Citation analysis for Journal of Financial Markets / Elsevier

Citation Profile [Updated: 2024-03-05 07:42:34]

5 Years H Index

Impact Factor (IF)

0.86

5 Years IF

1.12

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	1146	4	6	0		0			0	4	0.31	0.13
1999	0.54	0.31	0.55	0.54	16	29	635	16	22	13	7	13	7		0	9	0.56	0.15
2000	0.9	0.36	1	0.9	15	44	958	39	66	29	26	29	26	6	15.4	8	0.53	0.16
2001	1.26	0.38	1.34	1.23	15	59	406	78	145	31	39	44	54	7	9	8	0.53	0.17
2002	1.17	0.41	1.33	1.03	19	78	3653	100	249	30	35	59	61	22	22	17	0.89	0.21
2003	0.94	0.44	1.57	1.32	22	100	533	149	406	34	32	78	103	15	10.1	9	0.41	0.22
2004	1	0.49	1.61	1.21	17	117	1000	182	594	41	41	87	105	7	3.8	22	1.29	0.22
2005	1.33	0.51	1.92	1.44	16	133	810	252	849	39	52	88	127	18	7.1	7	0.44	0.23
2006	1.42	0.5	1.87	1.4	18	151	449	273	1131	33	47	89	125	18	6.6	7	0.39	0.22
2007	1	0.46	1.81	1.22	15	166	650	293	1432	34	34	92	112	26	8.9	7	0.47	0.2
2008	1.06	0.49	2.04	1.3	17	183	324	365	1805	33	35	88	114	9	2.5	2	0.12	0.23
2009	1.34	0.48	2.36	1.69	32	215	941	503	2313	32	43	83	140	36	7.2	16	0.5	0.24
2010	1	0.48	2.22	1.32	20	235	600	517	2834	49	49	98	129	25	4.8	16	0.8	0.21
2011	1.15	0.52	2.29	1.33	23	258	658	581	3425	52	60	102	136	38	6.5	10	0.43	0.24
2012	0.98	0.52	2.22	1.21	12	270	141	589	4024	43	42	107	129	17	2.9	2	0.17	0.22
2013	1.4	0.56	2.94	1.77	27	297	903	869	4897	35	49	104	184	37	4.3	40	1.48	0.24
2014	1.69	0.55	2.99	2.02	46	343	664	1026	5923	39	66	114	230	78	7.6	20	0.43	0.23
2015	1.56	0.55	2.95	1.63	19	362	256	1063	6990	73	114	128	209	27	2.5	8	0.42	0.23
2016	1.35	0.53	2.71	1.63	28	390	482	1054	8046	65	88	127	207	28	2.7	7	0.25	0.21
2017	1.13	0.55	2.77	1.46	24	414	319	1144	9192	47	53	132	193	28	2.4	4	0.17	0.21
2018	1.5	0.56	2.79	1.87	32	446	314	1244	10438	52	78	144	269	42	3.4	10	0.31	0.24
2019	1.23	0.58	2.56	1.32	30	476	216	1213	11655	56	69	149	196	53	4.4	5	0.17	0.23
2020	1.5	0.7	2.97	1.8	33	509	184	1510	13165	62	93	133	239	42	2.8	17	0.52	0.33
2021	1.7	0.84	2.89	2.22	36	545	80	1573	14740	63	107	147	327	44	2.8	7	0.19	0.31
2022	1.28	0.93	2.31	1.57	58	603	50	1393	16133	69	88	155	244	71	5.1	10	0.17	0.28
2023	0.86	1.04	1.77	1.12	60	663	13	1173	17306	94	81	189	211	55	4.7	12	0.2	0.28

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	3024
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	406
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	381
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	353
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	338
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	311
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	258
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	247
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	232
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	191
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	184
12	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	170
13	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	144
14	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	143
15	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	138
16	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	136
17	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	134
18	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	132
19		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	119
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	119
21	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	114
22	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	108
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	107
24	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	106
25	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
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	102
27	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	101
28	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	97
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	96
30	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	96
31	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	95
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	95
33	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	90
34	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	89
35	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	89
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	88
37	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	86
38	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	85
39	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	80
40	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	77
41	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	71
42	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	71
43	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	71
44	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	70
45	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	69
46	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	69
47	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	68
48	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	67
49	2009	Which past returns affect trading volume?. (2009). Weber, Martin ; Glaser, Markus . In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:1:p:1-31. Full description at Econpapers \|\| Download paper	66
50	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	66

