Citation analysis for Journal of Financial Markets / Elsevier

Citation Profile [Updated: 2025-04-15 08:32:09]

5 Years H Index

Impact Factor (IF)

0.93

5 Years IF

1.37

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	0.28	0.46	0	13	13	1209	4	8	0		0			0	4	0.31	0.13
1999	0.54	0.3	0.55	0.54	16	29	654	16	24	13	7	13	7		0	9	0.56	0.15
2000	0.9	0.36	1	0.9	15	44	1005	39	68	29	26	29	26	6	15.4	8	0.53	0.16
2001	1.26	0.39	1.34	1.23	15	59	426	78	147	31	39	44	54	7	9	8	0.53	0.17
2002	1.17	0.41	1.33	1.03	19	78	4049	100	251	30	35	59	61	22	22	17	0.89	0.21
2003	0.97	0.44	1.59	1.33	22	100	556	151	410	34	33	78	104	15	9.9	9	0.41	0.22
2004	1	0.49	1.62	1.22	17	117	1075	183	599	41	41	87	106	7	3.8	22	1.29	0.22
2005	1.33	0.51	1.92	1.44	16	133	854	252	854	39	52	88	127	18	7.1	7	0.44	0.23
2006	1.39	0.5	1.87	1.39	18	151	477	273	1136	33	46	89	124	18	6.6	7	0.39	0.23
2007	1	0.46	1.83	1.23	15	166	692	295	1439	34	34	92	113	26	8.8	7	0.47	0.2
2008	1.15	0.49	2.07	1.33	17	183	336	370	1817	33	38	88	117	9	2.4	2	0.12	0.23
2009	1.34	0.48	2.38	1.71	32	215	1004	506	2328	32	43	83	142	36	7.1	17	0.53	0.24
2010	1	0.48	2.24	1.33	20	235	665	522	2854	49	49	98	130	25	4.8	16	0.8	0.21
2011	1.15	0.52	2.31	1.33	23	258	720	587	3451	52	60	102	136	38	6.5	10	0.43	0.24
2012	1	0.52	2.24	1.21	12	270	150	596	4057	43	43	107	130	17	2.9	2	0.17	0.22
2013	1.43	0.56	2.95	1.79	27	297	1004	873	4934	35	50	104	186	37	4.2	40	1.48	0.24
2014	1.69	0.55	3	2.03	46	343	773	1029	5963	39	66	114	231	78	7.6	20	0.43	0.23
2015	1.58	0.55	2.95	1.65	21	364	304	1068	7035	73	115	128	211	29	2.7	8	0.38	0.23
2016	1.34	0.52	2.73	1.64	29	393	597	1071	8108	67	90	129	211	31	2.9	7	0.24	0.21
2017	1.12	0.54	2.76	1.45	24	417	374	1148	9258	50	56	135	196	28	2.4	5	0.21	0.21
2018	1.53	0.55	2.82	1.88	32	449	389	1263	10523	53	81	147	276	43	3.4	10	0.31	0.23
2019	1.25	0.56	2.56	1.31	30	479	304	1224	11751	56	70	152	199	53	4.3	5	0.17	0.22
2020	1.5	0.68	2.99	1.8	33	512	285	1531	13283	62	93	136	245	42	2.7	17	0.52	0.32
2021	1.7	0.8	2.93	2.23	36	548	155	1602	14887	63	107	148	330	44	2.7	7	0.19	0.29
2022	1.28	0.83	2.37	1.61	58	606	109	1436	16323	69	88	155	249	71	4.9	10	0.17	0.25
2023	1.09	0.8	2.24	1.47	60	666	90	1489	17812	94	102	189	278	90	6	23	0.38	0.22
2024	0.93	1.02	1.98	1.37	39	705	11	1396	19208	118	110	217	298	37	2.7	11	0.28	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

#	Year	Title	Cited
1	2002	Illiquidity 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	3391
2	2004	Market 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	446
3	2000	Market 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	400
4	1998	Liquidity and stock returns: An alternative test. (1998). Naik, Narayan Y. ; Datar, Vinay T. ; Radcliffe, Robert. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:2:p:203-219. Full description at Econpapers \|\| Download paper	372
5	1998	Optimal 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	362
6	1999	Order 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. Full description at Econpapers \|\| Download paper	320
7	2002	Price discovery and common factor models. (2002). Baillie, Richard ; Booth, Geoffrey G. ; Tse, Yiuman ; Zabotina, Tatyana . In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:309-321. Full description at Econpapers \|\| Download paper	270
8	2013	High 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	269
9	2013	Optimal 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	264
10	2005	Market microstructure: A survey of microfoundations, empirical results, and policy implications. (2005). Biais, Bruno ; Spatt, Chester ; Glosten, Larry . In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:2:p:217-264. Full description at Econpapers \|\| Download paper	204
11	2004	Order 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. Full description at Econpapers \|\| Download paper	191
12	2016	Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. (2016). Vacha, Lukas ; KoÃÂenda, EvÃÂ¾en ; BarunÃÆÃÂk, 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	190
13	2000	Inferring 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. Full description at Econpapers \|\| Download paper	182
14	1998	Aggressiveness 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. Full description at Econpapers \|\| Download paper	154
15	2013	Low-latency trading. (2013). Saar, Gideon ; Hasbrouck, Joel . In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:646-679. Full description at Econpapers \|\| Download paper	153
16	2002	Security price adjustment across exchanges: an investigation of common factor components for Dow stocks. (2002). McInish, Thomas ; deB. Harris, Frederick H., ; Wood, Robert A.. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:277-308. Full description at Econpapers \|\| Download paper	144
17		A 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	143
18	2002	Some 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. Full description at Econpapers \|\| Download paper	139
19	2007	Measuring 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. Full description at Econpapers \|\| Download paper	138
20	2010	A structural analysis of price discovery measures. (2010). Yan, Bingcheng ; Zivot, Eric . In: Journal of Financial Markets. RePEc:eee:finmar:v:13:y:2010:i:1:p:1-19. Full description at Econpapers \|\| Download paper	136
21	2013	Very 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. Full description at Econpapers \|\| Download paper	119
22	2003	Issues 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. Full description at Econpapers \|\| Download paper	119
23	2010	The information content of option-implied volatility for credit default swap valuation. (2010). Cao, Charles ; Zhong, Zhaodong ; Yu, Fan. In: Journal of Financial Markets. RePEc:eee:finmar:v:13:y:2010:i:3:p:321-343. Full description at Econpapers \|\| Download paper	113
24	2001	On 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. Full description at Econpapers \|\| Download paper	113
25	2007	Ownership 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	112
