Investment Analysts Journal

Papers
(The TQCC of Investment Analysts Journal is 2. 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 2021-08-01 to 2025-08-01.)
ArticleCitations
The sustainable lifestyle level: How real salary increases affect adequate retirement provision51
Measuring corporate failure risk: Does long short-term memory perform better in all markets?32
Higher moments and industry momentum returns22
Examining swap butterfly risk premia in South Africa18
The interconnectedness and spillover effects among economic uncertainty, energy-related risks and sovereign risk in BRICS economies17
Mutual fund shareholdings and performance: A network perspective16
Analysts’ stock ratings and the predictive value of news and Twitter sentiment15
Tactical asset allocation using the Kalman filter10
The asymmetric relationship between volatility index and volatility-of-volatility index9
CEO-related announcements, trading activity, and calendar effects8
What is the optimal offshore allocation for South African investors?6
Correction6
Relevance of corporation quality and environmental protection, social responsibility, and corporate governance6
Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications5
The influence of crises on the financial position of multinationals in emerging markets5
Financial analysts’ information role on brand capital4
A quantile-based analysis of risk-return dynamics in the South African equity market4
Central bank policy rate announcements and high-frequency intra-day benchmark stock returns reaction dynamics: Evidence from South Africa4
The information content of bond rating changes and insider trading in Korea4
Do changes in star selection criteria affect analyst behaviour?4
The MAX puzzle in a frontier market before and during the Covid-19 pandemic4
Gender preferences in cryptocurrency systems: Sentiment analysis and predictive modelling4
Nonlinear dependencies in the Fama and French three-factor model3
ESG performance and firm value in the Chinese market3
Employing behavioural portfolio theory for sustainable investment: Examining drawdown risks and ESG factors3
Corporate social responsibility and firm performance: Evidence from Korea3
The impact of ESG ratings on analysts’ information processing: Evidence from China2
Does board diversity influence idiosyncratic risk: Empirical evidence from Chinese listed firms2
Heterogeneous investor attention to climate risk: Evidence from a unique dataset2
Bayesian forecasting of stock returns on the JSE using simultaneous graphical dynamic linear models2
Economic policy uncertainty and industry portfolio returns in the United States2
Integration among the BRICS stock markets: Filtering out global factors2
Tracking error volatility and relative risk budgets2
The cumulative prospect theory and fund flows in emerging markets2
Financial constraints and the financial distress puzzle: Evidence from a frontier market before and during the Covid-19 pandemic2
Early evidence on the performance of hedged exchange traded funds2
CFOs versus CEOs: Risk-taking incentives and decisions of corporate policies2
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