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 2022-08-01 to 2026-08-01.)
ArticleCitations
Asymmetry and the cross-section of option returns70
Meta-learning for return prediction in shifting market regimes54
Can news predict firm bankruptcy?28
Incentives matter: Domestic funds and price informativeness improvement27
High-frequency traders’ single-dealer platforms and market quality27
Do analysts distribute negative opinions earlier?27
Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data26
Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds24
An ETF-based measure of stock price fragility20
Mood, attention, and household trading: Evidence from terrorist attacks20
Financial leverage and stock return comovement18
Mandatory co-investment and lock-up in China: A case of inconsistency in gradualistic financial market reform18
Climate risks and state-level stock market realized volatility18
Editorial Board17
Spillover effects between liquidity risks through endogenous debt maturity16
Corporate bond price reversals15
Jump and volatility risk in the cross-section of corporate bond returns15
Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency14
Net buying pressure and the information in bitcoin option trades14
Intraday proprietary traders and short-term mispricing13
Doctors managing mutual funds: Returns to specialization in asset management13
Retail trading and analyst coverage12
When does the tick size help or harm market quality? Evidence from the Tick Size Pilot12
Informed trading prior to financial misconduct: Evidence from option markets12
Editorial Board12
Machine invasion: Automation in information acquisition and the cross-section of stock returns10
Do retail traders gamble on stock options?10
Who should buy stocks when volatility spikes?9
Intraday variation in cross-sectional stock comovement and impact of index-based strategies8
Investor sentiment and stock returns: Wisdom of crowds or power of words? Evidence from Seeking Alpha and Wall Street Journal8
Investor sentiment, style investing, and momentum8
Investing under ambiguity and relative performance concerns7
Newspapers tone and the overnight-intraday stock return anomaly7
Bond risk’s role in the equity risk-return tradeoff7
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns7
Surprise in short interest7
Institutional trading and ESG controversies7
Bigger pie, bigger slice: liquidity, value gain, and underpricing in IPOs6
The Chinese trading halt puzzle6
Editorial Board6
Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic6
Corrigendum to “Search friction, liquidity risk, and bond misallocation” [J. Financ. Mark., 70 (2024) 100912]6
Extreme fund performance and investor divergence in beliefs about manager skill6
Bottom up vs. top down: What does firm 10-K tell us?6
Investor attention and municipal bond returns6
Product markets, gender, and investment behavior6
Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup6
On the efficiency contributions of analyst recommendations to financial markets6
Are mutual fund managers good gamblers?5
The AI and machine learning revolution in financial markets5
Mutual fund preference for pure-play firms5
Fundamental characteristics, machine learning, and stock price crash risk5
Editorial Board5
Estimating market liquidity from daily data: Marrying microstructure models and machine learning5
Firm visibility, liquidity, and valuation for thinly traded assets5
Market power, ambiguity, and market participation5
Editorial Board5
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