26	2009	Technology and liquidity provision: The blurring of traditional definitions. (2009). Saar, Gideon ; Hasbrouck, Joel . In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:2:p:143-172. Full description at Econpapers \|\| Download paper	108
27	2011	What 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. Full description at Econpapers \|\| Download paper	107
28	2005	International 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. Full description at Econpapers \|\| Download paper	104
29	2002	Measures 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. Full description at Econpapers \|\| Download paper	102
30	2011	Automation, speed, and stock market quality: The NYSEs Hybrid. (2011). Moulton, Pamela C. ; Hendershott, Terrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:14:y:2011:i:4:p:568-604. Full description at Econpapers \|\| Download paper	99
31	2005	Should 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. Full description at Econpapers \|\| Download paper	98
32	1998	Financial analysts and information-based trade. (1998). Easley, David ; Paperman, Joseph ; O'Hara, Maureen . In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:2:p:175-201. Full description at Econpapers \|\| Download paper	98
33	2006	Value 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. Full description at Econpapers \|\| Download paper	97
34	2000	On 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. Full description at Econpapers \|\| Download paper	97
35	2005	Duration, 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. Full description at Econpapers \|\| Download paper	95
36	2009	Do 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. Full description at Econpapers \|\| Download paper	95
37	2016	Risk and return spillovers among the G10 currencies. (2016). Greenwood-Nimmo, Matthew ; Nguyen, Viet Hoang ; 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	94
38	2007	Commonality in the time-variation of stock-stock and stock-bond return comovements. (2007). Connolly, Robert ; Stivers, Chris ; Sun, Licheng. In: Journal of Financial Markets. RePEc:eee:finmar:v:10:y:2007:i:2:p:192-218. Full description at Econpapers \|\| Download paper	91
39	2003	Quote setting and price formation in an order driven market. (2003). Tiwari, Ashish ; Schwartz, Robert ; Handa, Puneet. In: Journal of Financial Markets. RePEc:eee:finmar:v:6:y:2003:i:4:p:461-489. Full description at Econpapers \|\| Download paper	87
40	2002	Stalking 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. Full description at Econpapers \|\| Download paper	83
41	2009	Liquidity and capital structure. (2009). Lipson, Marc L. ; Mortal, Sandra . In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:4:p:611-644. Full description at Econpapers \|\| Download paper	81
42	2004	The manipulation of closing prices. (2004). Suominen, Matti ; Hillion, Pierre . In: Journal of Financial Markets. RePEc:eee:finmar:v:7:y:2004:i:4:p:351-375. Full description at Econpapers \|\| Download paper	81
43	2004	Trading 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. Full description at Econpapers \|\| Download paper	76
44	2004	Impacts 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. Full description at Econpapers \|\| Download paper	75
45	2005	Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders. (2005). Chakravarty, Sugato ; Anand, Amber ; Martell, Terrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:3:p:288-308. Full description at Econpapers \|\| Download paper	72
46	2009	Credit 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. Full description at Econpapers \|\| Download paper	72
47	1998	Long-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	71
48	2010	Institutional ownership stability and the cost of debt. (2010). Mao, Connie X. ; Jia, Jingyi ; Elyasiani, Elyas. In: Journal of Financial Markets. RePEc:eee:finmar:v:13:y:2010:i:4:p:475-500. Full description at Econpapers \|\| Download paper	70
49	2000	Stock 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. Full description at Econpapers \|\| Download paper	68
50	1998	Strategic trading, asymmetric information and heterogeneous prior beliefs. (1998). Wang, Albert F.. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:3-4:p:321-352. Full description at Econpapers \|\| Download paper	68

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2002	Illiquidity 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	596
2	2016	Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. (2016). Vacha, Lukas ; KoÃÂenda, EvÃÂ¾en ; BarunÃÆÃÂk, 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	78
3	2004	Market 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	69
4	2013	Optimal 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	60
5	1998	Optimal 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	55
6	2013	High 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	40
7	1998	Liquidity and stock returns: An alternative test. (1998). Naik, Narayan Y. ; Datar, Vinay T. ; Radcliffe, Robert. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:2:p:203-219. Full description at Econpapers \|\| Download paper	39
8	2014	A 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	38
9	2016	Risk and return spillovers among the G10 currencies. (2016). Greenwood-Nimmo, Matthew ; Nguyen, Viet Hoang ; 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	33
10	2019	Good and bad volatility spillovers: An asymmetric connectedness. (2019). 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	31
11	2000	Market 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	30
12	2013	Low-latency trading. (2013). Saar, Gideon ; Hasbrouck, Joel . In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:646-679. Full description at Econpapers \|\| Download paper	26
13	2005	Market microstructure: A survey of microfoundations, empirical results, and policy implications. (2005). Biais, Bruno ; Spatt, Chester ; Glosten, Larry . In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:2:p:217-264. Full description at Econpapers \|\| Download paper	21
