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Journal of Financial Markets / Elsevier

Citation Profile [Updated: 2026-06-12 21:57:20]
5 Years H Index
61
Impact Factor (IF)
1.21
5 Years IF
1.29
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1998 0 0.27 0.46 0 13 13 1287 4 12 0 0 0 4 0.31 0.13
1999 0.54 0.29 0.55 0.54 16 29 666 16 28 13 7 13 7 0 9 0.56 0.14
2000 0.9 0.34 1 0.9 15 44 1061 39 72 29 26 29 26 6 15.4 8 0.53 0.16
2001 1.26 0.38 1.34 1.23 15 59 441 78 151 31 39 44 54 7 9 8 0.53 0.17
2002 1.17 0.39 1.33 1.03 19 78 4502 100 255 30 35 59 61 22 22 17 0.89 0.21
2003 0.97 0.43 1.59 1.33 22 100 570 151 414 34 33 78 104 15 9.9 9 0.41 0.21
2004 1 0.48 1.62 1.22 17 117 1133 183 603 41 41 87 106 7 3.8 22 1.29 0.22
2005 1.33 0.51 1.92 1.44 16 133 890 252 858 39 52 88 127 18 7.1 7 0.44 0.23
2006 1.42 0.49 1.88 1.4 18 151 496 275 1142 33 47 89 125 18 6.5 7 0.39 0.22
2007 1 0.44 1.85 1.24 15 166 731 299 1449 34 34 92 114 26 8.7 7 0.47 0.2
2008 1.15 0.47 2.07 1.33 17 183 348 371 1828 33 38 88 117 9 2.4 2 0.12 0.22
2009 1.38 0.46 2.39 1.72 32 215 1052 508 2341 32 44 83 143 37 7.3 17 0.53 0.23
2010 1 0.46 2.25 1.33 20 235 717 524 2869 49 49 98 130 25 4.8 17 0.85 0.2
2011 1.17 0.5 2.33 1.34 23 258 781 590 3469 52 61 102 137 38 6.4 10 0.43 0.23
2012 1 0.5 2.25 1.21 12 270 156 597 4076 43 43 107 130 17 2.8 2 0.17 0.21
2013 1.43 0.54 2.97 1.79 27 297 1109 878 4958 35 50 104 186 37 4.2 40 1.48 0.23
2014 1.72 0.52 3.02 2.04 46 343 848 1035 5993 39 67 114 232 78 7.5 20 0.43 0.22
2015 1.58 0.52 2.96 1.65 21 364 330 1073 7070 73 115 128 211 29 2.7 8 0.38 0.22
2016 1.36 0.5 2.77 1.67 29 393 688 1085 8157 67 91 129 215 31 2.9 7 0.24 0.2
2017 1.12 0.51 2.76 1.45 24 417 425 1147 9306 50 56 135 196 28 2.4 5 0.21 0.2
2018 1.53 0.52 2.83 1.88 32 449 457 1267 10575 53 81 147 276 43 3.4 10 0.31 0.22
2019 1.25 0.53 2.56 1.32 30 479 401 1221 11800 56 70 152 200 53 4.3 5 0.17 0.21
2020 1.5 0.63 3 1.81 33 512 370 1535 13336 62 93 136 246 42 2.7 17 0.52 0.3
2021 1.7 0.72 2.95 2.24 36 548 232 1614 14952 63 107 148 332 44 2.7 7 0.19 0.26
2022 1.3 0.71 2.4 1.66 58 606 199 1457 16409 69 90 155 257 71 4.9 10 0.17 0.21
2023 1.11 0.67 2.33 1.53 60 666 202 1552 17961 94 104 189 290 90 5.8 23 0.38 0.19
2024 1.14 0.71 2.27 1.6 39 705 53 1597 19558 118 134 217 348 47 2.9 13 0.33 0.21
2025 1.21 0.93 1.97 1.29 25 730 10 1439 20997 99 120 226 291 30 2.1 8 0.32 0.27
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12002Illiquidity and stock returns: cross-section and time-series effects. (2002). Amihud, Yakov. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:1:p:31-56.

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3811
22004Market liquidity as a sentiment indicator. (2004). Stein, Jeremy ; Baker, Malcolm. In: Journal of Financial Markets. RePEc:eee:finmar:v:7:y:2004:i:3:p:271-299.

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480
32000Market microstructure: A survey. (2000). Madhavan, Ananth. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:3:p:205-258.

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429
41998Liquidity and stock returns: An alternative test. (1998). Datar, Vinay T. ; Radcliffe, Robert ; Naik, Narayan Y.. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:2:p:203-219.

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399
51998Optimal control of execution costs. (1998). Lo, Andrew ; Bertsimas, Dimitris. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:1:p:1-50.

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390
61999Order flow composition and trading costs in a dynamic limit order market1. (1999). Foucault, Thierry. In: Journal of Financial Markets. RePEc:eee:finmar:v:2:y:1999:i:2:p:99-134.

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328
72013Optimal trading strategy and supply/demand dynamics. (2013). Obizhaeva, Anna ; Wang, Jiang. In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:1:p:1-32.

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299
82013High frequency trading and the new market makers. (2013). Menkveld, Albert. In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:712-740.

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289
92002Price discovery and common factor models. (2002). Baillie, Richard ; Tse, Yiuman ; Zabotina, Tatyana ; Booth, Geoffrey G.. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:309-321.

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278
102016Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef ; Koenda, Even. In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:55-78.

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229
112005Market microstructure: A survey of microfoundations, empirical results, and policy implications. (2005). Biais, Bruno ; Glosten, Larry ; Spatt, Chester. In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:2:p:217-264.

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215
122004Order aggressiveness in limit order book markets. (2004). Ranaldo, Angelo. In: Journal of Financial Markets. RePEc:eee:finmar:v:7:y:2004:i:1:p:53-74.

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195
132000Inferring investor behavior: Evidence from TORQ data. (2000). Lee, Charles ; Radhakrishna, Balkrishna. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:2:p:83-111.

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190
142013Low-latency trading. (2013). Hasbrouck, Joel ; Saar, Gideon. In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:646-679.

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160
151998Aggressiveness and survival of overconfident traders. (1998). Benos, Alexandros V.. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:3-4:p:353-383.

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160
162010A structural analysis of price discovery measures. (2010). Zivot, Eric ; Yan, Bingcheng . In: Journal of Financial Markets. RePEc:eee:finmar:v:13:y:2010:i:1:p:1-19.

