anchoring on the 52‐week high31
Institutional herding, credit rating and overreaction in stock price25
Bond covenants and the speed of corporate capital structure adjustment: Evidence from China24
IRS Private Letter Rulings: Initial Evidence on Determinants and Consequences19
Exploring the multifaceted impacts of convertible bond issuance on stock market quality: Evidence from China18
Firm (re)valuation and payouts16
Social media and cost of debt financing: Evidence from stock forum text analysis12
Social media, high‐frequency trading, and market making after‐hours – Evidence from presidential tweets12
11
Project risk and the bank monitored credit line11
Short selling and options trading: A tale of two markets11
11
Informed trading by hedge funds10
Dividend mispricing: Evidence from all‐stock merger deals10
Ambiguity and risk factors in bank stocks10
Bailouts and the modeling of bank distress10
Should lenders also advise? Evidence from project loans10
Does tunneling lower employee wages?9
8
Hostile activism: Hostile tactics or hostile hedge funds?7
7
Success or failure? Managerial ability and firm emergence from Chapter 11 bankruptcy proceedings7
Debt financing, the pandemic, and Federal Reserve interventions7
Different momentum effects across countries: An explanation based on investors' behavior7
MIDAS and dividend growth predictability: Revisiting the excess volatility puzzle7
Fueling regional economic prosperity: The role of P2P lending in micro‐firms and small businesses7
Market structure and price clustering: Maker‐taker versus taker‐maker7
Income and balance sheet diversification effects on banks' cost and profit efficiency: Evidence from the United States6
Capacity overhang and corporate disinvestment decisions6
Understanding the cross‐section of CDS returns using equity options6
Dividends and share repurchases during the COVID‐19 economic crisis6
Executive networks and global stock liquidity6
Price clustering and the informational efficiency of stock prices6
Corporate social responsibility and bank liquidity creation5
Insider trading restriction enforcement, investor protection, and innovation5
Debt enforcement, financial leverage, and product failures: Evidence from China and the United States5
Bank geographic deregulation, new credit accounts, and consumer credit5
5
Corporate social (ir)responsibility and firm risk: The role of corporate governance5
Issue Information5
4
Social capital and managerial opportunism: Evidence from option backdating4
The impact of horizontal mergers on suppliers' cash holdings4
New ESG rating drivers in the cross‐section of European stock returns4
Social media and price discovery: The case of cross‐listed firms4
Issue Information4
Reference point formation: Does the market whisper in the background?4
When bubbles align: Synchronization and systemic risk in US real estate4
Personal connections, financial advisors and M&A outcomes4
Character and creditworthiness: Unveiling the role of job titles in peer‐to‐peer lending4
Do earnouts create the right incentives? Earnings management around earnout‐based acquisitions4
Foreign corporations as large shareholders4
Industrial policy conflicts and their impact on analysts' forecast accuracy and behavior4
The impact of subordinate executives’ comparative confidence and competence on corporate risk‐taking4
Seasoned equity offerings and payout policy3
Board quality and the public purse: A study of government subsidies and corporate governance3
Corporate cash holdings and industry risk3
The role of the dual holder in mitigating underinvestment3
Issue Information3
3
Decomposing industry leverage: The special cases of real estate investment trusts and technology & hardware companies3
Predictable time‐series biases in analyst target prices and stock returns3
Predicting corporate restructuring and financial distress in banks: The case of the Swiss banking industry3
CEO social media activity and insider trading3
Estimating background risk hedging demands from cross‐sectional data3
2
Short selling ETFs and market performance2
Board structure and market performance: Does one solution fit all?2
Issue Information2
Local labor match and corporate investments: Evidence from new flight routes2
Common ownership and executive pay duration2
CEO–board connections and the cost of equity capital: International evidence2
Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures2
The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market2
Do carbon prices affect stock prices?2
Insider Trading as a Compensation Mechanism2
Permanent private equity: Market performance and transactions2
Who can see the iceberg's peak? How icebergs are used by information and liquidity traders2
ETF ownership and the transmission of monetary policy2
Country culture and shadow banking2
Cyclicality of liquidity creation: Nonlinear evidence from US bank holding companies2
Market impacts of the 2020 short selling bans2
Intraday variation in trading costs: Evidence from the TSPP2
Issue Information2
Interstate migration networks and stock return comovement2
Does interest rate liberalization affect corporate debt structure?2
Daily entry and exit triggers for open market repurchases2
Social connections and information leakage: Evidence from target stock price run‐up in takeovers2
The pervasiveness of matching rights in merger agreements: Impact on shareholder wealth2
CEO prior uncertainty and pay–performance sensitivity2
Information absorption in stocks with short‐selling constraints2
The alphabet and idiosyncratic volatility2
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