OOIR: Observatory of International Research

Papers

(The H4-Index of North American Journal of Economics and Finance is 35. 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.)

Article	Citations
The transition of the global financial markets' connectedness during the COVID-19 pandemic	119
Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns	95
US structural drivers of international portfolio returns	88
Editorial Board	82
Long-term wealth growth portfolio allocation under parameter uncertainty: A non-conservative robust approach	74
A non-zero-sum investment and reinsurance game between two mean–variance insurers with dynamic CVaR constraints	72
Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events	69
Trade friction and price discovery in the USD–CAD spot and forward markets	69
Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks	68
Unveiling the gold-oil whirl amidst market uncertainty shocks in China	65
Modeling the unintended consequences of short selling for innovation investment	59
Which uncertainty measure better predicts gold prices? New evidence from a CNN-LSTM approach	57
The impact of Twitter-based sentiment on US sectoral returns	54
Tail risk and investors’ concerns: Evidence from Brazil	53
The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns	53
Multi-step barrier products and static hedging	53
Monetary policy and bank performance: The role of business models	52
An analytical solution for the robust investment-reinsurance strategy with general utilities	48
The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market	48
Hand in hand or left behind: The dual impact of leading firms’ digital technologies on industry digital transformation	48
Economic policy uncertainty and cost of debt financing: International evidence	47
Dissecting returns of non-fungible tokens (NFTs): Evidence from CryptoPunks	45
Investor co-attention and stock return co-movement: Evidence from China’s A-share stock market	44
Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective	44
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach	43

Exploring the dynamic spillover of cryptocurrency environmental attention across the commodities, green bonds, and environment-related stocks	43
Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments	40
Deregulation of short selling and corporate cash dividend policy: A quasi-natural experiment from China	39
Impact of Off-Balance-Sheet Activities on the Effectiveness of Monetary Policy	38
Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods	37
Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets	37
Strategic cooperation in fintech field and efficiency of commercial banks	37
Editorial Board	36
Extreme risk spillovers between crude palm oil prices and exchange rates	36
Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?	35
Editorial Board	35
International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models	35
Economic fundamentals, policy responses, and state-level municipal bond sensitivity to COVID-19 prevalence	35