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154
17A simple approximation of intraday spreads using daily data. (2014). Zhang, Hao ; Chung, Kee H.. In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:94-120.

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154
182002Security price adjustment across exchanges: an investigation of common factor components for Dow stocks. (2002). McInish, Thomas ; Wood, Robert A. ; deB. Harris, Frederick H., . In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:277-308.

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150
192007Measuring the resiliency of an electronic limit order book. (2007). Large, Jeremy. In: Journal of Financial Markets. RePEc:eee:finmar:v:10:y:2007:i:1:p:1-25.

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146
202002Some desiderata for the measurement of price discovery across markets. (2002). Lehmann, Bruce N.. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:259-276.

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143
212013Very fast money: High-frequency trading on the NASDAQ. (2013). Carrion, Allen. In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:680-711.

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123
222007Ownership level, ownership concentration and liquidity. (2007). Rubin, Amir. In: Journal of Financial Markets. RePEc:eee:finmar:v:10:y:2007:i:3:p:219-248.

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121
232003Issues in assessing trade execution costs. (2003). Bessembinder, Hendrik. In: Journal of Financial Markets. RePEc:eee:finmar:v:6:y:2003:i:3:p:233-257.

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120
242001On the survival of overconfident traders in a competitive securities market. (2001). Luo, Guo Ying ; Hirshleifer, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:4:y:2001:i:1:p:73-84.

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120
252011What happened to the quants in August 2007? Evidence from factors and transactions data. (2011). Lo, Andrew ; Khandani, Amir E.. In: Journal of Financial Markets. RePEc:eee:finmar:v:14:y:2011:i:1:p:1-46.

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119
262016Risk and return spillovers among the G10 currencies. (2016). Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew ; Rafferty, Barry . In: Journal of Financial Markets. RePEc:eee:finmar:v:31:y:2016:i:c:p:43-62.

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117
272010The information content of option-implied volatility for credit default swap valuation. (2010). Zhong, Zhaodong ; Cao, Charles ; Yu, Fan. In: Journal of Financial Markets. RePEc:eee:finmar:v:13:y:2010:i:3:p:321-343.

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116
282009Technology and liquidity provision: The blurring of traditional definitions. (2009). Hasbrouck, Joel ; Saar, Gideon. In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:2:p:143-172.

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109
292005International momentum strategies: a stochastic dominance approach. (2005). Wong, Wing-Keung ; Lean, Hooi Hooi ; Fong, Wai Mun. In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:1:p:89-109.

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105
302002Measures of contributions to price discovery: a comparison. (2002). de Jong, Frank. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:323-327.

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105
312005Should securities markets be transparent?. (2005). Porter, David ; Madhavan, Ananth ; Weaver, Daniel. In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:3:p:265-287.

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104
321998Financial analysts and information-based trade. (1998). Easley, David ; O'Hara, Maureen ; Paperman, Joseph. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:2:p:175-201.

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103
332011Automation, speed, and stock market quality: The NYSEs Hybrid. (2011). Hendershott, Terrence ; Moulton, Pamela C.. In: Journal of Financial Markets. RePEc:eee:finmar:v:14:y:2011:i:4:p:568-604.

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103
342009Do individual investors learn from their trading experience?. (2009). zhu, ning ; Peng, Liang ; Nicolosi, Gina. In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:2:p:317-336.

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103
352006Value of analyst recommendations: International evidence. (2006). Kim, Woojin ; Jegadeesh, Narasimhan. In: Journal of Financial Markets. RePEc:eee:finmar:v:9:y:2006:i:3:p:274-309.

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101
362000On the occurrence and consequences of inaccurate trade classification. (2000). Odders-White, Elizabeth R.. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:3:p:259-286.

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100
372005Duration, volume and volatility impact of trades. (2005). Manganelli, Simone. In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:4:p:377-399.

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98
382007Commonality in the time-variation of stock-stock and stock-bond return comovements. (2007). Connolly, Robert ; Sun, Licheng ; Stivers, Chris. In: Journal of Financial Markets. RePEc:eee:finmar:v:10:y:2007:i:2:p:192-218.

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93
392009Liquidity and capital structure. (2009). Mortal, Sandra ; Lipson, Marc L.. In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:4:p:611-644.

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90
402003Quote setting and price formation in an order driven market. (2003). Schwartz, Robert ; Handa, Puneet ; Tiwari, Ashish. In: Journal of Financial Markets. RePEc:eee:finmar:v:6:y:2003:i:4:p:461-489.

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87
412002Stalking the efficient price in market microstructure specifications: an overview. (2002). Hasbrouck, Joel. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:329-339.

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84
422004The manipulation of closing prices. (2004). Hillion, Pierre ; Suominen, Matti. In: Journal of Financial Markets. RePEc:eee:finmar:v:7:y:2004:i:4:p:351-375.

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84
432010Institutional ownership stability and the cost of debt. (2010). Jia, Jingyi ; Elyasiani, Elyas ; Mao, Connie X.. In: Journal of Financial Markets. RePEc:eee:finmar:v:13:y:2010:i:4:p:475-500.

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83
441998Long-lived information and intraday patterns. (1998). Back, Kerry ; Pedersen, Hal. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:3-4:p:385-402.

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83
452004Trading strategies during circuit breakers and extreme market movements. (2004). Goldstein, Michael ; Kavajecz, Kenneth A.. In: Journal of Financial Markets. RePEc:eee:finmar:v:7:y:2004:i:3:p:301-333.

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82
462019Good and bad volatility spillovers: An asymmetric connectedness. (2019). BenSaïda, Ahmed ; Bensaida, Ahmed. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95.

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78
472009Credit ratings and the cross-section of stock returns. (2009). Philipov, Alexander ; Chordia, Tarun ; Jostova, Gergana ; Avramov, Doron. In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:3:p:469-499.

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76
482004Impacts of trades in an error-correction model of quote prices. (2004). Patton, Andrew ; Engle, Robert. In: Journal of Financial Markets. RePEc:eee:finmar:v:7:y:2004:i:1:p:1-25.

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75
492005Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders. (2005). Chakravarty, Sugato ; Martell, Terrence ; Anand, Amber. In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:3:p:288-308.

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73
502000Stock returns and trading at the close. (2000). Madhavan, Ananth ; Cushing, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:1:p:45-67.

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70
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12002Illiquidity and stock returns: cross-section and time-series effects. (2002). Amihud, Yakov. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:1:p:31-56.