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	505
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	66
3	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	61
4	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	53
5	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	42
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	41
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	36
8	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	29
9	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	26
10	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	25
11	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	25
12	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	22
13	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	19
14	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	19
15	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	18
16	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	17
17	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	17
18	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
19	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	16
20	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	15
21	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	15
22	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	15
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	15
24	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	15
25	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	15
26	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
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32	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	13
33	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
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Citing documents used to compute impact factor: 81

Year	Title
2023	Term spreads of implied volatility smirk and variance risk premium. (2023). Zhang, Jin E ; Gehricke, Sebastian A ; Ruan, Xinfeng ; Guo, Wei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:829-857. Full description at Econpapers \|\| Download paper
2023	Financial Sustainability in Agri-Food Companies: The Case of Members of the PDO Parma Ham Consortium. (2023). Bonazzi, Giuseppe ; Iotti, Mattia. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:3947-:d:1076136. Full description at Econpapers \|\| Download paper
2023	Financial evaluation and credit access of agricultural firms. (2023). Iotti, Mattia. In: Economia agro-alimentare / Food Economy. RePEc:ags:sieaea:338622. Full description at Econpapers \|\| Download paper
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2023	Numerical Solution of Dynamic Quantile Models. (2023). Muchon, Andre ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000234. Full description at Econpapers \|\| Download paper
2023	Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market. (2023). DragotÄ, Victor ; Iordache, Andreea ; Trifan, Ruxandra ; Cepoi, Cosmin Octavian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00415-9. Full description at Econpapers \|\| Download paper
2023	Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach. (2023). Yousaf, Imran ; Pham, Linh ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:271-283. Full description at Econpapers \|\| Download paper
2023	Do green financial markets offset the risk of cryptocurrencies and carbon markets?. (2023). Nobanee, Haitham ; Siddique, Md Abubakar ; Naz, Farah ; Karim, Sitara. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:822-833. Full description at Econpapers \|\| Download paper
2023	From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933. Full description at Econpapers \|\| Download paper
2023	Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888. Full description at Econpapers \|\| Download paper
2023	COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading. (2023). Chuwonganant, Chairat ; Chung, Kee H. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000010. Full description at Econpapers \|\| Download paper
2023	Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Yu, Changrui ; Zhang, Cheng ; Gong, Xiaomin ; Song, Ziyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545. Full description at Econpapers \|\| Download paper
2023	Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility. (2023). Liang, Chao ; Wang, Yudong ; He, Mengxi ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1318-1332. Full description at Econpapers \|\| Download paper
2023	Can experience mitigate precautionary bidding? Evidence from a quasi-experiment at an IPO auction. (2023). Wang, Wenjun. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00286-w. Full description at Econpapers \|\| Download paper
2023	Sunshine-induced mood and SEO pricing: Evidence from detailed investor bids in SEO auctions. (2023). Liu, Jia ; Chen, Tao ; Gao, Shenghao ; Cheng, Xiaoke ; Sun, Qian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000603. Full description at Econpapers \|\| Download paper
2023	Does fear spur default risk?. (2023). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:879-899. Full description at Econpapers \|\| Download paper
2023	Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets. (2023). Yin, Anwen ; Procasky, William J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002121. Full description at Econpapers \|\| Download paper
2023	Liquid speed: A micro-burst fee for low-latency exchanges. (2023). Zoican, Marius ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s138641812200074x. Full description at Econpapers \|\| Download paper
2023	Institutional cross-ownership and stock price crash risk. (2023). Liu, Huan ; Hou, Canran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000326. Full description at Econpapers \|\| Download paper
2023	Public disclosure and private information acquisition: A global game approach. (2023). Dong, Feng ; Cai, Zhifeng. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000662. Full description at Econpapers \|\| Download paper
2023	Institutional ownership and momentum in the Chinese A-share market. (2023). Wang, Peng ; Xiong, Tao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000860. Full description at Econpapers \|\| Download paper
