Citation analysis for Journal of Financial Markets / Elsevier

Citation Profile [Updated: 2026-03-14 21:09:38]

5 Years H Index

Impact Factor (IF)

0.91

5 Years IF

0.96

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	1255	4	12	0		0			0	4	0.31	0.13
1999	0.54	0.29	0.55	0.54	16	29	659	16	28	13	7	13	7		0	9	0.56	0.14
2000	0.9	0.34	1	0.9	15	44	1038	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	432	78	151	31	39	44	54	7	9	8	0.53	0.17
2002	1.17	0.39	1.33	1.03	19	78	4322	100	255	30	35	59	61	22	22	17	0.89	0.2
2003	0.97	0.43	1.59	1.33	22	100	563	151	414	34	33	78	104	15	9.9	9	0.41	0.21
2004	1	0.47	1.62	1.22	17	117	1112	183	603	41	41	87	106	7	3.8	22	1.29	0.21
2005	1.33	0.51	1.92	1.44	16	133	868	252	858	39	52	88	127	18	7.1	7	0.44	0.23
2006	1.39	0.49	1.87	1.39	18	151	489	274	1141	33	46	89	124	18	6.6	7	0.39	0.22
2007	1	0.44	1.84	1.24	15	166	715	298	1447	34	34	92	114	26	8.7	7	0.47	0.2
2008	1.15	0.47	2.07	1.33	17	183	343	370	1825	33	38	88	117	9	2.4	2	0.12	0.22
2009	1.34	0.46	2.38	1.71	32	215	1030	506	2336	32	43	83	142	36	7.1	17	0.53	0.23
2010	1	0.46	2.25	1.33	20	235	697	524	2864	49	49	98	130	25	4.8	17	0.85	0.2
2011	1.15	0.51	2.32	1.33	23	258	749	588	3462	52	60	102	136	38	6.5	10	0.43	0.23
2012	1	0.5	2.25	1.21	12	270	155	597	4069	43	43	107	130	17	2.8	2	0.17	0.21
2013	1.43	0.54	2.96	1.79	27	297	1069	876	4949	35	50	104	186	37	4.2	40	1.48	0.24
2014	1.69	0.53	3.01	2.03	46	343	818	1033	5982	39	66	114	231	78	7.6	20	0.43	0.22
2015	1.58	0.52	2.96	1.65	21	364	316	1073	7059	73	115	128	211	29	2.7	8	0.38	0.22
2016	1.34	0.5	2.75	1.65	29	393	650	1080	8141	67	90	129	213	31	2.9	7	0.24	0.2
2017	1.12	0.52	2.76	1.45	24	417	401	1147	9290	50	56	135	196	28	2.4	5	0.21	0.21
2018	1.53	0.53	2.82	1.88	32	449	434	1264	10556	53	81	147	276	43	3.4	10	0.31	0.22
2019	1.25	0.54	2.55	1.32	30	479	362	1219	11779	56	70	152	200	53	4.3	5	0.17	0.21
2020	1.5	0.64	3	1.8	33	512	339	1534	13314	62	93	136	245	42	2.7	17	0.52	0.3
2021	1.7	0.74	2.93	2.23	36	548	206	1603	14919	63	107	148	330	44	2.7	7	0.19	0.27
2022	1.29	0.73	2.37	1.61	58	606	163	1435	16354	69	89	155	250	71	4.9	10	0.17	0.22
2023	1.1	0.69	2.28	1.51	60	666	157	1518	17872	94	103	189	286	90	5.9	23	0.38	0.2
2024	1.04	0.81	2.14	1.48	39	705	41	1509	19381	118	123	217	322	47	3.1	13	0.33	0.23
2025	0.91		1.46	0.96	25	730	5	1069	20450	99	90	226	218	20	1.9	6	0.24

