European Journal of Finance

Papers
(The median citation count of European Journal of Finance is 2. 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.)
ArticleCitations
Testing the accruals anomaly based on the speed of price adjustment216
Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking?52
The effects of bundling strategy on bank interest margins: theoretical and empirical evidence51
Portfolio management using time-varying vine copula: an application on the G7 equity market indices47
Model scan and optimal portfolio choice in European stock returns43
Corruption-related disclosure in the banking industry: evidence from GIPSI countries39
Can social capital and reputation mitigate political and market competition risk?30
Female venture capitalists on boards and firm innovation in China28
Cryptocurrency research: future directions25
The effects of top management team strategic cognition on corporate financial health and value: an interactive multi-dimensional approach24
Bank market power and interest rate setting: why consolidated banking data matter22
Poor performance and CEO turnover in community banks: the role of gender in managerial successions22
Assessing systemic risk spillovers from FinTech to China’s financial system19
Discontinuous movements and asymmetries in cryptocurrency markets19
The stress contagion among financial markets and its determinants18
Improving financial volatility nowcasts*17
International monetary policy and cryptocurrency markets: dynamic and spillover effects17
Labor unions and debt covenant violations*15
Global volatility connectedness and the determinants: evidence from multilayer networks14
How do fintech start-ups affect financial institutions’ performance and default risk?14
The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach13
Predicting financial distress: the power of sentiment words in business plans13
Do corruption perceptions impact the pricing and access of euro area corporations to bond markets?13
Does the form of state ownership and political connections influence the incidence of financial statement fraud?12
Senior-subordinated structure: buffer or signal in securitisation?12
Source of US market predictability in international equities: the investor attention perspective12
Bank funding constraints and stock liquidity11
The impact of the global financial crisis and the European sovereign debt crisis on the capital structure of firms in Europe: do SMEs, and listed firms respond the same?11
On the impact of low interest rates on common withdrawal rules in old age11
Why do firms purchase directors and officers liability insurance? – a perspective from short selling threats11
The determinants of liquidity commonality in the Euro-area sovereign bond market11
Hawkes processes in finance: market structure and impact11
UK or the Eurozone: which common currency area can work for Northern Ireland after Brexit?10
Social trading platforms vs. mutual funds: herding tendencies and portfolio risks*10
Responsible access to credit for sole-traders and micro-organizations under unstable market conditions with psychometrics10
Board Political Superiority and firm performance variability10
Are fund managers incentivised to ignore stock market jumps?9
Neighbors matter for risk tolerance9
The role of board age diversity in the performance of publicly listed Fintech entities9
Can financial crisis be detected? Laplacian energy measure8
Cash-rich seasoned equity issuers8
Sustainability and private investors8
Stock mispricing and SEO decisions: how does the market respond to the timing behavior?8
The first is free: do employee stocks incentivize stock market participation?8
Do dividend policies of privately held firms follow a life cycle?8
Negative rates and bank profit and cost efficiency: evidence for Eurozone7
Risk in the cryptocurrency markets: the role of structural breaks and fat-tailed distributions in estimating value-at-risk and expected shortfall7
The spirit of capitalism, investment, and consumption smoothing7
The new challenges of global banking and finance7
Capturing the ‘true’ information content of supervisory announcements in Europe7
Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets7
Revealing the risk perception of investors using machine learning7
A primer on Chapter 11 bankruptcy filings: why the genders of the CEO and judge (may) matter7
Predicting Chinese bond risk premium with machine learning6
New insights on the asset growth anomaly: evidence from Europe*6
Social media coverage and post-earnings announcement drift: evidence from seeking alpha6
Ants rather than molecules: the impact of herding on investment under uncertainty6
Strategic complementarities, geographical agglomeration, and firm investment6
Large-caps liquidity provision, market liquidity and high-frequency market makers’ trading behaviour6
Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending6
The impact of bank money on stock market integration: evidence from the Eurozone6
Downside risk optimization with random targets and portfolio amplitude6
Public data access and capital structure adjustment speed: evidence from China6
Investor attention and idiosyncratic risk in cryptocurrency markets6
Euro area monetary asset demand and Divisia aggregates**5
Mutual fund centrality and the remote acquisitions of listed firms in China*5
The effect of ‘underwriter–issuer’ personal connections on IPO underpricing5
Inflation expectations and the stock-bond nexus in the US: hedging implications5
Quantitative easing and the functioning of the gilt repo market5
Sustainable finance and governance: an overview5
Local newspaper closures and suppliers' investment efficiency5
Heuristic portfolio rules with labor income5
To be or not to be in the EU: the international economic effects of Brexit uncertainty5
Navigating through crisis: an empirical investigation of effective response strategies for reputation restoration5
The disposition effect among mutual fund participants: a re-examination5
Analysts’ forecast anchoring and discontinuous market reaction: evidence from China5
Is zero leverage good for firms’ performance?5
Price vs. market-cap-weighted portfolio diversification: does it matter?5
The dynamics of returns predictability in cryptocurrency markets5
Portfolio allocation and borrowing constraints5
