Journal of Financial Markets

Papers
(The H4-Index of Journal of Financial Markets is 14. 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
Asymmetry and the cross-section of option returns63
Can news predict firm bankruptcy?53
Who is buying and (not) lending when shorts are selling?34
Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data33
Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs24
Do analysts distribute negative opinions earlier?23
Financial leverage and stock return comovement22
Mood, attention, and household trading: Evidence from terrorist attacks22
Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds22
An ETF-based measure of stock price fragility17
Climate risks and state-level stock market realized volatility16
Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks16
Editorial Board16
Spillover effects between liquidity risks through endogenous debt maturity15
Jump and volatility risk in the cross-section of corporate bond returns14
Attention: How high-frequency trading improves price efficiency following earnings announcements14
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