OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Empirical Finance is 19. 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 2021-11-01 to 2025-11-01.)

Article	Citations
Persistent and transient variance components in option pricing models with variance-dependent Kernel	113
Uncovered interest rate parity redux: Non-uniform effects	45
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition	40
House price bubbles under the COVID-19 pandemic	40
The effect of venture capital backing on innovation in newly public firms	38
Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices	38
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA	36
On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance	35
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	35
Public data openness and trade credit: Evidence from China	35
Bear factor and hedge fund performance	34
Estimation and inference in low frequency factor model regressions with overlapping observations	32
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach	31
A revisit to bias-adjusted predictive regression	30
High frequency online inflation and term structure of interest rates: Evidence from China	27
Climate change risk and green bond pricing	24
The stock market tips	22
Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland	20
Stock price movements: Evidence from global equity markets	19