Full description at Econpapers || Download paper

687
22016Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef ; Koenda, Even. In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:55-78.

Full description at Econpapers || Download paper

75
32013Optimal trading strategy and supply/demand dynamics. (2013). Obizhaeva, Anna ; Wang, Jiang. In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:1:p:1-32.

Full description at Econpapers || Download paper

68
42004Market liquidity as a sentiment indicator. (2004). Stein, Jeremy ; Baker, Malcolm. In: Journal of Financial Markets. RePEc:eee:finmar:v:7:y:2004:i:3:p:271-299.

Full description at Econpapers || Download paper

63
51998Optimal control of execution costs. (1998). Lo, Andrew ; Bertsimas, Dimitris. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:1:p:1-50.

Full description at Econpapers || Download paper

54
62000Market microstructure: A survey. (2000). Madhavan, Ananth. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:3:p:205-258.

Full description at Econpapers || Download paper

47
72019Good and bad volatility spillovers: An asymmetric connectedness. (2019). BenSaïda, Ahmed ; Bensaida, Ahmed. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95.

Full description at Econpapers || Download paper

42
82016Risk and return spillovers among the G10 currencies. (2016). Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew ; Rafferty, Barry . In: Journal of Financial Markets. RePEc:eee:finmar:v:31:y:2016:i:c:p:43-62.

Full description at Econpapers || Download paper

39
91998Liquidity and stock returns: An alternative test. (1998). Datar, Vinay T. ; Radcliffe, Robert ; Naik, Narayan Y.. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:2:p:203-219.

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39
102023Climate risks and realized volatility of major commodity currency exchange rates. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519.

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36
112013High frequency trading and the new market makers. (2013). Menkveld, Albert. In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:712-740.

Full description at Econpapers || Download paper

33
122023Climate risks and state-level stock market realized volatility. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000526.

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32
132010A structural analysis of price discovery measures. (2010). Zivot, Eric ; Yan, Bingcheng . In: Journal of Financial Markets. RePEc:eee:finmar:v:13:y:2010:i:1:p:1-19.

Full description at Econpapers || Download paper

28
142014A simple approximation of intraday spreads using daily data. (2014). Zhang, Hao ; Chung, Kee H.. In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:94-120.

Full description at Econpapers || Download paper

27
152010Institutional ownership stability and the cost of debt. (2010). Jia, Jingyi ; Elyasiani, Elyas ; Mao, Connie X.. In: Journal of Financial Markets. RePEc:eee:finmar:v:13:y:2010:i:4:p:475-500.

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24
162019The convergence and divergence of investors opinions around earnings news: Evidence from a social network. (2019). Shu, Tao ; Giannini, Robert ; Irvine, Paul. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:94-120.

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24
172021Stock liquidity and default risk around the world. (2021). Ali, Searat ; Nadarajah, Sivathaasan ; Duong, Huu Nhan ; Liu, Benjamin ; Huang, Allen. In: Journal of Financial Markets. RePEc:eee:finmar:v:55:y:2021:i:c:s1386418120300665.

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23
182021Nothing but noise? Price discovery across cryptocurrency exchanges. (2021). Dimpfl, Thomas ; Peter, Franziska J. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300537.

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21
192013Stock price synchronicity and liquidity. (2013). Kang, Wenjin ; Chan, Kalok ; Hameed, Allaudeen. In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:3:p:414-438.

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20
202019Market anomalies and disaster risk: Evidence from extreme weather events. (2019). Lanfear, Matthew G ; Siebert, Mark G ; Lioui, Abraham. In: Journal of Financial Markets. RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118300776.

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20
212005Market microstructure: A survey of microfoundations, empirical results, and policy implications. (2005). Biais, Bruno ; Glosten, Larry ; Spatt, Chester. In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:2:p:217-264.

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19
222020Risk premium spillovers among stock markets: Evidence from higher-order moments. (2020). Aboura, Sofiane ; Finta, Marinela Adriana. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300021.

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19
232014Option pricing with stochastic liquidity risk: Theory and evidence. (2014). Wang, Yaw-Huei ; Feng, Shih-Ping ; Hung, Mao-Wei. In: Journal of Financial Markets. RePEc:eee:finmar:v:18:y:2014:i:c:p:77-95.

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18
242017The determinants and pricing of liquidity commonality around the world. (2017). Qian, Xiaolin ; Moshirian, Fariborz ; Ghee, Claudia Koon ; Zhang, Bohui. In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:22-41.

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18
252011What happened to the quants in August 2007? Evidence from factors and transactions data. (2011). Lo, Andrew ; Khandani, Amir E.. In: Journal of Financial Markets. RePEc:eee:finmar:v:14:y:2011:i:1:p:1-46.

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18
262007Ownership level, ownership concentration and liquidity. (2007). Rubin, Amir. In: Journal of Financial Markets. RePEc:eee:finmar:v:10:y:2007:i:3:p:219-248.

Full description at Econpapers || Download paper

17
271999Order flow composition and trading costs in a dynamic limit order market1. (1999). Foucault, Thierry. In: Journal of Financial Markets. RePEc:eee:finmar:v:2:y:1999:i:2:p:99-134.

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16
282017Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?. (2017). Riedel, Max ; Donadelli, Michael ; Kizys, Renatas. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:84-103.

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16
291998Long-lived information and intraday patterns. (1998). Back, Kerry ; Pedersen, Hal. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:3-4:p:385-402.

Full description at Econpapers || Download paper

16
302002Price discovery and common factor models. (2002). Baillie, Richard ; Tse, Yiuman ; Zabotina, Tatyana ; Booth, Geoffrey G.. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:309-321.

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15
312011Product market power and stock market liquidity. (2011). Loon, Yee Cheng ; Kale, Jayant R.. In: Journal of Financial Markets. RePEc:eee:finmar:v:14:y:2011:i:2:p:376-410.

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322020Social media, financial reporting opacity, and return comovement: Evidence from Seeking Alpha. (2020). Ding, Rong ; Li, Yifan ; Zhou, Hang. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s1386418119300126.

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15
332000Inferring investor behavior: Evidence from TORQ data. (2000). Lee, Charles ; Radhakrishna, Balkrishna. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:2:p:83-111.

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14
342007Measuring the resiliency of an electronic limit order book. (2007). Large, Jeremy. In: Journal of Financial Markets. RePEc:eee:finmar:v:10:y:2007:i:1:p:1-25.