14	2021	Stock liquidity and default risk around the world. (2021). Huang, Allen ; Liu, Benjamin ; Ali, Searat ; Duong, Huu Nhan ; Nadarajah, Sivathaasan. In: Journal of Financial Markets. RePEc:eee:finmar:v:55:y:2021:i:c:s1386418120300665. Full description at Econpapers \|\| Download paper	21
15	2002	Price discovery and common factor models. (2002). Baillie, Richard ; Booth, Geoffrey G. ; Tse, Yiuman ; Zabotina, Tatyana . In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:309-321. Full description at Econpapers \|\| Download paper	21
16	2020	Risk 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. Full description at Econpapers \|\| Download paper	20
17	2010	A structural analysis of price discovery measures. (2010). Yan, Bingcheng ; Zivot, Eric . In: Journal of Financial Markets. RePEc:eee:finmar:v:13:y:2010:i:1:p:1-19. Full description at Econpapers \|\| Download paper	19
18	1999	Order 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. Full description at Econpapers \|\| Download paper	18
19	2019	Market anomalies and disaster risk: Evidence from extreme weather events. (2019). Siebert, Mark G ; Lioui, Abraham ; Lanfear, Matthew G. In: Journal of Financial Markets. RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118300776. Full description at Econpapers \|\| Download paper	18
20	2013	Very 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. Full description at Econpapers \|\| Download paper	18
21	2017	Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?. (2017). Donadelli, Michael ; Riedel, Max ; Kizys, Renatas. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:84-103. Full description at Econpapers \|\| Download paper	17
22	2023	Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519. Full description at Econpapers \|\| Download paper	17
23	2018	Technical analysis and stock return predictability: An aligned approach. (2018). Lin, QI. In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:103-123. Full description at Econpapers \|\| Download paper	17
24	2009	Do 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. Full description at Econpapers \|\| Download paper	16
25	2019	The convergence and divergence of investors opinions around earnings news: Evidence from a social network. (2019). Shu, Tao ; Irvine, Paul ; Giannini, Robert. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:94-120. Full description at Econpapers \|\| Download paper	16
26	2011	Product market power and stock market liquidity. (2011). Kale, Jayant R. ; Loon, Yee Cheng . In: Journal of Financial Markets. RePEc:eee:finmar:v:14:y:2011:i:2:p:376-410. Full description at Econpapers \|\| Download paper	16
27	2013	Stock price synchronicity and liquidity. (2013). Hameed, Allaudeen ; Kang, Wenjin ; Chan, Kalok. In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:3:p:414-438. Full description at Econpapers \|\| Download paper	15
28	2010	Institutional ownership stability and the cost of debt. (2010). Mao, Connie X. ; Jia, Jingyi ; Elyasiani, Elyas. In: Journal of Financial Markets. RePEc:eee:finmar:v:13:y:2010:i:4:p:475-500. Full description at Econpapers \|\| Download paper	14
29	1998	Aggressiveness 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. Full description at Econpapers \|\| Download paper	14
30	2018	Does exposure to foreign competition affect stock liquidity? Evidence from industry-level import data. (2018). Atawnah, Nader ; Podolski, Edward J ; Duong, Huu Nhan ; Balachandran, Balasingham. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:44-67. Full description at Econpapers \|\| Download paper	14
31	2000	Inferring 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. Full description at Econpapers \|\| Download paper	14
32	2018	The microstructure of a U.S. Treasury ECN: The BrokerTec platform. (2018). Fleming, Michael ; Nguyen, Giang ; Mizrach, Bruce. In: Journal of Financial Markets. RePEc:eee:finmar:v:40:y:2018:i:c:p:2-22. Full description at Econpapers \|\| Download paper	13
33	2021	Nothing but noise? Price discovery across cryptocurrency exchanges. (2021). Peter, Franziska J ; Dimpfl, Thomas. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300537. Full description at Econpapers \|\| Download paper	13
34	2007	Ownership 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	12
35	2011	What 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. Full description at Econpapers \|\| Download paper	12
36	2018	Market volatility and stock returns: The role of liquidity providers. (2018). Chung, Keeh ; Chuwonganant, Chairat . In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:17-34. Full description at Econpapers \|\| Download paper	12
37	2023	Climate 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. Full description at Econpapers \|\| Download paper	12
38	2009	Technology and liquidity provision: The blurring of traditional definitions. (2009). Saar, Gideon ; Hasbrouck, Joel . In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:2:p:143-172. Full description at Econpapers \|\| Download paper	12
39	2009	Liquidity and capital structure. (2009). Lipson, Marc L. ; Mortal, Sandra . In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:4:p:611-644. Full description at Econpapers \|\| Download paper	12
40	2002	Security price adjustment across exchanges: an investigation of common factor components for Dow stocks. (2002). McInish, Thomas ; deB. Harris, Frederick H., ; Wood, Robert A.. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:277-308. Full description at Econpapers \|\| Download paper	12
41	2020	The leverage ratio and liquidity in the gilt and gilt repo markets. (2020). Elliott, David ; Bicu-Lieb, Andreea ; Chen, Louisa. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418118302039. Full description at Econpapers \|\| Download paper	12
42	2011	Automation, speed, and stock market quality: The NYSEs Hybrid. (2011). Moulton, Pamela C. ; Hendershott, Terrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:14:y:2011:i:4:p:568-604. Full description at Econpapers \|\| Download paper	12
