European Financial Management

Papers
(The TQCC of European Financial Management is 3. 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
ESG preferences, risk and return145
Russia–Ukraine crisis: The effects on the European stock market92
Corporate stakeholders, corporate valuation and ESG58
Machine learning in finance: A topic modeling approach49
Contract costs, stakeholder capitalism, and ESG44
A bibliometric analysis of European Financial Managementʼs first 25 years35
Competitive pressure and firm investment efficiency: Evidence from corporate employment decisions32
Seven myths of ESG32
Institutional investor sentiment and aggregate stock returns21
SPAC merger announcement returns and subsequent performance19
Mergers and acquisitions research in finance and accounting: Past, present, and future18
Data breaches and corporate liquidity management18
Does sustainable investing reduce portfolio risk? A multilevel analysis17
Financial constraints and the growth and survival of innovative start‐ups: An analysis of Italian firms16
Big data, artificial intelligence and machine learning: A transformative symbiosis in favour of financial technology16
Me, myself and I: CEO narcissism and selective hedging14
Regulatory stress testing and bank performance12
PhD CEOs and firm performance11
Insider trading in rumored takeover targets10
Sentiment‐scaled CAPM and market mispricing10
Disentangling types of liquidity and testing limits‐to‐arbitrage theories in the CDS–bond basis9
Pricing art and the art of pricing: On returns and risk in art auction markets9
Leading indicators for US house prices: New evidence and implications for EU financial risk managers9
Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure9
CSR activity in response to the Paris Agreement exit8
For whom (and for when) is the firm governed? The effect of changes in corporate fiduciary duties on tax strategies and earnings management8
Machine learning methods in finance: Recent applications and prospects8
Stock price synchronicity, cognitive biases, and momentum8
Earnouts: The real value of disagreement in mergers and acquisitions8
Twitter investor sentiment and corporate earnings announcements7
Misconduct risks, legal enforcement and venture capital networks7
Betas versus characteristics: A practical perspective6
Married CEOs and stock price crash risk6
Earnings management around founder CEO reappointments and successions in family firms6
How to build a factor portfolio: Does the allocation strategy matter?6
Time series reversal in trend‐following strategies6
Do firms lease to hedge? CEO risk‐taking and operating lease intensity6
Corporate culture and IPOs5
Portfolio optimization in the catastrophe space5
Investment transparency and the disposition effect5
Time‐series and cross‐sectional momentum in anomaly returns5
Flotation costs of seasoned equity offerings: Does corporate social responsibility matter?5
The evolving relation between dividends and flexible payouts: A different evolution5
The determinants of banks' AT1 CoCo spreads5
Forecasting high‐frequency excess stock returns via data analytics and machine learning5
Optimal reinsurance and portfolio selection: Comparison between partial and complete information models4
Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences4
Structural transmissions among investor attention, stock market volatility and trading volumes4
Modelling failure rates with machine‐learning models: Evidence from a panel of UK firms4
Hedge inflation risk of specific purpose guarantee funds4
Excess corporate payouts and financial distress risk4
Are cryptocurrencies homogeneous?4
Technical analysis: Novel insights on contrarian trading4
A game of thrones—Dynamics of internal CEO succession and outcome4
ETF ownership and corporate cash holdings4
Institutional investors and corporate environmental and financial performance4
Automated investment management: Comparing the design and performance of international robo‐managers4
SME investment and financing under asymmetric information4
Systemic risk and centrality: The role of interactions4
The influence of incoming CEOs3
Dynamic optimal restructuring policies under debt renegotiation with positive externalities3
Settling down: T+2 settlement cycle and liquidity3
Does idiosyncratic volatility proxy for a missing risk factor? Evidence using portfolios as test assets3
Net asset value discounts and premiums in the maritime shipping industry3
Extreme risk dependence between green bonds and financial markets3
Investor sentiment and the risk–return relation: A two‐in‐one approach3
Investing for retirement: Terminal wealth constraints or a desired wealth target?3
Short‐termism, shareholder payouts and investment in the EU3
Do foreign stocks substitute for international diversification?3
National culture and green bond issuance around the world3
Law enforcement spillover effects in the financial sector3
Institutional investors and corporate environmental costs: The roles of investment horizon and investor origin3
Does corruption distance affect cross‐border acquisitions? Different tales from developed and emerging markets3
Flexibility in share repurchases: Evidence from UK3
Takeover duration and negotiation process3
Banks' noninterest income and securities holdings in a low interest rate environment: The case of Italy3
Whose speeches impact European markets: ECB's or the national central banks'?3
Do bond yields follow the hierarchy of risk post BRRD?3
Do new CEOs really care about innovation?3
ESG disclosure, CEO power and incentives and corporate risk‐taking3
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