Journal of Empirical Finance

Papers
(The H4-Index of Journal of Empirical Finance is 20. 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
Reinsurance demand and liquidity creation: A search for bicausality100
Uncovered interest rate parity redux: Non-uniform effects95
The effects of economic uncertainty on financial volatility: A comprehensive investigation80
Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities42
Corporate social responsibility and excess perks36
Information in unexpected bonus cuts: Firm performance and CEO firings35
Introducing article numbering to Journal of Empirical Finance35
Editorial Board32
Equity markets volatility clustering: A multiscale analysis of intraday and overnight returns31
The role of bad-news coverage and media environments in crash risk around the world31
Do firms use credit lines to support investment opportunities?: Evidence from success in R&D30
Dynamic risk management and asset comovement29
Why Do U.S. Firms Invest Less over Time?29
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA27
Estimation and inference in low frequency factor model regressions with overlapping observations27
A portfolio-level, sum-of-the-parts approach to return predictability26
What drives the TIPS–Treasury bond mispricing?24
House price bubbles under the COVID-19 pandemic23
Shadow capital in venture financing: Selection, valuation, and exit dynamic22
Factor correlation and the cross section of asset returns: A correlation-robust machine learning approach20
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