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	3644
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	471
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	416
4	1998	Liquidity 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. Full description at Econpapers \|\| Download paper	390
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	376
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	323
7	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	287
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	280
9	2002	Price 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. Full description at Econpapers \|\| Download paper	275
10	2016	Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. (2016). Vacha, Lukas ; KoÄenda, EvÅ¾en ; BarunÃk, 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	212
11	2005	Market 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. Full description at Econpapers \|\| Download paper	207
12	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	193
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	186
14	2013	Low-latency trading. (2013). Hasbrouck, Joel ; Saar, Gideon. In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:646-679. Full description at Econpapers \|\| Download paper	157
15	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	156
16		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	149
17	2010	A 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	147
18	2002	Security 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. Full description at Econpapers \|\| Download paper	145
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	142
20	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	141
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	120
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	120
23	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	117
24	2010	The 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. Full description at Econpapers \|\| Download paper	116
25	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	116
26	2016	Risk 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	111
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	111
28	2009	Technology 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. Full description at Econpapers \|\| Download paper	108
29	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	105
30	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	103
31	2011	Automation, 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. Full description at Econpapers \|\| Download paper	102
32	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	102
33	1998	Financial 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. Full description at Econpapers \|\| Download paper	102
34	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	101
35	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	100
36	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	98
37	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	96
38	2007	Commonality 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. Full description at Econpapers \|\| Download paper	92
39	2003	Quote 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. Full description at Econpapers \|\| Download paper	87
40	2009	Liquidity 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. Full description at Econpapers \|\| Download paper	85
41	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
42	2004	The 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. Full description at Econpapers \|\| Download paper	83
43	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	80
44	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	78
45	2010	Institutional 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. Full description at Econpapers \|\| Download paper	78
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	75
47	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
48	2019	Good and bad volatility spillovers: An asymmetric connectedness. (2019). BenSaÃ¯da, 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	74
49	2005	Empirical 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. Full description at Econpapers \|\| Download paper	72
50	2009	Gone fishin: Seasonality in trading activity and asset prices. (2009). Hong, Harrison ; Yu, Jialin. In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:4:p:672-702. Full description at Econpapers \|\| Download paper	69

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	533
2	2016	Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. (2016). Vacha, Lukas ; KoÄenda, EvÅ¾en ; BarunÃk, 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	63
3	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	58
4	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	54
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	42
6	2019	Good and bad volatility spillovers: An asymmetric connectedness. (2019). BenSaÃ¯da, 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	41
7	2016	Risk 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	34
8	1998	Liquidity 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. Full description at Econpapers \|\| Download paper	34
9	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	34
10	2023	Climate 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. Full description at Econpapers \|\| Download paper	32
11	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	26
12	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	24
13	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	22
14	2010	A 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	21
15	2010	Institutional 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. Full description at Econpapers \|\| Download paper	19
16	2021	Stock 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. Full description at Econpapers \|\| Download paper	19
17	2021	Nothing 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. Full description at Econpapers \|\| Download paper	18
18	2013	Stock 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. Full description at Econpapers \|\| Download paper	18
19	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	18
20	2014	Option 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. Full description at Econpapers \|\| Download paper	16
21	2019	The 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. Full description at Econpapers \|\| Download paper	16
22	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	14
23	2005	Market 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. Full description at Econpapers \|\| Download paper	14
24	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	13
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Citing documents used to compute impact factor: 90

