North American Journal of Economics and Finance

Papers
(The H4-Index of North American Journal of Economics and Finance is 36. 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 2021-07-01 to 2025-07-01.)
ArticleCitations
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach123
The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market97
Which uncertainty measure better predicts gold prices? New evidence from a CNN-LSTM approach88
Exploring the dynamic spillover of cryptocurrency environmental attention across the commodities, green bonds, and environment-related stocks83
US structural drivers of international portfolio returns76
Long-term wealth growth portfolio allocation under parameter uncertainty: A non-conservative robust approach73
Editorial Board73
A non-zero-sum investment and reinsurance game between two mean–variance insurers with dynamic CVaR constraints71
Trade friction and price discovery in the USD–CAD spot and forward markets71
Unveiling the gold-oil whirl amidst market uncertainty shocks in China67
Modeling the unintended consequences of short selling for innovation investment64
Tail risk and investors’ concerns: Evidence from Brazil58
The impact of Twitter-based sentiment on US sectoral returns54
Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks54
Multi-step barrier products and static hedging54
Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns53
On the connectedness between the uncertainty of central bank digital currency adoption and stablecoins53
The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns49
The impact of audit fees and auditor tenure on company valuation: An analysis of large U.S. audit firms49
Dissecting returns of non-fungible tokens (NFTs): Evidence from CryptoPunks48
Hand in hand or left behind: The dual impact of leading firms’ digital technologies on industry digital transformation48
An analytical solution for the robust investment-reinsurance strategy with general utilities48
Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective47
The transition of the global financial markets' connectedness during the COVID-19 pandemic45
Investor co-attention and stock return co-movement: Evidence from China’s A-share stock market45
Monetary policy and bank performance: The role of business models43
Economic policy uncertainty and cost of debt financing: International evidence42
Deregulation of short selling and corporate cash dividend policy: A quasi-natural experiment from China40
Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events40
Impact of Off-Balance-Sheet Activities on the Effectiveness of Monetary Policy38
Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments37
Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods37
Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets37
Strategic cooperation in fintech field and efficiency of commercial banks37
Editorial Board36
Editorial Board36
Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?36
Extreme risk spillovers between crude palm oil prices and exchange rates36
Economic fundamentals, policy responses, and state-level municipal bond sensitivity to COVID-19 prevalence36
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