Journal of Financial Markets

Papers
(The TQCC of Journal of Financial Markets 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
Who is buying and (not) lending when shorts are selling?61
Can news predict firm bankruptcy?41
Meta-learning for return prediction in shifting market regimes28
Asymmetry and the cross-section of option returns24
Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data23
Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs23
Incentives matter: Domestic funds and price informativeness improvement22
Do analysts distribute negative opinions earlier?19
An ETF-based measure of stock price fragility19
Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds18
Mood, attention, and household trading: Evidence from terrorist attacks18
Financial leverage and stock return comovement16
Mandatory co-investment and lock-up in China: A case of inconsistency in gradualistic financial market reform16
Editorial Board15
Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks15
Climate risks and state-level stock market realized volatility15
Corporate bond price reversals14
Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency14
Spillover effects between liquidity risks through endogenous debt maturity13
Net buying pressure and the information in bitcoin option trades13
Attention: How high-frequency trading improves price efficiency following earnings announcements13
Jump and volatility risk in the cross-section of corporate bond returns13
Investor sentiment, style investing, and momentum12
Doctors managing mutual funds: Returns to specialization in asset management12
When does the tick size help or harm market quality? Evidence from the Tick Size Pilot12
Who should buy stocks when volatility spikes?11
Investor sentiment and stock returns: Wisdom of crowds or power of words? Evidence from Seeking Alpha and Wall Street Journal11
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns11
Intraday variation in cross-sectional stock comovement and impact of index-based strategies10
Machine invasion: Automation in information acquisition and the cross-section of stock returns10
Retail trading and analyst coverage9
Editorial Board9
Informed trading prior to financial misconduct: Evidence from option markets9
Intraday proprietary traders and short-term mispricing8
Transparency in fragmented markets: Experimental evidence8
Institutional trading and ESG controversies7
Intraday time series momentum: Global evidence and links to market characteristics7
Bigger pie, bigger slice: liquidity, value gain, and underpricing in IPOs7
Bond risk’s role in the equity risk-return tradeoff7
Friend or foe: On a common shareholder relationship between mutual funds and public companies7
Investing under ambiguity and relative performance concerns7
Newspapers tone and the overnight-intraday stock return anomaly7
Surprise in short interest7
Price impact versus bid–ask spreads in the index option market6
Asset pricing with data revisions6
Spread position as a leading economic indicator6
Estimating market liquidity from daily data: Marrying microstructure models and machine learning6
Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup6
Product markets, gender, and investment behavior6
On the efficiency contributions of analyst recommendations to financial markets6
Investor attention and municipal bond returns6
The Chinese trading halt puzzle6
Extreme fund performance and investor divergence in beliefs about manager skill6
Editorial Board6
Firm visibility, liquidity, and valuation for thinly traded assets6
Inferring trade directions in fast markets5
Does air pollution affect seasoned equity offering pricing? Evidence from investor bids5
Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic5
Market power, ambiguity, and market participation5
Are mutual fund managers good gamblers?5
Fundamental characteristics, machine learning, and stock price crash risk5
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