2023	From financial wealth shocks to ill?health: Allostatic load and overload. (2023). French, Declan. In: Health Economics. RePEc:wly:hlthec:v:32:y:2023:i:4:p:939-952. Full description at Econpapers \|\| Download paper
2023	Stochastic resonance in the recovery of signal from agent price expectations. (2023). Bazarova, Alina ; Raseta, Marko ; Silver, Steven D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006197. Full description at Econpapers \|\| Download paper
2023	Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548. 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	Does FinTech reduce corporate excess leverage? Evidence from China. (2023). Zhang, Xinhe ; Guo, Chong ; Yue, Shujing ; Lai, Xiaobing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:281-299. Full description at Econpapers \|\| Download paper
2023	Stock liquidity during COVID-19 crisis: A cross-country analysis of developed and emerging economies, and economic policy uncertainty. (2023). Khandaker, Sarod ; Trinh, Hai Hong ; Baghdadi, Ghasan ; al Farooque, Omar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000304. Full description at Econpapers \|\| Download paper
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2023	Business resilience: Lessons from government responses to the global COVID-19 crisis. (2023). Pham, Mia Hang ; Nguyen, Harvey. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:5:s0969593123000665. Full description at Econpapers \|\| Download paper
2023	Financial mismatch on corporate debt default risk: Evidence from China. (2023). Xiang, MA ; Zhitao, Wang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001439. Full description at Econpapers \|\| Download paper
2023	Environmental, social and governance performance and credit risk: Moderating effect of corporate life cycle. (2023). Yang, Liuyong ; Wang, Liyue. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001762. Full description at Econpapers \|\| Download paper
2023	Women in power with power: The influence of meaningful board representation on default risk. (2023). Poletti-Hughes, Jannine ; Martinez, Beatriz ; Abinzano, Isabel. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002879. Full description at Econpapers \|\| Download paper
2023	Machine learning for US cross-industry return predictability under information uncertainty. (2023). Khlifi, Foued ; ben Lahouel, Bechir ; ben Zaied, Younes ; Awijen, Haithem. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000193. Full description at Econpapers \|\| Download paper
2023	Sequential entry in illiquid markets. (2023). Fardeau, Vincent. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000162. Full description at Econpapers \|\| Download paper
2023	Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Bouri, Elie ; Wang, Cheng ; Zhang, Dingsheng ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199. Full description at Econpapers \|\| Download paper
2023	High-Frequency Trading Strategies. (2023). Philip, Richard ; Kwan, Amy ; Goldstein, Michael. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4413-4434. Full description at Econpapers \|\| Download paper
2023	Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach. (2023). Siemroth, Christoph ; Corgnet, Brice ; Desantis, Mark. In: Working Papers. RePEc:gat:wpaper:2313. Full description at Econpapers \|\| Download paper
2023	Not so fast: Identifying and remediating slow and imprecise cryptocurrency exchange data. (2023). Svec, Jiri ; Mollica, Vito ; Krekel, William ; Foley, Sean. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005785. Full description at Econpapers \|\| Download paper
2023	Asymmetric information and the distribution of trading volume. (2023). Lof, Matthijs ; van Bommel, Jos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:82:y:2023:i:c:s092911992300113x. Full description at Econpapers \|\| Download paper
2023	Belief distortion near 52W high and low: Evidence from Indian equity options market. (2023). Agarwalla, Sobhesh Kumar ; Saurav, Sumit ; Varma, Jayanth R. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1531-1558. Full description at Econpapers \|\| Download paper
2023	Going public: evidence from stock and bond IPOs in Belgium, 1839â1935. (2023). Legierse, Wilco ; Jong, Abe ; Deloof, Marc. In: Cliometrica. RePEc:spr:cliomt:v:17:y:2023:i:3:d:10.1007_s11698-022-00258-5. Full description at Econpapers \|\| Download paper
2023	Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange. (2023). Kadioglu, Eyup ; Frommel, Michael. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00500-7. Full description at Econpapers \|\| Download paper
2023	Differentiation in Risk Profiles. (2023). Brinkmann, Christina. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_444. Full description at Econpapers \|\| Download paper
2023	On the choice of central counterparties in the EU. (2023). Demange, Gabrielle ; Piquard, Thibaut. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000174. 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	Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633. Full description at Econpapers \|\| Download paper
2023	Leadership in a pandemic: Do more able managers keep firms out of trouble?. (2023). Truong, Cameron ; Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001034. Full description at Econpapers \|\| Download paper
2023	Network characteristics and stock liquidity:Evidence from the UK. (2023). Yang, Xiaoguang ; Huang, Chuangxia ; Jin, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322008017. Full description at Econpapers \|\| Download paper
2023	Market sentiment to COVID?19 and the Chinese stock market. (2023). Xu, Hao ; Chen, Jilong. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1121-1135. Full description at Econpapers \|\| Download paper
2023	Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248. Full description at Econpapers \|\| Download paper
2023	Is institutional herding efficient? Evidence from an investment efficiency and informational network perspective. (2023). Li, Shouwei ; Lu, Shuai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000424. Full description at Econpapers \|\| Download paper