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14
352020In law we trust: Lawyer CEOs and stock liquidity. (2020). Pham, Mia Hang. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300173.

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13
362009Liquidity and capital structure. (2009). Mortal, Sandra ; Lipson, Marc L.. In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:4:p:611-644.

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372018The microstructure of a U.S. Treasury ECN: The BrokerTec platform. (2018). Mizrach, Bruce ; Fleming, Michael ; Nguyen, Giang. In: Journal of Financial Markets. RePEc:eee:finmar:v:40:y:2018:i:c:p:2-22.

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382013Low-latency trading. (2013). Hasbrouck, Joel ; Saar, Gideon. In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:646-679.

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392009Do individual investors learn from their trading experience?. (2009). zhu, ning ; Peng, Liang ; Nicolosi, Gina. In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:2:p:317-336.

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402013Very fast money: High-frequency trading on the NASDAQ. (2013). Carrion, Allen. In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:680-711.

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12
412018Market volatility and stock returns: The role of liquidity providers. (2018). Chung, Kee H ; Chuwonganant, Chairat. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:17-34.

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12
422014How should individual investors diversify? An empirical evaluation of alternative asset allocation policies. (2014). Weber, Martin ; Muller, Sebastian ; Jacobs, Heiko. In: Journal of Financial Markets. RePEc:eee:finmar:v:19:y:2014:i:c:p:62-85.

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11
432002Security price adjustment across exchanges: an investigation of common factor components for Dow stocks. (2002). McInish, Thomas ; Wood, Robert A. ; deB. Harris, Frederick H., . In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:277-308.

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442011Conventional mutual index funds versus exchange-traded funds. (2011). Agapova, Anna. In: Journal of Financial Markets. RePEc:eee:finmar:v:14:y:2011:i:2:p:323-343.

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452010Daily institutional trades and stock price volatility in a retail investor dominated emerging market. (2010). Li, Wei ; Wang, Steven Shuye. In: Journal of Financial Markets. RePEc:eee:finmar:v:13:y:2010:i:4:p:448-474.

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462020Google search volume and individual investor trading. (2020). Meyer, Steffen ; Kostopoulos, Dimitrios ; Uhr, Charline. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300136.

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471998Aggressiveness and survival of overconfident traders. (1998). Benos, Alexandros V.. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:3-4:p:353-383.

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482023Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic. (2023). Zhang, Xuan ; Xu, Liao ; Zhao, Jing. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000490.

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492018Does exposure to foreign competition affect stock liquidity? Evidence from industry-level import data. (2018). Atawnah, Nader ; Duong, Huu Nhan ; Podolski, Edward J ; Balachandran, Balasingham. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:44-67.

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502006Value of analyst recommendations: International evidence. (2006). Kim, Woojin ; Jegadeesh, Narasimhan. In: Journal of Financial Markets. RePEc:eee:finmar:v:9:y:2006:i:3:p:274-309.

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Citing documents used to compute impact factor: 120
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2025Cross-market overnight time-series momentum. (2025). Chen, Xiaoyue ; Singh, Tarlok ; Li, Jinze ; Xu, Dezhong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:105:y:2025:i:c:s1042443125001295.

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2025A Bayesian stochastic discount factor for the cross-section of individual equity options. (2025). Mrke, Mathis ; Kfer, Niclas ; Weigert, Florian ; Wiest, Tobias. In: CFR Working Papers. RePEc:zbw:cfrwps:311832.

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2025Stock market effects of corporate malpractices and misconduct: Evidence from the short-seller Hindenburg. (2025). Martins, Antnio Miguel ; Albuquerque, Bruno ; Moutinho, Nuno. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015241.

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2025Short sale disclosure rules: an information story. (2025). Fong, Margaret. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:3:d:10.1007_s11156-024-01375-0.

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2025Bitcoin arbitrage and exchange default risk. (2025). Intini, Silvia ; Guo, Weiwei ; Jahanshahloo, Hossein. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s154461232401393x.

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2025Crypto market betas: the limits of predictability and hedging. (2025). Weber, Thomas ; Sila, Jan ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Mark, Michael. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00777-w.

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2025Wish or reality? On the exploitability of triangular arbitrage in cryptocurrency markets. (2025). Muck, Matthias ; Schmidl, Thomas ; Wolf, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401537x.

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2025Stablecoin price dynamics under a peg-stabilising mechanism. (2025). Lo, Chi-Fai ; Wong, Andrew ; Hui, Cho-Hoi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000154.

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2025Price divergence in bitcoin market. (2025). Li, Xiao ; Chu, Gang ; Shen, Dehua ; Urquhart, Andrew. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:3:d:10.1007_s11156-024-01371-4.

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2025Algorithmic crypto trading using information-driven bars, triple barrier labeling and deep learning. (2025). Wójcik, Piotr ; Lessmann, Stefan ; Grdzki, Przemysaw ; Wjcik, Piotr. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00866-w.

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2025Impact of Volatility on Time-Based Transaction Ordering Policies. (2025). Ko, Sunghun ; Park, Jinsuk. In: Papers. RePEc:arx:papers:2512.23386.

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2025Travel decision making under uncertainty and road traffic behavior: The multifold role of ambiguity attitude. (2025). Hensher, David A ; Li, Zheng ; Zeng, Jingjing. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:192:y:2025:i:c:s0965856424003744.

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2025Financial ambiguity and the flow of public information. (2025). Ayoub, Mahmoud ; Qadan, Mahmoud. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325008037.

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2025Does Financial Stress Affect Commodity Futures Traders’ Positions?. (2025). Nesmith, Travis ; Heppe, Yang ; Du, Shengwu. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-82.

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2025Exuberance, Unchecked Manipulations, and the Behavior of Reversals in Emerging Market Economies. (2025). Azeem, Aamir ; Shaharuddin, Shahrin Saaid ; Abd, Mohd Edil ; Ahmad, Iftikhar ; Munir, Ali Fayyaz. In: SAGE Open. RePEc:sae:sagope:v:15:y:2025:i:4:p:21582440251385691.

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2025Speculators and time series momentum in commodity futures markets. (2025). Uhl, Bjrn. In: Review of Financial Economics. RePEc:wly:revfec:v:43:y:2025:i:2:p:213-230.

