European Journal of Finance

Papers
(The TQCC of European Journal of Finance is 5. 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 2022-01-01 to 2026-01-01.)
ArticleCitations
Female venture capitalists on boards and firm innovation in China95
Can social capital and reputation mitigate political and market competition risk?65
The effects of bundling strategy on bank interest margins: theoretical and empirical evidence62
Portfolio management using time-varying vine copula: an application on the G7 equity market indices58
Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking?47
Corruption-related disclosure in the banking industry: evidence from GIPSI countries36
Model scan and optimal portfolio choice in European stock returns33
Poor performance and CEO turnover in community banks: the role of gender in managerial successions30
Discontinuous movements and asymmetries in cryptocurrency markets28
Cryptocurrency research: future directions26
Bank market power and interest rate setting: why consolidated banking data matter21
Assessing systemic risk spillovers from FinTech to China’s financial system19
International monetary policy and cryptocurrency markets: dynamic and spillover effects19
The stress contagion among financial markets and its determinants17
Labor unions and debt covenant violations*17
Improving financial volatility nowcasts*17
Global volatility connectedness and the determinants: evidence from multilayer networks16
How do fintech start-ups affect financial institutions’ performance and default risk?15
Banks’ liability structure and monetary policy transmission: evidence from a quasi-natural experiment in China15
The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach14
Do corruption perceptions impact the pricing and access of euro area corporations to bond markets?14
Source of US market predictability in international equities: the investor attention perspective14
Senior-subordinated structure: buffer or signal in securitisation?13
What makes successful equity crowdfunding campaigns? A machine learning analysis of information cues13
On the impact of low interest rates on common withdrawal rules in old age13
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?12
Bank funding constraints and stock liquidity12
The determinants of liquidity commonality in the Euro-area sovereign bond market12
Predicting financial distress: the power of sentiment words in business plans12
Does geopolitical risk affect bank lending behavior? Evidence from Europe12
Does the form of state ownership and political connections influence the incidence of financial statement fraud?12
Responsible access to credit for sole-traders and micro-organizations under unstable market conditions with psychometrics11
Why do firms purchase directors and officers liability insurance? – a perspective from short selling threats11
Social trading platforms vs. mutual funds: herding tendencies and portfolio risks*11
Are fund managers incentivised to ignore stock market jumps?10
UK or the Eurozone: which common currency area can work for Northern Ireland after Brexit?10
The role of board age diversity in the performance of publicly listed Fintech entities10
Stock mispricing and SEO decisions: how does the market respond to the timing behavior?10
Board Political Superiority and firm performance variability9
Cash-rich seasoned equity issuers9
Hawkes processes in finance: market structure and impact9
Sustainability and private investors9
Neighbors matter for risk tolerance9
Can financial crisis be detected? Laplacian energy measure9
The first is free: do employee stocks incentivize stock market participation?9
The spirit of capitalism, investment, and consumption smoothing8
Do dividend policies of privately held firms follow a life cycle?8
Portfolio optimisation under prospect theory with an empirical test8
Revealing the risk perception of investors using machine learning8
Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets8
Negative rates and bank profit and cost efficiency: evidence for Eurozone8
Predicting corporate financial performance in the FMCG industry through machine learning: comparing mandatory and voluntary ESG disclosures8
A primer on Chapter 11 bankruptcy filings: why the genders of the CEO and judge (may) matter7
Predicting Chinese bond risk premium with machine learning7
Political connections and investment inefficiency: a machine learning approach7
Risk in the cryptocurrency markets: the role of structural breaks and fat-tailed distributions in estimating value-at-risk and expected shortfall7
Strategic complementarities, geographical agglomeration, and firm investment7
Capturing the ‘true’ information content of supervisory announcements in Europe7
Social media coverage and post-earnings announcement drift: evidence from seeking alpha7
The new challenges of global banking and finance7
Public data access and capital structure adjustment speed: evidence from China7
Revisiting the CAPM: pricing ambiguity and the size factor7
The effects of LIBOR’s manipulation and discontinuation on volatility and liquidity in LIBOR futures markets7
Judicial independence and corporate tax avoidance7
Empirical test of the hedonic editing hypothesis in mutual fund redemptions: evidence from individual account data6
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes6
Analysts’ forecast anchoring and discontinuous market reaction: evidence from China6
Portfolio allocation and borrowing constraints6
Ants rather than molecules: the impact of herding on investment under uncertainty6
Inflation expectations and the stock-bond nexus in the US: hedging implications6
Mutual fund centrality and the remote acquisitions of listed firms in China*6
Price vs. market-cap-weighted portfolio diversification: does it matter?6
The impact of bank money on stock market integration: evidence from the Eurozone6
Quantitative easing and the functioning of the gilt repo market6
Euro area monetary asset demand and Divisia aggregates**6
Is zero leverage good for firms’ performance?5
To be or not to be in the EU: the international economic effects of Brexit uncertainty5
The dynamics of returns predictability in cryptocurrency markets5
Identifying systemic risk drivers of FinTech and traditional financial institutions: machine learning-based prediction and interpretation5
Mutual fund performance: the model for selecting persistent winners5
Heuristic portfolio rules with labor income5
The macroeconomic content of analyst news during economic crises and bailouts5
Joint calibration of VIX and VXX options: does volatility clustering matter?5
The effect of ‘underwriter–issuer’ personal connections on IPO underpricing5
Local newspaper closures and suppliers' investment efficiency5
Navigating through crisis: an empirical investigation of effective response strategies for reputation restoration5
Sustainable finance and governance: an overview5
Option market liquidity and stock price crash risk5
Valuation of spread options under correlated skew Brownian motions5
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