2023	Firm fundamentals and the cross-section of implied volatility shapes. (2023). Zhou, Guofu ; Guo, Biao ; Chen, Ding. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000611. Full description at Econpapers \|\| Download paper
2023	Dispersion in news sentiment and corporate bond returns. (2023). Pu, Xiaoling ; Isakin, Maksim. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002776. Full description at Econpapers \|\| Download paper
2023	Retail Investor Trading Intentions: New Evidence from Australia. (2023). Lim, Guay C ; Zeng, QI ; Tsiaplias, Sarantis. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:327:p:512-535. Full description at Econpapers \|\| Download paper
2023	Retail bond investors and credit ratings. (2023). Watts, Edward M ; Li, Jiacui ; Dehaan, ED. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:76:y:2023:i:1:s0165410123000113. Full description at Econpapers \|\| Download paper
2023	Stock liquidity and firm-level political risk. (2023). Yaghoubi, Mona ; Das, Kuntal K. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005967. Full description at Econpapers \|\| Download paper
2023	Enterprise digital transformation, breadth of ownership and stock price volatility. (2023). Kong, Gaowen ; Zhao, Huixian ; Liu, Shasha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002296. Full description at Econpapers \|\| Download paper
2023	ESG news spillovers across the value chain. (2023). Coqueret, Guillaume ; le Tran, VU. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:677-710. Full description at Econpapers \|\| Download paper
2023	A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market. (2023). Zanin, Luca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000382. Full description at Econpapers \|\| Download paper
2023	How do stock prices respond to the leading economic indicators? Analysis of large and small shocks. (2023). Chen, Zhonglu ; Liu, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006079. Full description at Econpapers \|\| Download paper
2023	Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027. Full description at Econpapers \|\| Download paper
2023	Order Protection Through Delayed Messaging. (2023). Friedman, Daniel ; Aldrich, Eric M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:774-790. Full description at Econpapers \|\| Download paper
2023	Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120. Full description at Econpapers \|\| Download paper
2023	Predicting stock realized variance based on an asymmetric robust regression approach. (2023). He, Mengxi ; Zhang, Yaojie ; Hao, Xianfeng ; Zhao, Yuqi. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1022-1047. Full description at Econpapers \|\| Download paper
2023	Climate risk exposure and the cross-section of Chinese stock returns. (2023). Wang, Yudong ; Liao, Cunfei ; He, Mengxi ; Zhang, Yaojie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003598. Full description at Econpapers \|\| Download paper
2023	Examining the Causality between Integrated Reporting and Stock Market Capitalization. The Case of the European Renewable Energy Equipment and Services Industry. (2023). Batc-Dumitru, Corina Graziella ; Nicoar, Tefania Amalia ; Popa, Adriana Florina ; Sahlian, Daniela Nicoleta. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1398-:d:1052132. Full description at Econpapers \|\| Download paper
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2023	Possibility versus feasibility: International portfolio diversification under financial liberalization. (2023). Yao, Shujie ; Wan, Hong ; Chen, Yiqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001680. Full description at Econpapers \|\| Download paper
2023	Enhancing stock market anomalies with machine learning. (2023). Hoegner, Christopher ; Azevedo, Vitor. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:1:d:10.1007_s11156-022-01099-z. Full description at Econpapers \|\| Download paper
2023	Analystsâ underreaction and momentum strategies. (2023). Azevedo, Vitor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002639. Full description at Econpapers \|\| Download paper
2023	Machine learning techniques for cross-sectional equity returnsâ prediction. (2023). Loy, Thomas ; Poddig, Thorsten ; Metko, Daniel ; Fieberg, Christian. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00693-w. Full description at Econpapers \|\| Download paper
2023	Cracking the Code of Market Secrets: A Deep Dive into Financial Anomalies. (2023). Pu, Suan Hui ; Uluyol, Burhan ; Kanaparan, Geetha ; Shaturaev, Jakhongir. In: MPRA Paper. RePEc:pra:mprapa:119039. Full description at Econpapers \|\| Download paper
2023	Machine learning goes global: Cross-sectional return predictability in international stock markets. (2023). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001318. Full description at Econpapers \|\| Download paper
2023	Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Tunaru, Radu ; Bevilacqua, Mattia ; Vioto, Davide. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119289. Full description at Econpapers \|\| Download paper
2023	Price comovement and market segmentation of Chinese A- and H-shares: Evidence from a panel latent-factor model. (2023). Tse, Yiu-Kuen ; Huang, Wenxin ; Dong, Yingjie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001978. Full description at Econpapers \|\| Download paper
2023	Attention and retail investor herding in cryptocurrency markets. (2023). Dimpfl, Thomas ; Koch, Sophia. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200650x. Full description at Econpapers \|\| Download paper
2023	Liquidity changes and decomposition in the Japanese equity market. (2023). Hirose, Takehide ; Iwanaga, Yasuhiro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001865. Full description at Econpapers \|\| Download paper
2023	Optimal Tick Size. (2023). Rindi, Barbara ; Graziani, Giuliano. In: Working Papers. RePEc:igi:igierp:688. Full description at Econpapers \|\| Download paper
2023	Tick size and price efficiency: Further evidence from the Tick Size Pilot Program. (2023). Chuwonganant, Chairat ; Chung, Kee H. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:3:p:483-511. Full description at Econpapers \|\| Download paper
2023