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2025Central Bank Crisis Interventions: A Review of the Recent Literature on Potential Costs. (2025). Cimon, David ; Vala, Rishi ; Aldridge, Patrick. In: Journal of Financial Crises. RePEc:ysm:ypfsfc:v:7:y:2025:i:4:p:1-26.

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2025Corporate insider trading and extreme weather events: Evidence from tropical storms in the US. (2025). faff, robert ; Malik, Ihtisham A ; Xiong, Zhengling ; Hodgson, Allan. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003709.

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2025An investigation into the causes of stock market return deviations from real earnings yields. (2025). Alsalman, Zeina ; Souropanis, Ioannis ; Murphy, Austin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s105905602500379x.

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2025Disaggregated Liquidity Response to Climate Risk: A Precautionary Hoarding and Flight-to-Safety Perspective. (2025). Yahya, Farzan ; Yu, Wanzhen ; Umar, Muhammad ; Hussain, Muhammad. In: SAGE Open. RePEc:sae:sagope:v:15:y:2025:i:4:p:21582440251390992.

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2025Investor sophistication, investor sentiment, and cash-based operating profitability. (2025). Simlai, Prodosh Eugene. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:3:d:10.1007_s11156-024-01328-7.

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2025On the Robustness of Idiosyncratic Volatility Effect. (2025). Barinov, Alexander. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:3:p:2565-2582.

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2025Brand capital and rent sharing: Evidence from firm-level data. (2025). Hua, Sudong. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003106.

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2025Technical Note–Dynamic Duopolistic Competition with Sticky Prices. (2025). Heston, Steven L ; Hu, BO. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:5:p:2627-2635.

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2025Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia. (2025). Cao, Shanwei ; Zhai, Xiangyang ; Ji, Qiang ; Guo, Kun ; Liu, YU. In: Energy. RePEc:eee:energy:v:315:y:2025:i:c:s0360544224041100.

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2025Model specification for volatility forecasting benchmark. (2025). Zhang, Yaojie ; He, Mengxi ; Wen, Danyan ; Wang, Yudong. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007828.

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2025Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis. (2025). Quaresima, Greta ; Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008557.

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2025Natural disaster shocks and commodity market volatility: A machine learning approach. (2025). Samitas, Aristeidis ; Mertzanis, Charilaos ; Kampouris, Ilias. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003706.

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2025Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000724.

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2025Climate risk and renewable energy market volatility: Machine learning approach. (2025). Jiang, Wei ; Wei, Xiaokun ; Tang, Wanqing ; Li, Jianfeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001278.

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2025Does climate risk drive digital asset returns?. (2025). Lee, Chi-Chuan ; Abakah, Emmanuel ; Abdullah, Mohammad ; Adeabah, David ; Aikins, Emmanuel Joel ; Bhuiyan, Rubaiyat Ahsan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:666:y:2025:i:c:s0378437125001827.

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2025Foreign exchange markets, climate risks and contextual news: An intraday analysis. (2025). ben Omrane, Walid ; Panah, Pari Gholi ; Ayadi, Mohamed A. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001905.

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2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

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2025Examining perceived spillovers among climate risk, fossil fuel, renewable energy, and carbon markets: A higher-order moment and quantile analysis. (2025). Cui, Jinxin ; Maghyereh, Aktham. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000145.

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2025Heterogeneous information transmission between climate policy uncertainty and Chinese new energy markets: A quantile-on-quantile transfer entropy method. (2025). Liu, Xueyong ; Feng, Zhuoqi ; Yao, Yinhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002625.

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2025Physical vs. Transition climate risks: Asymmetric effects on stock return predictability. (2025). Ma, Yong ; Zhou, Mingtao. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003539.

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2025Attention to climate events and carbon price volatility. (2025). Zhang, Yaojie ; Ji, Shidong ; Gong, Xue. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005161.

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2025Financial risk management innovation in global commodity futures markets: A macroeconomic attention perspective. (2025). Ma, Feng ; Lu, Xinjie ; Wang, Tianyang ; Guo, Qiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001374.

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2025Nonlinear hedging climate policy uncertainty: A dynamic mixed copula approach. (2025). Han, Yingwei ; Li, Jie. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001774.

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2025Machine learning applications in climate finance: An overview. (2025). Tian, Yingjie ; Guo, Kun ; Wen, Haonan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925003198.

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2025Does climate risk influence exchange rates?. (2025). Ding, Zijun ; Ma, YU ; Zhao, Wenxia. In: Global Finance Journal. RePEc:eee:glofin:v:68:y:2025:i:c:s1044028325001309.

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2025A gentle reminder: Should returns be interpreted as log differences?. (2025). Okorie, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007968.

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2025Return-forecasting and Volatility-forecasting Power of On-chain Activities in the Cryptocurrency Market. (2024). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2411.06327.

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2025The supply chain financing role of governments stock purchase rescue policy: Stock market stabilization funds and trade credit financing of Chinese listed firms. (2025). Ren, Xiaoyi ; Yang, Xingquan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004025.

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2025Insider trading and government intervention. (2025). Yang, Qingshan ; Liu, Hong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025002679.

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2025Stock split signalling: Evidence from short interest. (2025). Perez, M. Fabricio ; van Nes, Paulan ; Tang, Ning ; Shkilko, Andriy. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426625000159.

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2025Momentum is still there conditional on volatility-amplified pessimism. (2025). Ghazi, Soroush ; Schneider, Mark ; Strauss, Jack. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s0927539825000751.

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2025Cryptocurrency momentum has (not) its moments. (2025). Grobys, Klaus ; Ij, Janne ; Kolari, James W ; Sandretto, Davide ; Jawad, Syed. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:39:y:2025:i:4:d:10.1007_s11408-025-00474-9.

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2025Overnight information and anomalies. (2025). Gao, Bin ; Xia, Wenqian ; Xie, Jun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002752.

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2025Digital equity and government support during COVID-19. (2025). Kazembalaghi, Shabnam ; Coakley, Jerry ; Liares-Zegarra, Jos M ; Vismara, Silvio. In: Small Business Economics. RePEc:kap:sbusec:v:64:y:2025:i:4:d:10.1007_s11187-024-00961-9.

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2025What drives U.S. corporate private equity? An historical perspective. (2025). Duca, John ; Sanchez-Colburn, Franklin. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000427.

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2025Antitrust deregulation and the U.S. listing gap. (2025). Loveland, Robert ; Okoeguale, Kevin. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006853.

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2025The retail habitat. (2025). Laarits, Toomas ; Sammon, Marco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001527.