43	2020	Price discovery in stock and options markets. (2020). Putnins, Talis ; Michayluk, David ; Patel, Vinay ; Foley, Sean. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303544. Full description at Econpapers \|\| Download paper	12
44	2009	Option strategies: Good deals and margin calls. (2009). Santa-Clara, Pedro ; Saretto, Alessio . In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:3:p:391-417. Full description at Econpapers \|\| Download paper	11
45	2006	Value 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. Full description at Econpapers \|\| Download paper	11
46	2016	Time series momentum and volatility scaling. (2016). Kim, Abby Y ; Wald, John K ; Tse, Yiuman. In: Journal of Financial Markets. RePEc:eee:finmar:v:30:y:2016:i:c:p:103-124. Full description at Econpapers \|\| Download paper	11
47	2001	On 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. Full description at Econpapers \|\| Download paper	11
48	2016	Does mood affect trading behavior?. (2016). Kaustia, Markku ; Rantapuska, Elias . In: Journal of Financial Markets. RePEc:eee:finmar:v:29:y:2016:i:c:p:1-26. Full description at Econpapers \|\| Download paper	11
49	2017	Equity premium prediction: The role of economic and statistical constraints. (2017). Tsiakas, Ilias ; Li, Jiahan. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:56-75. Full description at Econpapers \|\| Download paper	10
50	2014	Option pricing with stochastic liquidity risk: Theory and evidence. (2014). Hung, Mao-Wei ; Wang, Yaw-Huei ; Feng, Shih-Ping . In: Journal of Financial Markets. RePEc:eee:finmar:v:18:y:2014:i:c:p:77-95. Full description at Econpapers \|\| Download paper	10

Citing documents used to compute impact factor: 110

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2024	A two-dimensional innovation activity factor and stock pricing: Evidence from the Chinese stock market. (2024). Wang, Guanying ; Lu, Zhao ; Liu, Dayong ; Meng, Qiaoran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:102-114. Full description at Econpapers \|\| Download paper
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2024	Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143. Full description at Econpapers \|\| Download paper
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2024	The market risk premium in Australia: Forwardâlooking evidence from the options market. (2024). Flezvias, Ester ; Foley, Sean ; Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972. Full description at Econpapers \|\| Download paper
2024	How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market. (2024). Banti, Chiara ; Kellard, Neil ; Manac, Radu-Dragomir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001094. Full description at Econpapers \|\| Download paper
2024	Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices. (2024). Liu, LU ; Liao, LI ; Chen, Zhuo ; Wang, Zhengwei. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000336. Full description at Econpapers \|\| Download paper
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2024	Legal Risk and Insider Trading. (2024). Kacperczyk, Marcin ; Pagnotta, Emiliano S. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:305-355. Full description at Econpapers \|\| Download paper
2024	Liquidity dynamics between virtual and equity markets. (2024). Huang, Sherena S. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001853. Full description at Econpapers \|\| Download paper
2024	Institutional Ownership and Stock Liquidity: Evidence From an Emerging Market. (2024). Hong, Van Nguyen ; Dinh, Ngoc Bao. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:1:p:21582440241239116. Full description at Econpapers \|\| Download paper
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2024	The effect of ASC 842 leases on bond yields. (2024). Jung, Taejin ; Scarlat, Elvira. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009747. Full description at Econpapers \|\| Download paper
2024	Optimal Text-Based Time-Series Indices. (2024). Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2405.10449. Full description at Econpapers \|\| Download paper
2024	Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202414. Full description at Econpapers \|\| Download paper
2024	Presidential economic approval rating and trade credit. (2024). Yang, Lukai ; Tarkom, Augustine. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001686. Full description at Econpapers \|\| Download paper
2024	Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890. Full description at Econpapers \|\| Download paper
2024	To fix or not to fix: The representativeness of the WM/R methodology that underpins the FX benchmark rates. A pre-registered report. (2024). Lepone, Andrew ; Galati, Luca ; Benenchia, Matteo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000623. Full description at Econpapers \|\| Download paper
2024	ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet Huseyin ; Zaremba, Adam ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841. Full description at Econpapers \|\| Download paper
2024	Towards sustainable development: Exploring the spillover effects of green technology innovation on energy markets and economic cycles. (2024). Long, Hai ; Wen, Cui-Ping ; Wang, Kai-Hua ; Moldovan, Nicoleta-Claudia. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s0040162524001641. Full description at Econpapers \|\| Download paper
2024	Are the leading indicators really leading? Evidence from mixed-frequency spillover approach. (2024). Zhou, Xiaorui ; Wang, Zhuo ; Ren, Lin ; Shang, Yue ; Wei, YU. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012625. Full description at Econpapers \|\| Download paper
2024	Exchange-traded funds and the future of passive investments: a bibliometric review and future research agenda. (2024). Dash, Ranjan Kumar ; Joshi, Girish. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00306-8. Full description at Econpapers \|\| Download paper