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2025	Wish 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. Full description at Econpapers \|\| Download paper
2025	Stablecoin 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. Full description at Econpapers \|\| Download paper
2025	Impact of Volatility on Time-Based Transaction Ordering Policies. (2025). Ko, Sunghun ; Park, Jinsuk. In: Papers. RePEc:arx:papers:2512.23386. Full description at Econpapers \|\| Download paper
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2025	Corporate 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. Full description at Econpapers \|\| Download paper
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2025	Insider 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. Full description at Econpapers \|\| Download paper
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2025	Overnight 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. Full description at Econpapers \|\| Download paper
2025	Digital 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. Full description at Econpapers \|\| Download paper
2025	What 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. Full description at Econpapers \|\| Download paper
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2025	Do 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. Full description at Econpapers \|\| Download paper
2025	Differential 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. Full description at Econpapers \|\| Download paper
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2025	Factor Investing with Delays. (2025). Robotti, Cesare ; Nozawa, Yoshio ; Dickerson, Alexander. In: Discussion Paper Series. RePEc:hit:hituec:771. Full description at Econpapers \|\| Download paper
2025	Economic 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. Full description at Econpapers \|\| Download paper
2025	Sentiment-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. Full description at Econpapers \|\| Download paper
2025	Impact 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. Full description at Econpapers \|\| Download paper
2025	Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets. (2025). Rola, Przemyslaw. In: Papers. RePEc:arx:papers:2507.09734. Full description at Econpapers \|\| Download paper
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2025	The 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. Full description at Econpapers \|\| Download paper
2025	Crypto 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. Full description at Econpapers \|\| Download paper
2025	Digital 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. Full description at Econpapers \|\| Download paper
2025	High-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. Full description at Econpapers \|\| Download paper
2025	âVolatility in a Mug Cupâ: 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. Full description at Econpapers \|\| Download paper
2025	Long-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. Full description at Econpapers \|\| Download paper
2025	A 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. Full description at Econpapers \|\| Download paper
2025	Predicting 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. Full description at Econpapers \|\| Download paper
2025	Multi-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. Full description at Econpapers \|\| Download paper
2025	Are 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. Full description at Econpapers \|\| Download paper
2025	Electricity 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. Full description at Econpapers \|\| Download paper
2025	Climate 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. Full description at Econpapers \|\| Download paper
2025	Changes 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. Full description at Econpapers \|\| Download paper
2025	Informativeness 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. Full description at Econpapers \|\| Download paper
2025	Efficiency Assessment of Mutual Fund With Risk and Negative Data: An Improved TwoâStage 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. Full description at Econpapers \|\| Download paper
2025	Macroprudential 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. Full description at Econpapers \|\| Download paper
2025	Market 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. Full description at Econpapers \|\| Download paper
2025	The 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. Full description at Econpapers \|\| Download paper
2025	Artificial intelligenceâdriven sustainability: Enhancing carbon capture for sustainable development goalsâ 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. Full description at Econpapers \|\| Download paper
2025	The 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. Full description at Econpapers \|\| Download paper
2025	Uncertainty, Risk, and Opaque Stock Markets. (2025). AstaÃza-GÃ³mez, JosÃ© Gabriel ; Astaza-Gmez, Jos Gabriel. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:35-:d:1603949. Full description at Econpapers \|\| Download paper
2025	Market Consistent Valuation for Bitcoin Options With Long Memory in Conditional Volatility and Conditional NonâNormality. (2025). Siu, Tak Kuen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:917-945. Full description at Econpapers \|\| Download paper
2025	Natures 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. Full description at Econpapers \|\| Download paper
2025	Beyond content: Investors chatter, interaction and earnings announcement returns. (2025). Gaul, Johannes ; Schrader, Pascal. In: ZEW Discussion Papers. RePEc:zbw:zewdip:327108. Full description at Econpapers \|\| Download paper
2025	Fear 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. Full description at Econpapers \|\| Download paper
2025	Spotlighting energy sector through green transition attention. (2025). Cerqueti, Roy ; Stefanelli, Kevyn. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s036054422503453x. Full description at Econpapers \|\| Download paper
2025	Firm-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. Full description at Econpapers \|\| Download paper
2025	Revisiting the âª-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. Full description at Econpapers \|\| Download paper
2025	Why 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. Full description at Econpapers \|\| Download paper
2025	Temporal 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. Full description at Econpapers \|\| Download paper
2025	Who 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. Full description at Econpapers \|\| Download paper
2025	Why 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. Full description at Econpapers \|\| Download paper
2025	Fund 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. Full description at Econpapers \|\| Download paper
2025	ETFs, 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. Full description at Econpapers \|\| Download paper
2025	Idiosyncratic 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. Full description at Econpapers \|\| Download paper
2025	The 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. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2025

Year	Citing document
2025	Crypto 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. Full description at Econpapers \|\| Download paper
2025	Uniqueness and Existence of Linear Equilibrium with a Constrained Trader. (2025). Kwon, Heeyoung ; Choi, Jin Hyuk. In: Papers. RePEc:arx:papers:2508.10138. Full description at Econpapers \|\| Download paper
2025	Intercity 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. Full description at Econpapers \|\| Download paper
2025	The 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. Full description at Econpapers \|\| Download paper
2025	Hedging 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. Full description at Econpapers \|\| Download paper
2025	Wisdom 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. Full description at Econpapers \|\| Download paper

