Journal of International Financial Markets Institutions & Money

Papers
(The median citation count of Journal of International Financial Markets Institutions & Money is 4. 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 2021-06-01 to 2025-06-01.)
ArticleCitations
Turkish currency crunch: Examining behavior across investor types150
The Shock of US-China trade war and the job Market: Downstream shrinkage and upstream employment127
Determinants of firms’ default on unsecured loans in the P2P crowdfunding market122
The impact of foreign ownership on the media’s role in curbing insider trading around private meetings109
European stock market volatility connectedness: The role of country and sector membership105
Do U.S. Institutional investors react to international politics?101
Editorial Board92
Should I stay or should I go? Stock market reactions to companies' decisions in the wake of the Russia-Ukraine conflict89
Information effect of credit rating announcements in transition economies80
Do big data mutual funds outperform?73
High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis70
Understanding sovereign credit ratings: Text-based evidence from the credit rating reports69
The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach67
Access to capital and energy efficiency: How high-speed rail investments benefit high-tech firms66
Serial acquirers and stock price crash risk: International evidence66
Fintech, human development and energy poverty in sub-Saharan Africa65
How to develop global energy-intensive sectors in the presence of carbon tariffs?63
Antidumping, firm performance, and subsequent responses63
Employment protection, corporate governance, and labor productivity around the World61
Extractive institutions and banks’ implicit subsidies60
Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data59
Does systematic tail risk matter?58
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets50
Editorial Board45
Havenly acquisitions45
The economic consequences of violence against civilians: Developing economic resilience to violence41
Foreign controlling shareholders and corporate investment40
Leveraged finance exposure in the banking system: Systemic risk and interconnectedness39
From the executive suite to the environment: How does CEO power affect climate change disclosures?39
Societal trust and corporate risk-taking: International evidence39
Macro fundamentals and the resurgence of the Feldstein–Horioka puzzle in Europe39
Corrigendum to “Societal trust and corporate risk-taking: International evidence” [J. Int. Fin. Mark. Instit. Money 76 (2022) 101490]36
Real earnings management and debt choice36
Learning financial survival from disasters35
Foreign ownership and stock liquidity uncertainty35
Acquisition experience and director remuneration34
Did cryptomarket chaos unleash Silvergate's bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse34
Covered interest rate parity deviations, COVID-19 pandemic infection cases, and vaccination34
Central bank digital currency and systemic risk34
Did Basel regulation cause a significant procyclicality?33
Do visiting monks give better sermons? An analysis of the foreign experience of Chinese fund managers32
Does ESG contracting align or compete with stakeholder interests?32
The structure and degree of dependence in government bond markets32
Joint effect of linguistic style and ethnicity on entrepreneurial fundraising: Evidence from equity crowdfunding31
Global financial uncertainty shocks and external monetary vulnerability: The role of dominance, exposure, and history31
Banks’ environmental policies and banks’ financial stability31
Climate risk and the systemic risk of banks: A global perspective30
Tax avoidance regulations and stock market responses29
Organization capital, dividends and firm value: International evidence29
Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts29
Bilateral investment treaties and portfolio investment29
Unintentional herd behavior via the Google search volume index in international equity markets28
Asymmetric Higher-Moment spillovers between sustainable and traditional investments28
Sovereign risk dynamics in the EU: The time varying relevance of fiscal and external (im)balances*28
Do industries predict stock market volatility? Evidence from machine learning models27
Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors26
Social capital, trust, and bank tail risk: The value of ESG rating and the effects of crisis shocks25
Currency carry trades, risk management, and firm value: Evidence from Korean banking industry25
Financial earthquakes and aftershocks: From Brexit to Russia-Ukraine conflict and the stability of European banks25
Climate risk and predictability of global stock market volatility25
Does local government debt regulation improve rural banks’ performance? Evidence from China25
EPU spillovers and stock return predictability: A cross-country study24
Revisiting the PPP puzzle: Nominal exchange rate rigidity and region of inaction24
Foreign investments during financial crises: Institutional investors’ informational skills create value when familiarity does not24
Self-disclosed peer effects on corporate capital structure24
The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system23
Family firm, financial constraint, and environmental preparedness: An international study23
Securitisation special purpose entities, bank sponsors and derivatives23
Explaining cryptocurrency returns: A prospect theory perspective23
Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries22
Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis21
Investor attention factors and stock returns: Evidence from China21
Gold-mining stocks, risk factors, and tail patterns21
What drives DeFi market returns?21
Does market misvaluation drive cross-border M&As?20
Financial liberalization and the investment-cash flow sensitivity20
Macroprudential regulations and systemic risk: Does the one-size-fits-all approach work?20
Financial derivatives, analyst forecasts, and stock price synchronicity: Evidence from an emerging market20
Currency carry trade: The decline in performance after the 2008 Global Financial Crisis20