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2025Speed Matters: Limited Attention and Supply Chain Information Diffusion. (2025). Hertzel, Michael ; Cen, Ling ; Schiller, Christoph. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:10:p:8642-8669.

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2025Do financial markets value corporate culture?. (2025). Nguyen, Harvey ; Tran, Thanh ; Pham, Mia Hang. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924007555.

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2025Differential access to dark markets and execution outcomes. (2025). Comerton-Forde, Carole ; Brugler, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25000947.

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2025Execution risk and price improvement under dark pools. (2025). Ladley, Daniel ; Valenzuela, Marcela ; Litos, Evangelos ; Bernales, Alejandro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:179:y:2025:i:c:s0165188925001290.

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2025(In)Frequently traded corporate bonds and pricing implications of liquidity dry-ups. (2025). Ivashchenko, Alexey. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500145x.

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2025Factor Investing with Delays. (2025). Robotti, Cesare ; Nozawa, Yoshio ; Dickerson, Alexander. In: Discussion Paper Series. RePEc:hit:hituec:771.

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2025Economic policy uncertainty and herding behavior in venture capital market: Evidence from China. (2025). Fu, Hui ; Sun, Yicong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001404.

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2025Sentiment-return relation and stock price synchronicity: Firm-level versus market-level sentiment. (2025). Batten, Jonathan ; Kim, Karam ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s1062976925000481.

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2025Impact of real-time public sentiment on herding behavior in Taiwans stock market: Insights across investor types and industries. (2025). Cheng, Li-Chen ; Lin, Yi-Wei ; Yang, Yiwen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s105905602500560x.

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2025Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets. (2025). Rola, Przemyslaw. In: Papers. RePEc:arx:papers:2507.09734.

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2025Stress testing OTC derivatives: Clearing reforms and market frictions. (2025). Casu, Barbara ; Katsoulis, Petros ; Kalotychou, Elena. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000178.

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2025The effect of margin trading, stock index futures, and firm characteristics on stock price synchronicity: Evidence from China. (2025). Bei, Chengcheng ; Ma, Yulong ; Fonseka, Mohan ; Samarakoon, Lalith P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000551.

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2025Crypto Listens: Asymmetric Reactions to Text-based Signals in Central Bank Communications. (2025). Kaplan, Samuel ; Polyzos, Efstathios ; Tercero-Lucas, David. In: Working Papers. RePEc:aoz:wpaper:365.

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2025Exploring the impact of sentiment on the relationship between daily herding and investor attention in the cryptocurrency market. (2025). Jung, Jaemin ; Ki, Byoung. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pa:s1544612325011237.

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2025Digital communication and informed trading: Evidence from social distancing orders. (2025). Ha, Jingi. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000510.

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2025High-frequency liquidity in the Chinese stock market: Measurements, patterns, and determinants. (2025). Zhang, Ruixun ; Dai, Yuehao ; Zhao, Chaoyi ; Wu, Lan ; Chen, Ermo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000186.

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2025A second-order finite difference method for the Black–Scholes model without far-field boundary conditions. (2025). Nam, Yunjae ; Hwang, Youngjin ; Wu, Xinpei ; Lee, Taehui ; Kwak, Soobin ; Kim, Junseok. In: Journal of Financial Stability. RePEc:eee:finsta:v:81:y:2025:i:c:s1572308925001068.

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2025Risk-asymmetry indices in Europe. (2025). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas. In: Annals of Finance. RePEc:kap:annfin:v:21:y:2025:i:3:d:10.1007_s10436-025-00467-8.

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2025“Volatility in a Mug Cup”: Spillovers among cocoa, coffee, sugar futures and the role of climate policy risk. (2025). Lin, Boqiang ; Du, Anna Min ; Ge, Jiamin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004276.

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2025Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks. (2025). GUPTA, RANGAN ; Plakandaras, Vasilios ; Ji, Qiang ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004604.

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2025A quantitative model of sustainability risk in finance. (2025). Kanamura, Takashi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851325000017.

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2025Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre ; Caporin, Massimiliano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000460.

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2025Multi-scale Dynamic Correlation Between Climate Shock and Chinas Stock Market: Evidence Based on High Frequency Data. (2025). Wang, Hanru ; Chen, Menglong ; Shu, Mingyu. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10790-3.

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2025Are green and dirty cryptocurrencies connected with climate risk attention?. (2025). Abdullah, Mohammad ; Meo, Muhammad Saeed ; Ferdous, Mohammad Ashraful ; Aloui, Chaker. In: Economics and Business Letters. RePEc:ove:journl:aid:22304.

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2025Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States. (2025). Bonato, Matteo ; Cepni, Oguzhan ; Pierdzioch, Christian ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202540.

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2025Climate risks and financial stability: Evidence from China. (2025). Huang, Jiayi ; Zhao, Xuejin ; Yao, Xinbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003941.

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2025Changes in corporate employment under climate risk. (2025). Yuan, Kaibin ; Chen, Junrui ; Li, Wanli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001032.

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2025How Climate Shocks Affect Stock Market Risk Spillovers: Evidence from Causal Forest Algorithm. (2025). Huang, Yujie ; Shu, Mingyu ; Wang, Jieli ; Liu, Baoliu. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:5:d:10.1007_s10614-025-10860-0.

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2025Climate Risks in Main Producing Areas and Realized Volatility in Agricultural Futures: Machine Learning Methods Based on High‐Frequency Data. (2025). Lee, Chienchiang ; Zhang, Xiaoming. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:11:p:2034-2065.

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2025Informativeness of truncation in the options market. (2025). Ryu, Doojin ; Lee, Geul ; Yang, LI. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015198.

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2025Efficiency Assessment of Mutual Fund With Risk and Negative Data: An Improved Two‐Stage Network SBM Model. (2025). Liu, Xinle ; Pei, Zhuo ; Shi, Xiao. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:3:p:1645-1660.

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2025Macroprudential policy, monetary policy and non-bank financial intermediation. (2025). Weistroffer, Christian ; Kaufmann, Christoph ; Storz, Manuela ; Giuzio, Margherita ; Kapadia, Sujit. In: Working Paper Series. RePEc:ecb:ecbwps:20253130.

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2025Market efficiency across intra-daily sampling frequencies for Brent crude oil futures. (2025). Ewald, Christian-Oliver ; Haugom, Erik ; Smith-Meyer, Erik. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005113.