Political connections and investment inefficiency: a machine learning approach5
Long term equity risk premiums in the UK and US: A cautionary tale of weak mean reversion5
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes5
Information search costs and trade credit: evidence from high-speed rail connections4
Home bias and the need to build a bond market track record4
Identifying systemic risk drivers of FinTech and traditional financial institutions: machine learning-based prediction and interpretation4
Do investors feedback trade in the Bitcoin—and why?4
Time-varying spillovers of higher moments between Bitcoin and crude oil markets and the impact of the US–China trade war: a regime-switching perspective4
Joint calibration of VIX and VXX options: does volatility clustering matter?4
Valuation of spread options under correlated skew Brownian motions4
Interest rate structured products: can they improve the risk–return profile?4
Price discovery and gains from trade in asset markets with insider trading4
Mutual fund performance: the model for selecting persistent winners4
The macroeconomic content of analyst news during economic crises and bailouts4
Hedging quantitative easing4
Controlling shareholder’s share pledging and annual report tone management: empirical evidence from Chinese listed firms4
How do local banks respond to natural disasters?4
Is the investor's reliance on cognition and emotional regulation predict preference for selecting value versus growth stocks?3
Financial ratios and stock returns reappraised through a topological data analysis lens3
How do institutional investors dictate corporate cash holdings in a financially constrained environment?3
From text to treasure: the predictive superiority of a FinTech index in stock market returns3
Memory-enhanced momentum in commodity futures markets3
Lending lessons from defaults: adjustments in borrowing behavior after peer defaults3
Combining portfolio rules to improve prediction of global minimum variance portfolio weights3
Transition versus physical climate risk pricing in European financial markets: a text-based approach3
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle3
Bank liquidity and capital shocks in unconventional times3
Cryptocurrency jump contagion with market sentiment events: a study of high frequency cross effect3
The effect of climate risk on firm cash holdings: evidence from the euro area3
The combined effects of economic policy uncertainty and environmental, social, and governance ratings on leverage3
Determinants of the use of European Structural and Investment Funds3
Risk taking in the context of financial advice: does gender interaction matter?3
A new channel for global volatility propagation3
Country corruption and corporate cash holdings: the mediating effect of firm’s anti-bribery policy3
Let me sleep on it: sleep and investor reactions to earnings surprises3
Information processing costs and credit ratings: evidence from investor interactive platforms in China3
Corporate tax-shields and capital structure: leveling the playing field in debt vs equity finance3
Keeping it in the family: financial constraints and the succession intention of micro and small enterprises in China3
Organizational culture, competition and bank loan loss provisioning3
Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching3
The impact of government borrowing on corporate acquisitions: international evidence3
Adverse impact of capital regulatory reform and policy remedy: theory and evidence3
Hedging, optimal capital structure and incentives for risk-shifting with preferences for liquidity3
Corruption, national culture and corporate investment: European evidence3
Does social trust restrict dual agency costs? Evidence from China3
CEO overconfidence and the speed of adjustment of cash holdings2
The information content of currency option-implied volatilities: implications for ex-ante forecasts of global equity correlations2
Stablecoin devaluation risk2
Consistent estimation of the high-dimensional efficient frontier2
Managing for the future: managerial short-termism impact on corporate ESG performance in China2
Shunned stocks and market states2
Persistence or reversal? The effects of abnormal trading volume on stock returns2
Financial inclusion and financial technology: finance for everyone?2
New measures for a new normal in finance and risk management2
Natural disasters and corporate innovation2
Digital transformation and innovation activities: evidence from publicly-listed firms in China2
Uncertainty and loan pricing for public and private firms: evidence from the Brexit referendum2
Designing a public-private co-investment mechanism to foster venture capital2
Financed emissions and the cost of bank equity2
If you feel good, I feel good! The mediating effect of behavioral factors on the relationship between industry indices and Bitcoin returns2
Confucianism and the costs of high leverage2
Disentangling prefectural similarities in the capital structure of Japanese SMEs through pairwise testing2
Profitability of insider trading in Turkey2
Idiosyncratic factors that shape shareholder reward policies in capital intensive companies2
The impact of corporate social responsibility on corporate financialization2
On hedge fund inceptions in a competitive market2
Does equity mutual fund factor-risk-shifting pay off? Evidence from the US2
Tax uncertainty and corporate innovation output: evidence from China2
The role of independent directors in mitigating corporate greenwashing: evidence from board voting in China2
The design of first-price debt auction when the winning bidder can install capacity that can be expanded or contracted later2
Financial network structure and systemic risk2
Measuring ESG risk premia with contingent claims2
Momentum and market volatility: a Bayesian regime-switching model2
Internationalization and zero leverage2
Trading patterns in the bitcoin market2
Crash risk connectedness in commodity markets2
Forging a path to sustainability: the impact of Fintech on corporate ESG performance2
Corporate hedging, family firms, and CEO identity2
Trump’s fake news and stock market returns2
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*2
The impact of corruption on investment and financing in the European Union: new insights2
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