2024	From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x. Full description at Econpapers \|\| Download paper
2024	Financial market integration: A complex and controversial journey. (2024). Paradiso, A ; Gufler, I ; Donadelli, M. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000322. Full description at Econpapers \|\| Download paper
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2024	Economic and financial integration, capital controls, and risk sharing. (2024). Donadelli, Michael ; Gufler, Ivan. In: Economica. RePEc:bla:econom:v:91:y:2024:i:364:p:1482-1520. Full description at Econpapers \|\| Download paper
2024	From Gambling to Gaming: The Crowding Out Effect. (2024). Ma, Xiyuan ; Kou, Shubo. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011637. Full description at Econpapers \|\| Download paper
2024	Option pricing in the illiquid markets under the mixed fractional Brownian motion model. (2024). Cattani, Carlo ; Taghipour, Mehran ; Ma, Pengcheng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003588. Full description at Econpapers \|\| Download paper
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2024	From fundamental signals to stock volatility: A machine learning approach. (2024). Ma, Tian ; Liao, Cunfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000349. Full description at Econpapers \|\| Download paper
2024	The 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. Full description at Econpapers \|\| Download paper
2024	Does the subsidiarys climate risk matter? Evidence from the stock price crash. (2024). Wu, Shangrui ; Han, Wenqi ; Wang, Deli ; Liu, Xiaoyuan. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004361. Full description at Econpapers \|\| Download paper
2024	Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194. Full description at Econpapers \|\| Download paper
2024	Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data. (2024). Saef, Danial ; Hrdle, Wolfgang Karl ; Sizov, Sergej ; Nagy, Odett. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:4:d:10.1007_s42521-024-00116-1. Full description at Econpapers \|\| Download paper
2024	The Bitcoin yield gap in Colombia: unraveling the influence of FX and Bitcoin convenience yields. (2024). Rendn, Jairo Andrs. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03872-y. Full description at Econpapers \|\| Download paper
2024	Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889. Full description at Econpapers \|\| Download paper
2024	Risky times: Seasonality and event risk of commodities. (2024). Boos, Dominik. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:767-783. Full description at Econpapers \|\| Download paper
2024	Insider opportunistic trading through fast sales: Evidence from China. (2024). Lin, Wenlian ; Du, Shiyan ; Pan, Jingchen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001884. Full description at Econpapers \|\| Download paper
2024	Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles. (2024). Tammy, Minh Tam ; Karadas, Serkan ; Stivers, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006392. Full description at Econpapers \|\| Download paper
2024	Arbitrage with financial constraints and market power. (2024). Fardeau, Vincent. In: Journal of Economic Theory. RePEc:eee:jetheo:v:217:y:2024:i:c:s0022053124000310. Full description at Econpapers \|\| Download paper
2024	Sentiment and information: How âover-optimisticâ investors influence differences of opinion and IPO pricing?. (2024). Wu, DI ; Bu, Danlu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003685. Full description at Econpapers \|\| Download paper
2024	Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202418. Full description at Econpapers \|\| Download paper
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2024	The propagation effect of climate risks on global stock markets: Evidence from the time and space domains. (2024). Cao, Hong ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001531. Full description at Econpapers \|\| Download paper
2024	Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; Gupta, Rangan ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416. Full description at Econpapers \|\| Download paper
2024	Central banks and climate risks: Where we are and where we are going?. (2024). Boitan, I A ; Fatima, R ; Care, R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1200-1229. Full description at Econpapers \|\| Download paper
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2024	Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407. Full description at Econpapers \|\| Download paper
2024	Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241. Full description at Econpapers \|\| Download paper
2024	Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008778. Full description at Econpapers \|\| Download paper
2024	Presidential economic approval rating and global foreign exchange market volatility. (2024). Xu, Weijun ; Li, Xiaodan ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005167. Full description at Econpapers \|\| Download paper
2024	Extrapolation and option-implied kurtosis in volatility forecasting. (2024). Wu, Tu-Cheng ; Shiu, Yung-Ming ; Pan, Ging-Ginq. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000374. Full description at Econpapers \|\| Download paper
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2024	Pay inequality for stability? Investment preference of the national team intervention in Chinese stock market. (2024). Yuan, Jin ; Jin, Liwei ; Li, Peiran. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005659. Full description at Econpapers \|\| Download paper
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2024	Can Bitcoin trigger speculative pressures on the US Dollar? A novel ARIMA-EGARCH-Wavelet Neural Networks. (2024). Fernndez-Gmez, Manuel ; Salas-Comps, Beln M ; Alaminos, David. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006496. Full description at Econpapers \|\| Download paper