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2025The moderating role of government intervention in the relationship between investment in artificial intelligence and the development of financial markets. (2025). Garca, Javier Snchez ; Rambaud, Salvador Cruz ; Maturo, Fabrizio ; Perals, Paula Ortega. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s105905602500615x.

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2025Artificial intelligence‐driven sustainability: Enhancing carbon capture for sustainable development goals– A review. (2025). Kaviya, Rangarajan Sindhu ; Manikandan, Sivasubramanian ; Govarthanan, Muthusamy ; Kim, Woong ; Karmegam, Natchimuthu ; Vickram, Sundaram ; Subbaiya, Ramasamy ; Shreeharan, Dhamodharan Hemnath. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:2:p:2004-2029.

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2025The impact of economic policy uncertainty on controlling shareholder tunneling behavior and governance mechanisms. (2025). Li, Jinglong ; Dai, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325007883.

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2025Dividends and cash flow risk: Exploring an inverted J-shaped relationship. (2025). Chang, Xue ; Nie, Jing ; Ge, Huiyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006088.

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2025Uncertainty, Risk, and Opaque Stock Markets. (2025). Astaíza-Gómez, José Gabriel ; Astaza-Gmez, Jos Gabriel. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:35-:d:1603949.

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2025Market Consistent Valuation for Bitcoin Options With Long Memory in Conditional Volatility and Conditional Non‐Normality. (2025). Siu, Tak Kuen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:917-945.

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2025Natures impact: Do extreme natural disasters influence retail investors?. (2025). Chiah, Mardy ; Tian, Xiao ; Zhong, Angel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:232:y:2025:i:c:s0167268125000745.

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2025Beyond content: Investors chatter, interaction and earnings announcement returns. (2025). Gaul, Johannes ; Schrader, Pascal. In: ZEW Discussion Papers. RePEc:zbw:zewdip:327108.

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2025Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin. (2025). Ryu, Doojin ; Lee, Geul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000401.

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2025Spotlighting energy sector through green transition attention. (2025). Cerqueti, Roy ; Stefanelli, Kevyn. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s036054422503453x.

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2025Finfluencer recommendations. (2025). Lalwani, Vaibhav. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003489.

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2025Ownership acceleration and the volume volatility-return link: Evidence from China. (2025). Zhou, Yuegang ; Lei, Xiaoyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002434.

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2025Beyond the final whistle: AFL grand final and retail investor trading. (2025). Sui, Yanjun ; Tian, Xiao ; Chiah, Mardy ; Zhong, Angel. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325013923.

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2025Social media engagement and retail investors’ short-termism. (2025). Kim, Hohyun. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pe:s154461232501503x.

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2025Forecasting Credit Ratings: A Case Study where Traditional Methods Outperform Generative LLMs. (2025). Zohren, Stefan ; Pierrehumbert, Janet B ; Drinkall, Felix. In: Papers. RePEc:arx:papers:2407.17624.

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2025Dual institutional shareholders and stock price volatility——Evidence from fund investors in China. (2025). Ding, Ning ; Wang, Kai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002409.

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2025Temporal Relational Reasoning of Large Language Models for Detecting Stock Portfolio Crashes. (2024). Zheng, Huanhuan ; Chua, Tat-Seng ; Ma, Yunshan. In: Papers. RePEc:arx:papers:2410.17266.

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2025Who watches what and why it matters: Attention allocation, tug-of-war, and market resiliency: A pre-registered report. (2025). Kalev, Petko S ; Lee, Alex ; Tian, Xiao ; Marchetti, James. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000678.

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2025Why SMEs go to crowdfunding? The role of financial constraints and agency issues. (2025). la Rocca, Maurizio ; Snchez-Vidal, Javier F ; Boutouar, Yassine ; Fasano, Francesco. In: Small Business Economics. RePEc:kap:sbusec:v:65:y:2025:i:2:d:10.1007_s11187-025-01046-x.

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2025ETFs, financing constraints and corporate investment efficiency: An analysis of the regulatory effect based on equity incentive policies. (2025). Liu, QI. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401657x.

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2025Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective. (2025). Wang, YU ; Sun, Yiguo. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000440.

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2025Finding Your Calling: Matching Skills with Jobs in the Mutual Fund Industry. (2025). Hendriock, Mario ; Cici, Gjergji ; Kempf, Alexander. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:12:p:9936-9954.

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2025Revisiting the ∪-shaped patterns in volatility and price impacts: Novel results using trade-time estimates. (2025). Bernhardt, Dan ; Barardehi, Yashar H. In: Journal of Financial Markets. RePEc:eee:finmar:v:74:y:2025:i:c:s1386418125000114.

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2025Why does options market information predict stock returns?. (2025). Muravyev, Dmitriy ; Pearson, Neil D ; Pollet, Joshua M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001618.

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2025The stock market impact of volatility hedging: Evidence from end-of-day trading by VIX ETPs. (2025). Kokholm, Thomas ; Bangsgaard, Christine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:180:y:2025:i:c:s0378426625001761.

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2025MODELING THE EFFECTS OF SUSTAINABLE DEVELOPMENT ON THE EQUITY RISK PREMIUM. (2025). Soare, Nicolae ; Ghita, George Aurelian ; Balica, Daniel Andrei. In: Journal of Financial and Monetary Economics. RePEc:vls:rojfme:v:13:y:2025:i:1:p:53-64.

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2025Tokenization in soccer leagues. Is fan engagement for real?. (2025). Xiao, Yuqing ; Agnese, Pablo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000832.

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2025The causal effect of limited attention to FOMC announcements. (2025). Marmora, Paul. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:234:y:2025:i:c:s0167268125001192.

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2025Fund social network and MD&A disclosure quality. (2025). Zhu, Hanbin ; Ge, Yiyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001346.

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2025Firm-initiated stock trading suspension during a market crash. (2025). Shi, Donghui ; Huang, Jennifer ; Zhao, Bin ; Song, Zhongzhi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:177:y:2025:i:c:s0378426625000937.

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Recent citations received in 2025
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2025Crypto Listens: Asymmetric Reactions to Text-based Signals in Central Bank Communications. (2025). Kaplan, Samuel ; Polyzos, Efstathios ; Tercero-Lucas, David. In: Working Papers. RePEc:aoz:wpaper:365.

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2025Uniqueness and Existence of Linear Equilibrium with a Constrained Trader. (2025). Kwon, Heeyoung ; Choi, Jin Hyuk. In: Papers. RePEc:arx:papers:2508.10138.

