OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Financial Economics is 28. 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 2022-08-01 to 2026-08-01.)

Article	Citations
Editorial Board	1159
Editorial Board	1084
Financial factors and the propagation of the Great Depression	1076
What matters in a characteristic?	1006
Arbitrage-based recovery	543
The incentives of SPAC sponsors	407
Risk-averse dealers in a risk-free market—The role of trading desk risk limits	405
Equity duration and predictability	253
Monetary policy expectation errors	233
Retail option traders and the implied volatility surface	214
Bank heterogeneity and financial stability	213
Set it and forget it? Financing retirement in an age of defaults	213
Momentum turning points	207
CEO compensation: Evidence from the field	186
Did pandemic relief fraud inflate house prices?	182
Sovereign risk premia and global macroeconomic conditions	179
Racial disparities in the Paycheck Protection Program	173
The invention of corporate governance	172
Implicit extrapolation and the beliefs channel of investment demand	158
Stakes and investor behaviors	157
Conditional risk	149
Financial literacy and financial crime: A regression discontinuity approach	148
Institutional investors, heterogeneous benchmarks and the comovement of asset prices	141
Machine-learning the skill of mutual fund managers	133
Voting and trading: The shareholder’s dilemma	132

News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies	122
The secular decline in interest rates and the rise of shadow banks	121
Direct lenders in the U.S. middle market	121
Loan spreads and credit cycles: The role of lenders’ personal economic experiences	116
Have risk premia vanished?	115
Gig labor: Trading safety nets for steering wheels	114
Finance without exotic risk	114
Defunding controversial industries: Can targeted credit rationing choke firms?	112
The return of return dominance: Decomposing the cross-section of prices	112
Insurance and portfolio decisions: Two sides of the same coin?	112
The risk and return of impact investing funds	111
Corporate culture: Evidence from the field	110
Aspirational utility and investment behavior	109
Asset life, leverage, and debt maturity matching	107
Price regulation in two-sided markets: Empirical evidence from debit cards	105
Editorial Board	102
Pricing and constructing international government bond portfolios	100
Manufacturing risk-free government debt	99
Self-Declared benchmarks and fund manager intent: “Cheating” or competing?	96
Shale shocked: Cash windfalls and household debt repayment	94
Employee output response to stock market wealth shocks	91
Heterogeneous liquidity providers and night-minus-day return predictability	91
Independent regulators and financial stability evidence from gubernatorial election campaigns in the Progressive Era	89
The value of intermediation in the stock market	88
Peer selection and valuation in mergers and acquisitions	85
Discrimination in the payments chain	82
Evergreening	80
Micro uncertainty and asset prices	80
Priced risk in corporate bonds	79
Financial education affects financial knowledge and downstream behaviors	76
Monetary policy transmission through the exchange rate factor structure	74
Macroeconomic drivers and the pricing of uncertainty, inflation, and bonds	70
Editorial Board	68
Editorial Board	68
Editorial Board	68
Editorial Board	66
Regulatory leakage among financial advisors: Evidence from FINRA regulation of “bad” brokers	63
Reaching for yield: Evidence from households	62
Asymmetric information, disagreement, and the valuation of debt and equity	61
The death of a regulator: Strict supervision, bank lending, and business activity	61
Gravity, counterparties, and foreign investment	61
The short- and long-run effects of remote work on U.S. housing markets	60
Intermediary balance sheets and the treasury yield curve	60
Machine learning and fund characteristics help to select mutual funds with positive alpha	56
Skill versus reliability in venture capital	56
Intermediary financing without commitment	56
Count (and count-like) data in finance	54
What are the events that shake our world? Measuring and hedging global COVOL	54
Financing the litigation arms race	53
Flattening the curve: Pandemic-Induced revaluation of urban real estate	52

Editorial Board	51
Editorial Board	51
The negativity bias and perceived return distributions: Evidence from a pandemic	50
Warp speed price moves: Jumps after earnings announcements	49
Refinancing cross-subsidies in the mortgage market	49
Endogenous inattention and risk-specific price underreaction in corporate bonds	49
Understanding the strength of the dollar	48
Fintech entry, lending market competition, and welfare	48
Dynamic asset (mis)pricing: Build-up versus resolution anomalies	47
The fundamental-to-market ratio and the value premium decline	46
ESG lending	46
Editorial Board	45
Sustainable investing with ESG rating uncertainty	45
Government litigation risk and the decline in low-income mortgage lending	44
Honoring Michael C. Jensen	44
Strategic arbitrage in segmented markets	44
Signals and stigmas from banking interventions: Lessons from the Bank Holiday of 1933	44
Borrow now, pay even later: A quantitative analysis of student debt payment plans	43
International trade and the risk in bilateral exchange rates	43
Market power in wholesale funding: A structural perspective from the triparty repo market	42
Rules versus discretion in capital regulation	42
Inflation and Trading	41
Let the rich be flooded: The distribution of financial aid and distress after hurricane harvey	41
Competition, Product differentiation and Crises: Evidence from 18 million securitized loans	41
Expansionary yet different: Credit supply and real effects of negative interest rate policy	41
Asset holders’ consumption risk and tests of conditional CCAPM	41
Expected idiosyncratic volatility	39
In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models	39
Salience theory and the cross-section of stock returns: International and further evidence	37
Dissecting green returns	36
Editorial Board	36
Intellectual property protection lost and competition: An examination using large language models	36
Fire-sale risk in the leveraged loan market	36
Empirical evaluation of overspecified asset pricing models	35
Treasury option returns and models with unspanned risks	35
Financial constraints and the racial housing gap	35
Learning by lending securities	35
A quantitative analysis of bank lending relationships	34
Efficient estimation of bid–ask spreads from open, high, low, and close prices	34
How valuable is corporate adaptation to crisis? Estimates from Covid-19 work-from-home announcements	34
Editorial Board	34
Taking sides on return predictability	34
The cross-section of investment and profitability: Implications for asset pricing	34
Appropriated growth	33
Picking partners: Manager selection in private markets	33
Value creation in shareholder activism	33
Missing values handling for machine learning portfolios	33
Patents that match your standards: Firm-level evidence on competition, innovation and growth	33
Editorial Board	32
Persistent and transitory components of firm characteristics: Implications for asset pricing	32
What do outside CEOs really do? Evidence from plant-level data	32
Editorial Board	31
LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints	30
Fed information effects: Evidence from the equity term structure	30
Sequential credit markets	30
Sustainable investing and market governance	30
The economics of “Buy Now, Pay Later”: A merchant’s perspective	30
Overvaluing simple bets: Evidence from the options market	30
What moves treasury yields?	29
Strategic digitization in currency and payment competition	29
Too Levered for Pigou: Carbon pricing, financial constraints, and leverage regulation	28
Social media as a bank run catalyst	28
Causal effects of closing businesses in a pandemic	28
The co-pricing factor zoo	28
Can the changes in fundamentals explain the attenuation of anomalies?	28
Global Business Networks	28