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2024	Nonlinear relationship between cryptocurrency returns and price sensitivity to market uncertainty. (2024). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010468. Full description at Econpapers \|\| Download paper
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2024	Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe. (2024). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002552. Full description at Econpapers \|\| Download paper
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2024	The relevance of dark trading for information acquisition in the German stock market. (2024). Smales, Lee ; Ekanayake, Deelaka ; Wen, Yuanji. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012741. Full description at Econpapers \|\| Download paper
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2024	Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Caraiani, Petre ; Cepni, Oguzhan ; Caporin, Massimiliano. In: Working Papers. RePEc:pre:wpaper:202407. Full description at Econpapers \|\| Download paper
2024	Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks. (2024). Ji, Qiang ; Gupta, Rangan ; Plakandaras, Vasilios ; Foglia, Matteo. In: Working Papers. RePEc:pre:wpaper:202415. Full description at Econpapers \|\| Download paper
2024	The impact of presidential economic approval rating on stock volatility: An industrial perspective. (2024). Xing, LU ; Gong, Xue ; Li, Xiaodan. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003568. Full description at Econpapers \|\| Download paper
2024	Unearthing the hedge and safe-haven potential of green investment funds for energy commodities. (2024). Ozkan, Oktay ; Meo, Muhammad Saeed ; Younus, Mehak. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400522x. Full description at Econpapers \|\| Download paper
2024	Climate risk and energy futures high frequency volatility prediction. (2024). Gong, Xue ; Lai, Ping ; He, Mengxi ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224022400. Full description at Econpapers \|\| Download paper
2024	Climate risk perception, female directors and greenwashing. (2024). Liu, Yuying. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013205. Full description at Econpapers \|\| Download paper
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2024	High-frequency trading in the stock market and the costs of options market making. (2024). Sagade, Satchit ; Nimalendran, Mahendrarajah ; Rzayev, Khaladdin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001235. Full description at Econpapers \|\| Download paper
2024	Through stormy seas: how fragile is liquidity across asset classes and time?. (). Zhu, Sonya ; Aliyev, Nihad ; Rzayev, Khaladdin ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1229. Full description at Econpapers \|\| Download paper
2024
2024	Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database. (2024). Wallmeier, Martin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:854-875. Full description at Econpapers \|\| Download paper
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2024	Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets. (2024). Tompaidis, Stathis ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:24-01. Full description at Econpapers \|\| Download paper
2024	Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds. (2024). Chen, Steven Shu-Hsiu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012054. Full description at Econpapers \|\| Download paper
2024
2024	Option trading volume and the cross-section of option returns. (2024). Hu, Sen ; Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001542. Full description at Econpapers \|\| Download paper
2024	Portfolio choice algorithms, including exact stochastic dominance. (2024). Vinod, H D. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000967. Full description at Econpapers \|\| Download paper
2024	Enhancing betting against beta with stochastic dominance. (2024). Xu, Xia ; Kolokolova, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:76:y:2024:i:c:s0927539823001329. Full description at Econpapers \|\| Download paper
2024	Market timing with moving average distance: International evidence. (2024). Mugerman, Yevgeny ; Kaplanski, Guy ; Abudy, Menachem Meni. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001318. Full description at Econpapers \|\| Download paper
2024	Investor Attention and Stock Liquidity in the Chinese Market. (2024). Zhang, Jianing ; Zhao, Weihan. In: International Advances in Economic Research. RePEc:kap:iaecre:v:30:y:2024:i:1:d:10.1007_s11294-024-09885-2. Full description at Econpapers \|\| Download paper
2024	Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. (2024). Gabauer, David ; Chatziantoniou, Ioannis ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021. Full description at Econpapers \|\| Download paper
2024	Data analysis technology and inequality in capital costs. (2024). Li, Benchu ; Wang, Shihao ; Xu, Fengmin. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001459. Full description at Econpapers \|\| Download paper
2024
2024
2024	Assessing the extent and persistence of major crisis events in the crude oil market and economy: evidence from the past 30 years. (2024). Wang, Shouyang ; Jiao, Jianbin ; Hu, YI ; Zhang, QI. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03364-z. Full description at Econpapers \|\| Download paper
2024	Are Intraday Returns Autocorrelated?. (2024). Li, Yufei ; Giraitis, Liudas ; Sucarrat, Genaro. In: Working Papers. RePEc:qmw:qmwecw:987. Full description at Econpapers \|\| Download paper
2024
2024	The price of the slow lane: Traffic congestion and stock block trading premium. (2024). Zhang, LE ; Qian, Xianhang ; Cao, Tingqiu. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:30-52. Full description at Econpapers \|\| Download paper
2024	Double standards? The adverse impact of chairperson hometown ties on corporate green innovation. (2024). Xie, Rongrong ; Xu, Nianhang ; Li, Min ; Chan, Kam C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924001020. Full description at Econpapers \|\| Download paper
