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 2020-05-01 to 2024-05-01.)
ArticleCitations
Fintech, financial inclusion and income inequality: a quantile regression approach224
Fintech development and bank risk taking in China108
Do ESG strategies enhance bank stability during financial turmoil? Evidence from Europe82
Understanding China’s fintech sector: development, impacts and risks68
A theory of financial inclusion and income inequality57
Financial inclusion and bank stability: evidence from Europe55
The diffusion of fintech, financial inclusion and income per capita42
Historical geopolitical risk and the behaviour of stock returns in advanced economies40
Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies37
How stable are stablecoins?35
Ascertaining price formation in cryptocurrency markets with machine learning30
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis27
Cultural dimensions, economic policy uncertainty, and momentum investing: international evidence25
What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?25
Do managers learn from stock prices in emerging markets? Evidence from China24
Bitcoin option pricing with a SETAR-GARCH model23
Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective21
Women on boards and corporate social irresponsibility: evidence from a Granger style reverse causality minimisation procedure20
Do investors feedback trade in the Bitcoin—and why?17
Are financially constrained firms susceptible to a stock price crash?17
The effects of the EU non-financial reporting directive on corporate social responsibility16
CFO gender and financial reporting transparency in banks14
Pilot CEOs and trade credit14
Hardening soft information: does organizational distance matter?13
P2P lending and outside entrepreneurial finance13
How do fintech start-ups affect financial institutions’ performance and default risk?13
International monetary policy and cryptocurrency markets: dynamic and spillover effects13
Predictability of bitcoin returns12
CEO overconfidence and the probability of corporate failure: evidence from the United Kingdom12
Is firm-level clean or dirty innovation valued more?12
Discontinuous movements and asymmetries in cryptocurrency markets12
U.S. unconventional monetary policy and risk tolerance in major currency markets11
Initial Coin offerings: what rights do investors have?11
Financial structures, political risk and economic growth10
Modeling demand for ESG10
Investor attention and idiosyncratic risk in cryptocurrency markets10
Liquidity-adjusted value-at-risk: a comprehensive extension with microstructural liquidity components10
Corporate financial hedging and firm value: a meta-analysis10
Efficient scholars: academic attention and the disappearance of anomalies9
Has the new bail-in framework increased the yield spread between subordinated and senior bonds?9
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss9
Behavioural aspects of China's P2P lending9
Measuring the systemic risk in indirect financial networks9
Industrial policy and non-financial corporations’ financialization: evidence from China9
Quantifying endogeneity of cryptocurrency markets8
Is a promise a promise? Analyzing performance commitment in acquisitions and target firm performance8
Quantile dependencies between discontinuities and time-varying rare disaster risks8
Does it pay to acquire private firms? Evidence from the U.S. banking industry8
Bank capital and profitability: evidence from a global sample8
Does social trust restrict dual agency costs? Evidence from China8
More money, more honey? An examination of additionality of China’s government R&D subsidies8
The financial and operational impacts of European SMEs’ use of trade credit as a substitute for bank credit8
Financial inclusion, at what cost? : Quantification of economic viability of a supply side roll out8
Are cryptos becoming alternative assets?8
How do local banks respond to natural disasters?7
New kid on the block: leverage ratio and its implications for banking regulation7
Preventing the deterioration of bank loan portfolio quality: a focus on unlikely-to-pay loans7
Risk management and the cost of equity: evidence from the United Kingdom’s non-life insurance market7
Volatility and variance swaps and options in the fractional SABR model7
Linguistic errors and investment decisions: the case of ICO white papers7
Shock waves and golden shores: the asymmetric interaction between gold prices and the stock market7
Time-varying spillovers of higher moments between Bitcoin and crude oil markets and the impact of the US–China trade war: a regime-switching perspective7
The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-197
Bank funding costs and solvency7
Stock market bubbles and monetary policy effectiveness7
The effects of credit default swaps on corporate investment7
Financial inclusion and financial technology: finance for everyone?7
Can financial crisis be detected? Laplacian energy measure7
The profitability and distance to distress of European banks: do business choices matter?7
Hawkes model specification for limit order books7
The unintended consequence of social media criticisms: an earnings management perspective7
Non-parametric estimation of quadratic Hawkes processes for order book events6
Spot exchange rate volatility, uncertain policies and export investment decision of firms: a mean-variance decision approach6
Investor attention and portfolio performance: what information does it pay to pay attention to?6
Modeling market fluctuations under investor sentiment with a Hawkes-Contact process6
Social environment and corporate payouts6
Responsible investments: an analysis of preference – the influence of local political views on the return on ESG portfolios6
Quantifying systemic risk with factor copulas6
The decision to go public and the IPO underpricing with locally biased investors6
The combined effects of economic policy uncertainty and environmental, social, and governance ratings on leverage6
The consensus equilibria of mining gap games related to the stability of Blockchain Ecosystems6
Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending5
The effects of negative interest rates: a literature review and additional evidence on the performance of the European banking sector5
The effect of board independence on firm performance – new evidence from product market conditions5
Polynomial adjusted Student-t densities for modeling asset returns5
On the statistics of scaling exponents and the multiscaling value at risk5
Vulnerability of scale-free cryptocurrency networks to double-spending attacks5
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes5
Make a promise: the valuation adjustment mechanism in Chinese private target acquisitions5
What does not kill us makes us stronger: the story of repetitive consumer loan applications5
Reactive global minimum variance portfolios with k-BAHC covariance cleaning5
Heterogeneous speculators and stock market dynamics: a simple agent-based computational model5
Brand capital and credit ratings5
Forecasting international REITs volatility: the role of oil-price uncertainty5
Bond portfolio management under Solvency II regulation5
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