OOIR: Observatory of International Research

Papers

(The H4-Index of Financial Innovation is 36. 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.)

Article	Citations
Latency arbitrage and the synchronized placement of orders	261
The effects of skewness and kurtosis on production and hedging decisions: a Gram-Charlier expansion approach	231
Return direction forecasting: a conditional autoregressive shape model with beta density	136
Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis	92
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange	88
An impact assessment of the COVID-19 pandemic on Japanese and US hotel stocks	82
An automated adaptive trading system for enhanced performance of emerging market portfolios	82
Dynamic spatiotemporal correlation coefficient based on adaptive weight	79
Editor’s introduction	79
To supervise or to self-supervise: a machine learning based comparison on credit supervision	78
Impact of learning through credit and value creation on the efficiency of Japanese commercial banks	75
Investigating the components of fintech ecosystem for distributed energy investments with an integrated quantum spherical decision support system	69
Industry return lead-lag relationships between the US and other major countries	66
The effect of overseas investors on local market efficiency: evidence from the Shanghai/Shenzhen–Hong Kong Stock Connect	64
Triggering economic growth to ensure financial stability: case study of Northern Cyprus	61
Asymmetric relationship between global and national factors and domestic food prices: evidence from Turkey with novel nonlinear approaches	56
Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets	54
The method of residual-based bootstrap averaging of the forecast ensemble	54
Design of the contingent royalty rate as related to the type of investment	53
Relationships among return and liquidity of cryptocurrencies	53
Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness	52
Private banking development in China under two organizational structures: Economic analysis from an organizational innovation perspective	51
Robust monitoring machine: a machine learning solution for out-of-sample R$$^2$$-hacking in return predictability monitoring	51
Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events	50
Financial markets implications of the energy transition: carbon content of energy use in listed companies	49

Can ETFs affect U.S. financial stability? A quantile cointegration analysis	47
Features of different asset types and extreme risk transmission during the COVID-19 crisis	47
Managing crash risks through supply chain transparency: evidence from China	46
Tokenomics in the Metaverse: understanding the lead–lag effect among emerging crypto tokens	43
Price dynamics and volatility jumps in bitcoin options	40
From CFOs to crypto: exploratory study unraveling factors in corporate adoption	39
Relationship between fintech by Google search and bank stock return: a case study of Vietnam	39
How do emotions affect giving? Examining the effects of textual and facial emotions in charitable crowdfunding	39
Deep learning for Bitcoin price direction prediction: models and trading strategies empirically compared	38
A probabilistic approach for the valuation of variance swaps under stochastic volatility with jump clustering and regime switching	37
The volatility mechanism and intelligent fusion forecast of new energy stock prices	36
Recent innovation in benchmark rates (BMR): evidence from influential factors on Turkish Lira Overnight Reference Interest Rate with machine learning algorithms	36
Unlocking the diversification benefits of DeFi for ASEAN stock market portfolios: a quantile study	36