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	A GCN-LSTM Approach for ES-mini and VX Futures Forecasting. (2024). Howison, Sam ; Michael, Nikolas ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2408.05659. Full description at Econpapers \|\| Download paper
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). Ren, HE ; Chen, Rongda ; Cai, Yike ; Zhang, Shuonan ; Wang, Shengnan. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000803. Full description at Econpapers \|\| Download paper
2024	How 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. 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	Environmental 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. Full description at Econpapers \|\| Download paper
2024	Does Herding and Anti-Herding Reflect Portfolio Managersâ 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. 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). Leledakis, George ; Pyrgiotakis, Emmanouil G ; Panagiotou, Nikolaos P ; Katsafados, Apostolos G. In: MPRA Paper. RePEc:pra:mprapa:122899. Full description at Econpapers \|\| Download paper
2024	Watching the watchdogs: Tracking SEC inquiries using geolocation data. (2024). Zhang, Guangli ; Painter, Marcus ; Irlbeck, Steven ; Gerken, William. In: Working Papers. RePEc:zbw:cbscwp:305300. Full description at Econpapers \|\| Download paper

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). Shino, Junnosuke ; Katagiri, Mitsuru ; Takahashi, Koji. 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). Chen, Zhongdong ; Craig, Karen Ann. 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). Wang, Zu-Shan ; Yunis, Manal ; 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). Zhou, Yimin ; Wei, XU. 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 ; Liu, Jie ; Lin, Gengyan ; Wu, Chonglin. 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). Eleuch, Hichem ; de Peretti, Christian ; Dammak, Wael ; ben Hamad, Salah. 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). 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. Full description at Econpapers \|\| Download paper
2023	Liquidity 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. 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 ; Dimitri, Nicola ; Facchini, Angelo ; 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). Feng, Yun ; Liu, Chelsea ; Yawson, Alfred. 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). Jiang, Yichen ; Wang, Xianlong ; 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). 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. 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). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting. 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	Forecasting International Financial Stress: The Role of Climate Risks. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; del Fava, Santino ; Rognone, Lavinia. In: Working Papers. RePEc:pre:wpaper:202329. Full description at Econpapers \|\| Download paper
2023	To Lend or Not to Lend: The Bank of Japanâs ETF Purchase Program and Securities Lending. (2023). Shino, Junnosuke ; Katagiri, Mitsuru ; Takahashi, Koji. 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	RiskâSharing 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). Yuan, Lin ; Liu, Jie ; 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). Chang, Samuel ; Wu, Junfeng ; Liu, Baohua. 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). Long, Yijia ; Zhou, Wenyu ; Yang, Liuyong ; Zaremba, Adam. 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). Bessembinder, Hendrik ; Maxwell, William ; Jacobsen, Stacey ; Venkataraman, Kumar. 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 ; Yang, Mingjing ; Chan, Kam C ; 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	Economic Performance and Stock Market Integration in BRICS and G7 Countries: An Application with Quantile Panel Data and Random Coefficients Modeling. (2022). Serra, Ricardo Goulart ; Belfiore, Patricia ; Santos, Marcos Dos ; Favero, Luiz Paulo ; Jacinto, Jose Clemente ; de Araujo, Igor Pinheiro ; Matias, Ana Paula. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:21:p:4013-:d:956924. 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

10 most frequent citing series

#	Series	H	Cites
1	International Review of Financial Analysis / Elsevier	88	485
2	Papers / arXiv.org	97	374
3	Finance Research Letters / Elsevier	92	349
4	Pacific-Basin Finance Journal / Elsevier	61	311
5	Journal of Financial Markets / Elsevier	60	272
6	Journal of Banking & Finance / Elsevier	184	256
7	International Review of Economics & Finance / Elsevier	65	242
8	Research in International Business and Finance / Elsevier	58	199
9	Journal of International Financial Markets, Institutions and Money / Elsevier	74	197
10	The North American Journal of Economics and Finance / Elsevier	53	167
11	Journal of Futures Markets / John Wiley & Sons, Ltd.	49	166