2024	From ban to balance: How agricultural climate policies reshape rural asset allocation?. (2024). Zhang, Dongyang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s026156062400192x. Full description at Econpapers \|\| Download paper
2024	Small price bias in the cryptocurrency market. A cognitive bias revealed by emotions on social networks. (2024). Daz, Santiago Alonso ; Londoo, Adriana Garca. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s154461232401170x. Full description at Econpapers \|\| Download paper
2024
2024	Forecasting the equity premium using weighted regressions: Does the jump variation help?. (2024). Zhang, Yaojie ; Wang, Yudong. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02521-8. Full description at Econpapers \|\| Download paper
2024	Do mutual funds and ETFs affect the commonality in liquidity of corporate bonds?. (2024). Cotelioglu, Efe. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000550. Full description at Econpapers \|\| Download paper
2024	Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers \|\| Download paper
2024	Belief disagreement and debt maturity structure. (2024). Zhuo, Yilin ; Wei, XU ; Leng, Dong. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003963. Full description at Econpapers \|\| Download paper
2024	Intraday variation in cross-sectional stock comovement and impact of index-based strategies. (2024). Shen, Yiwen ; Shi, Meiqi. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000120. Full description at Econpapers \|\| Download paper
2024
2024	How informed are international short sellers? Global and local industry concentration of short sellers. (2024). , Ruth ; Huszr, Zsuzsa R ; Duong, Truong X. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000501. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

Year	Citing document
2024	Clearing time randomization and transaction fees for auction market design. (2024). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2405.09764. Full description at Econpapers \|\| Download paper
2024
2024	First-mover advantage in funds revisited. (2024). Dunne, Peter ; Chen, Yuting. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/24. Full description at Econpapers \|\| Download paper
2024	Burial objectsâ or âBirds of a featherâ: The contagion effect of financial violations in business groupsââThe evidence from China. (2024). Cai, Yike ; Zhang, Shuonan ; Wang, Shengnan ; Ren, HE ; Chen, Rongda. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000803. Full description at Econpapers \|\| Download paper
2024	The 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. Full description at Econpapers \|\| Download paper
2024	The 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. Full description at Econpapers \|\| Download paper
2024	The 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. Full description at Econpapers \|\| Download paper
2024	. Full description at Econpapers \|\| Download paper
2024	Do Credit Default Swaps Still Lead? The Effects of Regulation on Price Discovery. (2024). Gadgil, Salil. In: Working Papers. RePEc:ofr:wpaper:24-04. Full description at Econpapers \|\| Download paper
2024	Can central bankersâ talk predict bank stock returns? A machine learning approach. (2024). Pyrgiotakis, Emmanouil G ; Panagiotou, Nikolaos P ; Leledakis, George N ; Katsafados, Apostolos G. In: MPRA Paper. RePEc:pra:mprapa:122899. Full description at Econpapers \|\| Download paper
2024

Recent citations received in 2023

Year	Citing document
2023	To lend or not to lend: the Bank of Japans ETF purchase program and securities lending. (2023). Takahashi, Koji ; Shino, Junnosuke ; Katagiri, Mitsuru. In: BIS Working Papers. RePEc:bis:biswps:1113. Full description at Econpapers \|\| Download paper
2023	Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598. Full description at Econpapers \|\| Download paper
2023	Active attention, retail investor base, and stock returns. (2023). Craig, Karen Ann ; Chen, Zhongdong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000345. Full description at Econpapers \|\| Download paper
2023	The 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. Full description at Econpapers \|\| Download paper
2023	Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective. (2023). Yunis, Manal ; Wang, Zu-Shan ; Kchouri, Bilal. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006680. Full description at Econpapers \|\| Download paper
2023	Heterogeneously 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. Full description at Econpapers \|\| Download paper
2023	Bond liquidity, debt maturity and bond risk premium. (2023). Wei, XU ; Zhou, Yimin. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000909. Full description at Econpapers \|\| Download paper
2023	Monitor or manipulator? The effect of institutional ownership on market manipulation. (2023). Zheng, Wanqing ; Wu, Chonglin ; Liu, Jie ; Lin, Gengyan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008437. Full description at Econpapers \|\| Download paper
2023	Pricing of European currency options considering the dynamic information costs. (2023). de Peretti, Christian ; ben Hamad, Salah ; Dammak, Wael ; Eleuch, Hichem. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000923. Full description at Econpapers \|\| Download paper
2023	The impact of COVID-19 related policy interventions on international systemic risk. (2023). Vioto, Davide ; Duygun, Meryem ; Bevilacqua, Mattia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001270. Full description at Econpapers \|\| Download paper
2023	Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs. (2023). Seok, Sangik ; Cho, Hoon ; Kim, Jinhwan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001531. Full description at Econpapers \|\| Download paper
2023	Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270. Full description at Econpapers \|\| Download paper
