OOIR: Observatory of International Research

Papers

(The TQCC of Investment Analysts Journal is 3. 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 2020-05-01 to 2024-05-01.)

Article	Citations
Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications	14
The asymmetric effect of COVID-19 government interventions on global stock markets: New evidence from QARDL and threshold regression approaches	14
Is a sentiment-based trading strategy profitable?	13
A framework for online investment decisions	12
International investor sentiment and stock returns: Evidence from China	9
Financial constraints and the financial distress puzzle: Evidence from a frontier market before and during the Covid-19 pandemic	8
Portfolio diversification with cryptocurrencies – Evidence from Middle Eastern stock markets	7
ESG performance and firm value in the Chinese market	7
Heterogeneous investor attention to climate risk: Evidence from a unique dataset	7
Tracking error vs tracking difference: Does it matter?	6
Predicting corporate defaults using machine learning with geometric-lag variables	6
Small-minus-big predicts betting-against-beta: Implications for international equity allocation and market timing	6
The role of oil price in determining the relationship between cryptocurrencies and non-fungible assets	5
The effects of uncertainty on investor expectations and volatility in the South African white maize futures market	4
Time dynamics of connectedness between commodity convenience yields and zero-coupon inflation swap rates	4
Investor sentiment and market dynamics: Evidence from index futures markets	4
Measuring the asymmetry level around quarterly reports in the Dow Jones, Nasdaq, and Standard & Poor’s: Before and during the COVID-19 pandemic	4
Statistical arbitrage on the JSE based on partial co-integration	4
The pricing of skewness: Evidence from the Johannesburg Stock Exchange	3
Multi-asset allocation of exchange traded funds: Application of Black–Litterman model	3
Consumer sentiment and time-varying betas: Testing the validity of the consumption CAPM on the Johannesburg Stock Exchange	3
Time–frequency analysis of cryptocurrency attention	3
Evaluating equity analyst forecasts in South Africa	3
Measuring corporate failure risk: Does long short-term memory perform better in all markets?	3
Idiosyncratic momentum on the JSE	3

Information sharing and fund performance: Evidence from the US mutual fund family