Journal of Financial Markets

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 2021-04-01 to 2025-04-01.)
ArticleCitations
Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?54
Surprise in short interest42
The race to exploit anomalies and the cost of slow trading34
The volatility of stock investor returns28
Who is buying and (not) lending when shorts are selling?23
Abnormal stock returns and shorting around securities class action lawsuits: The role of pre-filing news releases18
Editorial Board18
Editorial Board17
Call auction design and closing price manipulation: Evidence from the Hong Kong stock exchange17
Editorial Board17
The alphas of beta and idiosyncratic volatility16
Editorial Board15
Editorial Board13
Price bands and their effects on equity markets: Evidence from a natural experiment13
Hidden liquidity, market quality, and order submission strategies13
The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave networks12
Financial oligopolies and parallel exclusion in the credit default swap markets12
Investment styles and the multiple testing of cross-sectional stock return predictability12
The price effect of temporary short-selling bans: Theory and evidence10
Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market10
Recovery from fast crashes: Role of mutual funds10
Asymmetry and the cross-section of option returns9
Information flow and credit rating announcements9
Climate risks and realized volatility of major commodity currency exchange rates8
Options-based systemic risk, financial distress, and macroeconomic downturns8
Can stock trading suspension calm down investors during market crises?8
Back to the futures: When short selling is banned8
Short selling and the pricing of PIN information risk8
Is the index efficient? A worldwide tour with stochastic dominance8
Are fund managers rewarded for taking cyclical risks?7
Search friction, liquidity risk, and bond misallocation7
Editorial Board7
Synchronous social media and the stock market7
Bigger pie, bigger slice: liquidity, value gain, and underpricing in IPOs6
Arbitrage in the market for cryptocurrencies6
Editorial Board6
The price evolution in financial markets under influence of published opinions6
Editorial Board6
Does shareholder litigation affect the corporate information environment?6
Are retail investors less aggressive on small price stocks?5
The equilibrium prices of auction IPO securities: Empirical evidence5
Do analysts distribute negative opinions earlier?5
Liquidity components: Commonality in liquidity, underreaction, and equity returns5
Job postings and aggregate stock returns5
The impact of margin requirements on voluntary clearing decisions5
Editorial Board5
Spoilt for choice: Determinants of market shares in fragmented equity markets5
Order splitting and interacting with a counterparty5
Price impact versus bid–ask spreads in the index option market4
Nothing but noise? Price discovery across cryptocurrency exchanges4
Standardization, transparency initiatives, and liquidity in the CDS market4
Asset pricing with data revisions4
Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup4
Stock liquidity and default risk around the world4
Robinhood, Reddit, and the news: The impact of traditional and social media on retail investor trading4
Price formation in field prediction markets: The wisdom in the crowd4
Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data4
Noise traders incarnate: Describing a realistic noise trading process4
Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs4
Financial congestion4
Institutional investor cliques and stock price efficiency: Evidence from China4
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