Geopolitical risk, financial constraints, and tax avoidance20
Differences in bank and microfinance business models: An analysis of the loan monitoring systems and funding sources20
Liquidity dynamics between virtual and equity markets19
Asset pricing in bull and bear markets19
Trade facilitation costs and corruption: Evidence from China19
The governance effects of social media engagement on M&A outcomes: Evidence from China19
Does international trade moderate economic development’s impact on income inequality in the EU?19
Clustering asset markets based on volatility connectedness to political news19
Do infectious diseases explain Bitcoin price Fluctuations?19
Why do stock markets negatively price democracy?19
Editorial Board19
From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?19
The institutional determinants of peer effects on corporate cash holdings18
Political uncertainty, COVID-19 pandemic and stock market volatility transmission18
Banking networks, systemic risk, and the credit cycle in emerging markets18
Technical analysis in cryptocurrency markets: Do transaction costs and bubbles matter?18
Cross-border equity flows and information transmission: Evidence from Chinese stock markets18
Forecasting realised volatility: Does the LASSO approach outperform HAR?18
Does equity market openness increase productivity? the dual effects of Shanghai-Hong Kong stock Connect program in China18
Are we living in an illusion? A fresh look at the importance of bank capital in the quest for stability17
Underdog mentality, identity discrimination and access to peer-to-peer lending market: Exploring effects of digital authentication17
The conditional volatility premium on currency portfolios17
ESG performance and investment efficiency: The impact of information asymmetry17
The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory17
Editorial Board17
Editorial Board17
Bank lending during the COVID-19 pandemic: A comparison of Islamic and conventional banks16
Fan tokens: Sports and speculation on the blockchain16
Green bonds’ connectedness with hedging and conditional diversification performance16
The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX16
Exchange rate regime changes and market efficiency: An event study16
Was the ICO boom just a sideshow of the Bitcoin and Ether Momentum?16
Global climate policy uncertainty and financial markets16
From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress16
Digital disruptors at the gate. Does FinTech lending affect bank market power and stability?16
A canary in a Coalmine! religious agency and its impact on the performance of Islamic banks16
Financial sector development and microcredit to small firms16
International political uncertainty and climate risk in the stock market16
Local product market competition and investment home bias15
Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?15
Bankruptcy reforms and corporate debt structure15
Other comprehensive income volatility and bank risk15
Performance of intraday technical trading in China’s gold market15
Forecasting international financial stress: The role of climate risks15
Corporate social responsibility in market liberalization: Evidence from Shanghai-Hong Kong Stock Connect15
Editorial Board15
The effect of individualism on bank risk and bank Performance: An international study15
Short-term exchange rate forecasting: A panel combination approach14
Board tenure diversity and investment efficiency: A global analysis14
Editorial Board14
Social media as an amplifier of insider trading profits14
The long-run risk premium in the intertemporal CAPM: International evidence14
Asset market equilibria in cryptocurrency markets: Evidence from a study of privacy and non-privacy coins14
The impact of securities regulation on the information environment around stock-financed acquisitions14
Two faces of financial systems: Provision of services versus shock-smoothing14
Are state-owned enterprises more responsible for carbon neutrality? Evidence from stock market reactions to China’s commitment to carbon neutrality14
Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate14
One crash, too many: Global uncertainty, sentiment factors and cryptocurrency market14
Regulatory arbitrage, shadow banking and monetary policy in China14
The value relevance of bank cash Holdings: The moderating effect of board busyness13
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks13
GCC Sovereign Wealth Funds: Why do they take control?13
Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets13
Self-regulation for responsible banking and ESG disclosure scores: Is there a link?13
Do macroprudential policies affect bank efficiency? Evidence from emerging economies13
Religiosity, neglected risk and asset returns: Theory and evidence from Islamic finance industry13
Do financial markets reward government spending efficiency?13
FinTech platforms and mutual fund markets13
Editorial Board13
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China?13
Political risk, hedge fund strategies, and returns: Evidence from G7 countries13
New insights into liquidity resiliency13
Do CoCos serve the goals of macroprudential supervisors or bank managers?13
Financial openness, liability composition of banks, and bank risk: International evidence12
Sovereign credit rating provision and financial development12
Do traditional off-balance sheet exposures increase bank risk?12
Political sentiment and syndicated loan borrowing costs of multinational enterprises12
Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches12
Hedging effectiveness of cryptocurrencies in the European stock market12
Infrastructure financing in Africa12
Do climate risks matter for green investment?12
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX12
Macroeconomic attention and stock market return predictability12
External investor protection and internal corporate governance: Substitutes or complements for motivating foreign portfolio investment?12
Empirical study on voting results and proxy advisor recommendations in Japan12
Tech titans and crypto giants: Mutual returns predictability and trading strategy implications11
The impact of lending relationships on the choice and structure of bond underwriting syndicates11
