OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Financial Markets is 4. 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.)

Article	Citations
Stock liquidity and default risk around the world	36
Risk premium spillovers among stock markets: Evidence from higher-order moments	34
The overnight return puzzle and the “T+1” trading rule in Chinese stock markets	31
Google search volume and individual investor trading	28
Social media, financial reporting opacity, and return comovement: Evidence from Seeking Alpha	28
Nothing but noise? Price discovery across cryptocurrency exchanges	25
In law we trust: Lawyer CEOs and stock liquidity	23
Does it pay to follow anomalies research? Machine learning approach with international evidence	19
Contagious margin calls: How COVID-19 threatened global stock market liquidity	18
Financial integration in the EU28 equity markets: Measures and drivers	16
Insider trading ahead of cyber breach announcements	16
Cash conversion cycle and aggregate stock returns	16
Forecasting stock returns: A time-dependent weighted least squares approach	16
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S	16
Climate risks and realized volatility of major commodity currency exchange rates	15
The yield curve and the stock market: Mind the long run	12
The pricing of the illiquidity factor’s conditional risk with time-varying premium	12
Noise traders incarnate: Describing a realistic noise trading process	11
Measurement of common risks in tails: A panel quantile regression model for financial returns	11
Biased short: Short sellers' disposition effect and limits to arbitrage	11
Attention: How high-frequency trading improves price efficiency following earnings announcements	10
The choice of SEO method in Korea: Rights vs. public offers	9
Intraday time series momentum: Global evidence and links to market characteristics	9
Does air pollution affect seasoned equity offering pricing? Evidence from investor bids	9
Informed liquidity provision in a limit order market	8

ETFs’ high overnight returns: The early liquidity provider gets the worm	8
Intraday market making with overnight inventory costs	8
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns	8
Local investor horizon clientele and IPO underpricing	8
Investor attention and municipal bond returns	8
Tick Size Pilot Program and price discovery in U.S. stock markets	8
Net buying pressure and the information in bitcoin option trades	8
Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan	8
Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic	7
Option trading volume by moneyness, firm fundamentals, and expected stock returns	7
Does the U.S. president affect the stock market?	7
Deviations from time priority on the NYSE	6
Overselling winners and losers: How mutual fund managers' trading behavior affects asset prices	6
COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading	6
Does shareholder litigation affect the corporate information environment?	6
Equity investor sentiment and bond market reaction: Test of overinvestment and capital flow hypotheses	6
Media abnormal tone, earnings announcements, and the stock market	6
ETF use among actively managed mutual fund portfolios	6
Climate events and return comovement	5
Climate risks and state-level stock market realized volatility	5
Bidding styles of institutional investors in IPO auctions	5
Predicting stock returns with implied cost of capital: A partial least squares approach	5
Institutional investor heterogeneity and market price dynamics: Evidence from investment horizon and portfolio concentration	5
Price discovery in CDS and equity markets: Default risk-based heterogeneity in the systematic investment grade and high yield sectors	5
Predicting the equity premium with the implied volatility spread	5
Broker routing decisions in limit order markets	5
Does the Nationally Recognized Statistical Rating Organization certification matter for Japanese credit rating agencies?	5
Arbitrage in the market for cryptocurrencies	5
Asymmetric information in the equity market and information flow from the equity market to the CDS market	4
Investor sentiment, style investing, and momentum	4
Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns	4
Call auction design and closing price manipulation: Evidence from the Hong Kong stock exchange	4
Fast traders make a quick buck: The role of speed in liquidity provision	4
Information processing on equity prices and exchange rate for cross-listed stocks	4
Speed and learning in high-frequency auctions	4
The equilibrium prices of auction IPO securities: Empirical evidence	4
ETF ownership and firm-specific information in corporate bond returns	4
Predictive information in corporate bond yields	4
R&D information quality and stock returns	4
Financial oligopolies and parallel exclusion in the credit default swap markets	4
Who trades at the close? Implications for price discovery and liquidity	4