2023	Pre-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. Full description at Econpapers \|\| Download paper
2023	Economic shocks, M&A advisors, and industry takeover activity. (2023). Yawson, Alfred ; Liu, Chelsea ; Feng, Yun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002275. Full description at Econpapers \|\| Download paper
2023	High-frequency tradersâ 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. Full description at Econpapers \|\| Download paper
2023	Financial Market Sustainability in a Dual-Track System: Venture Capital and Startupsâ Speed of Passing. (2023). Wang, Xianlong ; Jiang, Yichen ; Hu, Sunyang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11134-:d:1195885. Full description at Econpapers \|\| Download paper
2023	Dynamic interactions of actual stock returns with forecasted stock returns and investorsâ 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. Full description at Econpapers \|\| Download paper
2023	The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets. (2023). Wu, Shan ; Zhou, Yuqin ; Rognone, Lavinia ; Liu, Zhenhua. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42925-9. Full description at Econpapers \|\| Download paper
2023	Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model. (2023). Cepni, Oguzhan ; Gupta, Rangan ; Liao, Wenting ; Salisu, Afees A. In: Working Papers. RePEc:pre:wpaper:202323. Full description at Econpapers \|\| Download paper
2023	Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Karmakar, Sayar ; Wu, Kejin. In: Working Papers. RePEc:pre:wpaper:202326. Full description at Econpapers \|\| Download paper
2023
2023	To Lend or Not to Lend: The Bank of Japanâs ETF Purchase Program and Securities Lending. (2023). Takahashi, Koji ; Shino, Junnosuke ; Katagiri, Mitsuru. In: Working Papers. RePEc:wap:wpaper:2304. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Imperfect Competition in Derivatives Markets. (2022). Brinkmann, Christina. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:153. Full description at Econpapers \|\| Download paper
2022	Risk?Sharing and the Term Structure of Interest Rates. (2022). Schneider, Andres. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2331-2374. Full description at Econpapers \|\| Download paper
2022	Stock Liquidity and Firm-Level Political Risk. (2022). Das, Kuntal ; Yaghoubi, Mona. In: Working Papers in Economics. RePEc:cbt:econwp:22/18. Full description at Econpapers \|\| Download paper
2022	Opening price manipulation and its value influences. (2022). Liu, Jia ; Yuan, Lin ; Wu, Chonglin. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002149. Full description at Econpapers \|\| Download paper
2022	Effects of air pollution on accounting conservatism. (2022). Chan, Kam C ; Chang, Samuel ; Liu, Baohua ; Wu, Junfeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003301. Full description at Econpapers \|\| Download paper
2022	Is tail risk priced in the cross-section of Chinese mutual fund returns?. (2022). Zhou, Wenyu ; Zaremba, Adam ; Long, Huaigang ; Yang, Liuyong. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004810. Full description at Econpapers \|\| Download paper
2022	Overallocation and secondary market outcomes in corporate bond offerings. (2022). Venkataraman, Kumar ; Maxwell, William ; Jacobsen, Stacey ; Bessembinder, Hendrik. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:444-474. Full description at Econpapers \|\| Download paper
2022	Do institutional investorsâ corporate site visits impact seasoned equity offering discounts? Evidence from detailed investor bids in SEO auctions. (2022). Gao, Shenghao ; Chan, Kam C ; Yang, Mingjing ; Li, Haoyang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001349. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	Understanding intraday momentum strategies. (2022). Rosa, Carlo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:12:p:2218-2234. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Are the profitability and investment factors valid ICAPM risk factors? Pre-1963 evidence. (2021). Lin, XI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000851. Full description at Econpapers \|\| Download paper
2021	Adverse selection and costly information acquisition in asset markets. (2021). Kang, Kee-Youn ; Jang, Inkee. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:97:y:2021:i:c:s0304406821000963. Full description at Econpapers \|\| Download paper
2021	How noise trading affects informational efficiency: Evidence from an order-driven market. (2021). Kalev, Petko S ; Zhang, Chris H. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001128. Full description at Econpapers \|\| Download paper
2021	False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927â1987). (2021). Zaremba, Adam ; Pham, Nga ; Bianchi, Robert J ; Cakici, Nusret. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001827. Full description at Econpapers \|\| Download paper
2021	The impact of order flow on event study returns: New evidence from zero-leverage firms. (2021). Gregoriou, Andros ; Zhang, Sijia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:627-634. Full description at Econpapers \|\| Download paper
2021	Order Routing Decisions for a Fragmented Market: A Review. (2021). Zhao, LE ; Mishra, Suchismita. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:556-:d:680965. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	International Review of Financial Analysis / Elsevier	74	475
2	Papers / arXiv.org	92	365
3	Finance Research Letters / Elsevier	78	330
4	Pacific-Basin Finance Journal / Elsevier	58	298
5	Journal of Financial Markets / Elsevier	59	284
6	Journal of Banking & Finance / Elsevier	179	257
7	International Review of Economics & Finance / Elsevier	61	210
8	Journal of International Financial Markets, Institutions and Money / Elsevier	70	204
9	The North American Journal of Economics and Finance / Elsevier	51	204
10	Research in International Business and Finance / Elsevier	51	202
11	Journal of Futures Markets / John Wiley & Sons, Ltd.	48	196