Global banks and the picking order in internal capital markets: Do locational activity patterns matter?11
Does climate risk shape firms’ accounting conservatism?11
Detecting the risk of cross-product manipulation in the EUREX fixed income futures market11
Social capital and bank liquidity hoarding11
Does competition improve sovereign credit rating quality?11
Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model11
The more the better? Information sharing and credit risk11
Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak11
Spillover effects of US monetary policy on emerging markets amidst uncertainty11
Sovereign risk spill-overs in the banking sectors of Central America and the Caribbean11
Switching costs and bank competition: Evidence from dual banking economies11
Editorial Board11
Sentiment and trading decisions in an ambiguous environment: A study on cryptocurrency traders11
Introducing the GVAR-GARCH model: Evidence from financial markets11
One size fits all? Effects of the zero lower bound on bank lending across countries11
What’s the expected loss when Bitcoin is under cyberattack? A fractal process analysis10
An efficient method for pricing foreign currency options10
Banking regulation and corporate R&D investment: Evidence from regulatory penalties in China10
Concentration-stability vs concentration-fragility. New cross-country evidence10
Does inflation targeting track record matter for asset prices? Evidence from stock, bond, and foreign exchange markets10
The predictive content of oil price and volatility: New evidence on exchange rate forecasting10
Confidence in the world bank and IMF: Alignment of individual beliefs and institutional policies10
Unravelling investors’ diverging responses to U.S. firms' global ESG incidents9
Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches9
The politician as a CEO, corporate governance and firm value9
Aggregate insider trading and stock market volatility in the UK9
Do contingent convertible bonds reduce systemic risk?9
Corporate integrity culture and credit rating assessment9
Uncertainty and corporate default risk: Novel evidence from emerging markets9
Does adopting voluntary ESG practices affect executive compensation?9
International crash risk premium9
Editorial Board9
In times of crisis does ownership matter? Liquidity extraction through dividends during the 2007–2009 financial crisis9
CSR performance and firm idiosyncratic risk in a data-rich environment: The role of retail investor attention9
How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market9
When central bank research meets Google search: A sentiment index of global financial stress9
Credit ratings quality in uncertain times9
Sovereign Credit Default Swaps and the Currency Forward Bias9
Commonality in intraday liquidity and multilateral trading facilities: Evidence from Chi-X Europe9
Cultural values of parent bank board members and lending by foreign subsidiaries: The moderating role of personal traits9
HACKED: Understanding the stock market response to cyberattacks8
Market risks that change US-European equity correlations8
Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?8
Editorial Board8
Do peer effects matter in bank risk? Some cross-country evidence8
A Comparative Textual Study of FOMC Transcripts Through Inflation Peaks8
Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks8
Secrecy culture and sensitivity of investment to stock prices: Evidence from emerging markets8
The role of media coverage in the bubble formation: Evidence from the Bitcoin market8
The political pressure from the US upon RMB exchange rate8
National culture and banks stock volatility8
Editorial Board8
Editorial Board8
Default dependence in the insurance and banking sectors: A copula approach8
Diversification and firm risk: New evidence on exchange rate exposure7
FinTech and financing constraints of enterprises: Evidence from China7
Global uncertainty and exchange rate conditions: Assessing the impact of uncertainty shocks in emerging markets and advanced economies7
Unlocking Dividends: The impact of managerial social capital on international corporate payouts7
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets7
Cross-market spoofing7
Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods7
A cross-regional investigation of institutional quality and sustainable development7
Policy signaling and stock price synchronicity: Evidence from China7
Economic policy uncertainty and bank stability: Does bank regulation and supervision matter in major European economies?7
Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence7
Mass media, air quality, and management turnover7
Women directors and market valuation: What are the “Wonder Woman” attributes in banking?7
Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks7
A novel integration of the Fama–French and Black–Litterman models to enhance portfolio management7
International stock volatility predictability: New evidence from uncertainties6
Aggregate earnings and global equity returns6
Ex ante bond returns and time-varying monotonicity6
Evaluation of sight deposits and central bank digital currency6
Does soft information determine credit risk? Text-based evidence from European banks6
Do banks adjust their liquidity to cope with environmental variation? A study of bank deregulation6
Assessing the impact of COVID-19 on price Co-movements in China6
Dynamic connectedness between investors’ sentiment and asset prices: A comparison between major markets in Europe and USA6
News and intraday retail investor order flow in foreign exchange markets6
Electricity markets regulations: The financial impact of the global energy crisis6
Insider trading restrictions and real activities earnings management: International evidence6
Does the regional proximity lead to exchange rate spillover?6
A more sustainable future: Can politically connected CEOs spur the nexus between ESG performance and firm financial performance?6
Institutional settings and financing green innovation6
Diverse investor reactions to the COVID-19 Pandemic: Insights from an emerging market6
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