OOIR: Observatory of International Research

Papers

(The H4-Index of North American Journal of Economics and Finance is 34. 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 2021-09-01 to 2025-09-01.)

Article	Citations
US structural drivers of international portfolio returns	94
Editorial Board	85
A non-zero-sum investment and reinsurance game between two mean–variance insurers with dynamic CVaR constraints	83
Trade friction and price discovery in the USD–CAD spot and forward markets	81
Monetary policy and bank performance: The role of business models	73
The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market	73
Which uncertainty measure better predicts gold prices? New evidence from a CNN-LSTM approach	61
Unveiling the gold-oil whirl amidst market uncertainty shocks in China	58
Modeling the unintended consequences of short selling for innovation investment	57
Multi-step barrier products and static hedging	55
On the connectedness between the uncertainty of central bank digital currency adoption and stablecoins	54
The impact of audit fees and auditor tenure on company valuation: An analysis of large U.S. audit firms	53
Hand in hand or left behind: The dual impact of leading firms’ digital technologies on industry digital transformation	50
The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns	49
Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective	47
An analytical solution for the robust investment-reinsurance strategy with general utilities	47
The transition of the global financial markets' connectedness during the COVID-19 pandemic	46
Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks	46
Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns	44
The impact of Twitter-based sentiment on US sectoral returns	42
Exploring the dynamic spillover of cryptocurrency environmental attention across the commodities, green bonds, and environment-related stocks	42
Tail risk and investors’ concerns: Evidence from Brazil	41
Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events	40
Legal shifts and corporate strategy: The impact of China’s New Securities Law on earnings management	39
Dissecting returns of non-fungible tokens (NFTs): Evidence from CryptoPunks	39

Dynamics of market power and stability in GCC banking: econometric analysis and policy implications	39
Investor co-attention and stock return co-movement: Evidence from China’s A-share stock market	39
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach	38
Deregulation of short selling and corporate cash dividend policy: A quasi-natural experiment from China	37
Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods	36
Impact of Off-Balance-Sheet Activities on the Effectiveness of Monetary Policy	36
Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets	35
International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models	34
Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method	34