OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Empirical Finance is 22. 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 2021-06-01 to 2025-06-01.)

Article	Citations
Persistent and transient variance components in option pricing models with variance-dependent Kernel	105
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA	102
Uncovered interest rate parity redux: Non-uniform effects	86
Estimation and inference in low frequency factor model regressions with overlapping observations	46
The effect of venture capital backing on innovation in newly public firms	41
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	40
House price bubbles under the COVID-19 pandemic	37
Timing is money: The factor timing ability of hedge fund managers	35
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition	34
Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices	33
Stock price movements: Evidence from global equity markets	31
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach	31
Bear factor and hedge fund performance	31
The stock market tips	30
In search of retail investors: The effect of retail investor attention on odd lot trades	30
A revisit to bias-adjusted predictive regression	29
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty	27
Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland	26
Exploring risk premium factors for country equity returns	25
Executive compensation and aspirational peer benchmarking	25
Tariff uncertainty and firm innovation: Evidence from the U.S.–China Permanent Normal Trade Relation	23
Climate change risk and green bond pricing	23
Customer–supplier relationships and non-linear financial policy response	22