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 2021-04-01 to 2025-04-01.)
ArticleCitations
Text-mining approach with Black–Litterman model: A case study of Armenian pension funds35
Central bank policy rate announcements and high-frequency intra-day benchmark stock returns reaction dynamics: Evidence from South Africa29
Is the rand a commodity currency? A volatility spillover analysis20
Quantile dependencies between exchange rate volatility and sectoral stock returns in South Africa18
Rating to economic profit: Valuation properties, implementation issues, and the justification of target prices14
Under- or -overreaction: Investors’ response to black swan events14
Economic policy uncertainty and industry portfolio returns in the United States10
The highest-lowest price range and the cross-sectional returns predictability10
Predicting corporate defaults using machine learning with geometric-lag variables10
Does board diversity influence idiosyncratic risk: Empirical evidence from Chinese listed firms6
The sustainable lifestyle level: How real salary increases affect adequate retirement provision6
Financial constraints and the financial distress puzzle: Evidence from a frontier market before and during the Covid-19 pandemic5
Measuring corporate failure risk: Does long short-term memory perform better in all markets?5
The spillover and leverage effects and trading volume of FinTech Exchange-Traded Funds4
Dynamic behaviour of institutional ownership and firm life cycle: Evidence from Taiwan4
Statistical arbitrage on the JSE based on partial co-integration4
Equity issuance and share price performance on the Johannesburg Stock Exchange3
Gender preferences in cryptocurrency systems: Sentiment analysis and predictive modelling3
Does the elderly’s private pension ownership intensify aggregate equity demand? Empirical evidence in the US3
Do changes in star selection criteria affect analyst behaviour?3
The impact of conventional energy markets on connectedness dynamics among eco-friendly assets3
The information content of bond rating changes and insider trading in Korea2
Investor sentiments and performance of selected ESG indices in BRICS markets during bull and bear conditions2
Correction2
The MAX puzzle in a frontier market before and during the Covid-19 pandemic2
Pairs trading in cryptocurrency markets: A comparative study of statistical methods2
Higher moments and industry momentum returns2
A quantile-based analysis of risk-return dynamics in the South African equity market2
The impact of news on South African sovereign bond yields2
Information sharing and fund performance: Evidence from the US mutual fund family2
Institutional determinants of dividend policy of African listed firms2
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