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 2021-11-01 to 2025-11-01.)
ArticleCitations
Can news predict firm bankruptcy?59
Asymmetry and the cross-section of option returns39
Who is buying and (not) lending when shorts are selling?37
Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data26
Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs23
Do analysts distribute negative opinions earlier?23
An ETF-based measure of stock price fragility22
Incentives matter: Domestic funds and price informativeness improvement22
Mood, attention, and household trading: Evidence from terrorist attacks18
Financial leverage and stock return comovement18
Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds18
Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks18
Climate risks and state-level stock market realized volatility17
Editorial Board16
Corporate bond price reversals14
Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency14
Attention: How high-frequency trading improves price efficiency following earnings announcements14
Net buying pressure and the information in bitcoin option trades13
Jump and volatility risk in the cross-section of corporate bond returns13
Doctors managing mutual funds: Returns to specialization in asset management13
Spillover effects between liquidity risks through endogenous debt maturity13
Machine invasion: Automation in information acquisition and the cross-section of stock returns12
Who should buy stocks when volatility spikes?12
Editorial Board12
Retail trading and analyst coverage11
Intraday variation in cross-sectional stock comovement and impact of index-based strategies11
Informed trading prior to financial misconduct: Evidence from option markets11
Investor sentiment and stock returns: Wisdom of crowds or power of words? Evidence from Seeking Alpha and Wall Street Journal10
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns10
Investor sentiment, style investing, and momentum10
When does the tick size help or harm market quality? Evidence from the Tick Size Pilot10
Institutional trading and ESG controversies9
Bond risk’s role in the equity risk-return tradeoff9
Friend or foe: On a common shareholder relationship between mutual funds and public companies9
Newspapers tone and the overnight-intraday stock return anomaly8
Transparency in fragmented markets: Experimental evidence8
Intraday time series momentum: Global evidence and links to market characteristics7
Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup7
Investor attention and municipal bond returns7
Surprise in short interest7
The Chinese trading halt puzzle7
Price impact versus bid–ask spreads in the index option market7
Bigger pie, bigger slice: liquidity, value gain, and underpricing in IPOs7
Extreme fund performance and investor divergence in beliefs about manager skill7
Spread position as a leading economic indicator6
Inferring trade directions in fast markets6
Editorial Board6
On the efficiency contributions of analyst recommendations to financial markets6
Fundamental characteristics, machine learning, and stock price crash risk6
Firm visibility, liquidity, and valuation for thinly traded assets6
Asset pricing with data revisions6
Estimating market liquidity from daily data: Marrying microstructure models and machine learning6
Does air pollution affect seasoned equity offering pricing? Evidence from investor bids5
Convertible bond return predictability with machine learning5
Editorial Board5
Are mutual fund managers good gamblers?5
Can institutional investors always beat individual investors?5
Mutual fund preference for pure-play firms5
Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic5
Market power, ambiguity, and market participation5
Strategic trading by insiders in the presence of institutional investors5
Does stock market rescue affect investment efficiency in the real sector?5
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