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2025Intercity mentioning: Stock posts, city network, and firms. (2025). Zhu, Hongquan ; Shen, Longmin ; Peng, Yuelin ; Jiang, Danling ; Dong, Dayong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000719.

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2025The power of attention: examining the roles of institutional investor and macroeconomic news attention in shaping share liquidity. (2025). Garcia, John. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000870.

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2025Share pledging of insiders and corporate debt contracting. (2025). Zhang, Hao ; Shen, Carl Hsin-Han. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:181:y:2025:i:c:s0378426625001876.

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2025Hedging climate risk: The role of green energy exchange-traded funds. (2025). Cao, Hong ; Zhang, Jier ; Yin, Libo ; Wang, Wensheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001552.

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2025Effects of Liquidity on TE and Performance of Japanese ETFs. (2025). Shin, Seungho ; Tian, Jiayuan ; Naka, Atsuyuki. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:3:p:168-:d:1745183.

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2025Wisdom of the crowd signals: Predictive power of social media trading signals for cryptocurrencies. (2025). Haase, Frederic ; Celig, Tom ; Rath, Oliver ; Schoder, Detlef. In: Electronic Markets. RePEc:spr:elmark:v:35:y:2025:i:1:d:10.1007_s12525-025-00815-6.

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Recent citations received in 2024
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2024Clearing time randomization and transaction fees for auction market design. (2024). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2405.09764.

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2024A GCN-LSTM Approach for ES-mini and VX Futures Forecasting. (2024). Howison, Sam ; Michael, Nikolas ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2408.05659.

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2024First-mover advantage in funds revisited. (2024). Dunne, Peter ; Chen, Yuting. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/24.

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2024Burial objects” or “Birds of a feather”: The contagion effect of financial violations in business groups——The evidence from China. (2024). Ren, HE ; Chen, Rongda ; Cai, Yike ; Zhang, Shuonan ; Wang, Shengnan. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000803.

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2024How financial derivatives affect energy firms ESG. (2024). Xiang, Junyi ; Liu, Chen ; Xiong, Mengxu. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007370.

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2024The volatility-liquidity dynamics of single-stock ETFs. (2024). Li, Chen ; Nguyen, Vinh Huy ; Zhao, LE. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011929.

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2024The role of options markets in corporate social responsibility. (2024). Lin, Tse-Chun ; Shen, Sichen. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000284.

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2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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2024Environmental corporate social responsibility and stock price crash risk: The role of environmental performance and ISO 14001. (2024). Chen, Shaoming ; Yang, Minghui ; Maresova, Petra. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024006191.

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2024Does Herding and Anti-Herding Reflect Portfolio Managers’ Abilities in Emerging Markets?. (2024). Montgomery, Heather A ; Sheng, Dachen. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:8:p:1220-:d:1378250.

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2024Do Credit Default Swaps Still Lead? The Effects of Regulation on Price Discovery. (2024). Gadgil, Salil. In: Working Papers. RePEc:ofr:wpaper:24-04.

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2024Can central bankers’ talk predict bank stock returns? A machine learning approach. (2024). Leledakis, George ; Pyrgiotakis, Emmanouil G ; Panagiotou, Nikolaos P ; Katsafados, Apostolos G. In: MPRA Paper. RePEc:pra:mprapa:122899.

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2024Watching the watchdogs: Tracking SEC inquiries using geolocation data. (2024). Zhang, Guangli ; Painter, Marcus ; Irlbeck, Steven ; Gerken, William. In: Working Papers. RePEc:zbw:cbscwp:305300.

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Recent citations received in 2023
YearCiting document
2023To lend or not to lend: the Bank of Japans ETF purchase program and securities lending. (2023). Shino, Junnosuke ; Katagiri, Mitsuru ; Takahashi, Koji. In: BIS Working Papers. RePEc:bis:biswps:1113.

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2023Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598.

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2023Active attention, retail investor base, and stock returns. (2023). Chen, Zhongdong ; Craig, Karen Ann. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000345.

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2023The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003528.

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2023Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective. (2023). Wang, Zu-Shan ; Yunis, Manal ; Kchouri, Bilal. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006680.

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2023Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic. (2023). Zhao, Yang ; Zhang, Xuan ; Xue, Mingqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001242.

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2023Bond liquidity, debt maturity and bond risk premium. (2023). Zhou, Yimin ; Wei, XU. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000909.

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2023Monitor or manipulator? The effect of institutional ownership on market manipulation. (2023). Zheng, Wanqing ; Liu, Jie ; Lin, Gengyan ; Wu, Chonglin. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008437.

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2023Pricing of European currency options considering the dynamic information costs. (2023). Eleuch, Hichem ; de Peretti, Christian ; Dammak, Wael ; ben Hamad, Salah. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000923.

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2023The impact of COVID-19 related policy interventions on international systemic risk. (2023). Duygun, Meryem ; Bevilacqua, Mattia ; Vioto, Davide. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001270.

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2023Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs. (2023). Seok, Sangik ; Kim, Jinhwan ; Cho, Hoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001531.

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2023Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Dimitri, Nicola ; Facchini, Angelo ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270.

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2023Pre-and-aftermarket IPO underpricing: Does use of proceeds disclosure matter?. (2023). Veeraraghavan, Madhu ; Ranganathan, Kavitha. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:19:y:2023:i:3:s1815566923000292.

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2023Economic shocks, M&A advisors, and industry takeover activity. (2023). Feng, Yun ; Liu, Chelsea ; Yawson, Alfred. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002275.

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2023High-frequency traders’ evolving role as market makers. (2023). Roy, Prince ; Banerjee, Anirban. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x2300255x.

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2023Financial Market Sustainability in a Dual-Track System: Venture Capital and Startups’ Speed of Passing. (2023). Jiang, Yichen ; Wang, Xianlong ; Hu, Sunyang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11134-:d:1195885.

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2023Dynamic interactions of actual stock returns with forecasted stock returns and investors’ risk aversion: empirical evidence interplaying the impact of Covid-19 pandemic. (2023). Lahyani, Rahma ; al Haija, Adnan Abo. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01181-0.

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2023The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets. (2023). Liu, Zhenhua ; Zhou, Yuqin ; Wu, Shan ; Rognone, Lavinia. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42925-9.

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2023Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model. (2023). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting. In: Working Papers. RePEc:pre:wpaper:202323.

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Recent citations received in 2022
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