Quarterly Review of Economics and Finance

Papers
(The H4-Index of Quarterly Review of Economics and Finance is 30. 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 2021-08-01 to 2025-08-01.)
ArticleCitations
Irregularities in forward-looking volatility149
Erratum regarding missing Declaration of Competing Interest statements in previously published articles104
Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-1972
Are Cryptocurrencies and African stock markets integrated?69
Rigidity in public contracts: Implications for renewal dynamics69
Effects of credit and labor constraints on microenterprises and the unintended impact of changes in household endowments: Use of threshold estimation to detect heterogeneity67
The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index67
Further evidence on long-run abnormal returns after corporate events65
An empirical comparison between a regression framework and the Synthetic Control Method63
Comparing the performance and composition of tracking error constrained and unconstrained portfolios56
Trading strategies and the frequency of time-series48
FoMO in the Bitcoin market: Revisiting and factors46
ESG rating, rating divergence and investment efficiency: International evidence46
Do board size, institutional ownership and external auditors matter to market discipline in Indonesian banking?44
Modeling the contagion of bank runs with a Markov model43
The positive impact of investment subsidies on the economy with present-biased consumers43
The capital ratio and the interest rate spread: A panel threshold regression approach40
Quality differentiation and optimal pricing strategy in multi-sided markets39
Access-for-all to financial services: Non-resources tax revenue-harnessing opportunities in developing countries37
Risk assessment of equity-based conventional and islamic stock portfolios37
Decomposition of non-performing loans dynamics into a debt-servicing capacity and a risk taking indicators36
Moderating role of ESG disclosures and its impact on firm financial performance35
The effect of financial distress on capital structure: The case of Brazilian banks35
Firm valuation with state dependent COD taxation34
Term structure of equity risk premia in rough terrain: 150 years of the French stock market34
Permanent inequality versus earnings instability and transmission of income shocks to consumption expenditure in India33
Capital requirements and banks performance under Basel-III: A comparative analysis of Australian and British banks31
The sustainability factor in asset pricing: Empirical evidence from the Indian market31
Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities?30
Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability30
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