Journal of Financial Economics

Papers
(The H4-Index of Journal of Financial Economics is 69. 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
Quantifying the impact of red tape on investment: A survey data approach1750
Unlocking clients: The importance of relationships in the financial advisory industry1523
The cost of steering in financial markets: Evidence from the mortgage market1169
Disclosing and cooling-off: An analysis of insider trading rules1117
Strategic arbitrage in segmented markets1074
Bank competition and household privacy in a digital payment monopoly835
The real and financial effects of internal liquidity: Evidence from the Tax Cuts and Jobs Act619
Editorial Board561
Motivating collusion523
Editorial Board385
Closing auctions: Nasdaq versus NYSE380
The rate of communication352
Ambiguity about volatility and investor behavior341
Revealing corruption: Firm and worker level evidence from Brazil308
Expansionary yet different: Credit supply and real effects of negative interest rate policy260
Voluntary disclosure with evolving news237
Venture capital contracts236
Volatility and the cross-section of returns on FX options226
Editorial Board212
The diversification and welfare effects of robo-advising172
Intermediary-based equity term structure168
Modeling volatility in dynamic term structure models145
Failing to forecast rare events140
Editorial Board137
Editorial Board136
Editorial135
Editorial Board134
Editorial Board133
The short-termism trap: Catering to informed investors with limited horizons132
Set it and forget it? Financing retirement in an age of defaults125
Paying for beta: Leverage demand and asset management fees119
Editorial Board117
Editorial Board117
Capital forbearance in the bank recovery and resolution game115
Shattered housing114
Do low search costs facilitate like-buys-like mergers? Evidence from common bank networks112
Leverage110
Sitting bucks: Stale pricing in fixed income funds107
Monetary policy expectation errors105
Asset holders’ consumption risk and tests of conditional CCAPM103
Optimal financing with tokens101
Financing constraints, home equity and selection into entrepreneurship99
Does regulatory cooperation help integrate equity markets?96
Broken promises, competition, and capital allocation in the mutual fund industry94
The jump leverage risk premium93
Editorial Board93
Market power in wholesale funding: A structural perspective from the triparty repo market91
Fire-sale risk in the leveraged loan market91
Dynamic resource allocation with hidden volatility90
Borrow now, pay even later: A quantitative analysis of student debt payment plans89
Signals and stigmas from banking interventions: Lessons from the Bank Holiday of 193389
From employee to entrepreneur: The role of unemployment risk86
Arbitrage-based recovery86
Four facts about ESG beliefs and investor portfolios84
Crowdsourcing peer information to change spending behavior84
The global factor structure of exchange rates81
Delayed crises and slow recoveries81
In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models78
Dominant currency debt77
The SOFR discount76
Do limits to arbitrage explain the benefits of volatility-managed portfolios?75
What matters in a characteristic?75
Contracting without contracting institutions: The trusted assistant loan in 19th century China73
The “7% solution” and IPO (under)pricing73
The effect of female leadership on contracting from Capitol Hill to Main Street72
Pervasive underreaction: Evidence from high-frequency data71
The high volume return premium and economic fundamentals71
Competition, Product differentiation and Crises: Evidence from 18 million securitized loans70
Finance and the supply of housing quality70
Bank heterogeneity and financial stability69
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