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 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
Poor performance and CEO turnover in community banks: the role of gender in managerial successions22
Bank market power and interest rate setting: why consolidated banking data matter22
Discontinuous movements and asymmetries in cryptocurrency markets19
Assessing systemic risk spillovers from FinTech to China’s financial system19
The stress contagion among financial markets and its determinants18
International monetary policy and cryptocurrency markets: dynamic and spillover effects17
Improving financial volatility nowcasts*17
Labor unions and debt covenant violations*15
How do fintech start-ups affect financial institutions’ performance and default risk?14
Global volatility connectedness and the determinants: evidence from multilayer networks14
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
The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach13
Senior-subordinated structure: buffer or signal in securitisation?12
Source of US market predictability in international equities: the investor attention perspective12
Does the form of state ownership and political connections influence the incidence of financial statement fraud?12
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
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
Responsible access to credit for sole-traders and micro-organizations under unstable market conditions with psychometrics10
Board Political Superiority and firm performance variability10
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
The role of board age diversity in the performance of publicly listed Fintech entities9
Are fund managers incentivised to ignore stock market jumps?9
Neighbors matter for risk tolerance9
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
Can financial crisis be detected? Laplacian energy measure8
Cash-rich seasoned equity issuers8
Sustainability and private investors8
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
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
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
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
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
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
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