Recent citations

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	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	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	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	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	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

Recent citations received in 2020

Year	Citing document
2020	Dual State-Space Model of Market Liquidity: The Chinese Experience 2009-2010. (2020). Lerner, P B. In: Papers. RePEc:arx:papers:2004.06200. Full description at Econpapers \|\| Download paper
2020	Option trading after the opening bell and intraday stock return predictability. (2020). Fodor, Andy ; Bergsma, Kelley ; Tayal, Jitendra ; Singal, Vijay. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:769-804. Full description at Econpapers \|\| Download paper
2020	Inferring trade directions in fast markets. (2020). Jurkatis, Simon . In: Bank of England working papers. RePEc:boe:boeewp:0896. Full description at Econpapers \|\| Download paper
2020	Time-frequency forecast of the equity premium. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_006. Full description at Econpapers \|\| Download paper
2020	On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?. (2020). Prakash, Ravi ; Ahmad, Wasim ; Dutta, Anupam ; Rahman, Md Lutfur ; Kaur, Rishman Jot ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302115. Full description at Econpapers \|\| Download paper
2020	The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040. Full description at Econpapers \|\| Download paper
2020	Stock mispricing, hard-to-value stocks and the influence of internet stock message boards. (2020). Meng, Yongqiang ; Xiong, Xiong ; Shen, Dehua ; Joseph, Nathan Lael. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302209. Full description at Econpapers \|\| Download paper
2020	Volatility Transmission across Financial Markets: A Semiparametric Analysis. (2020). Sibbertsen, Philipp ; Mboya, Mwasi ; Kolaiti, Theoplasti. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:160-:d:389105. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengeti, Suleyman. In: Working Papers. RePEc:ipg:wpaper:2020-006. Full description at Econpapers \|\| Download paper
2020	The price leadership share: a new measure of price discovery in financial markets. (2020). de Blasis, Riccardo. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:3:d:10.1007_s10436-020-00371-3. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	Information Leakage in Energy Derivatives around News Announcements. (2020). Patel, Vinay ; Bohmann, Marc. In: Published Paper Series. RePEc:uts:ppaper:2020-2. Full description at Econpapers \|\| Download paper
2020	Benchmarks in the spotlight: The impact on exchange traded markets. (2020). O'Neill, Peter ; Foley, Sean ; Aspris, Angelo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1691-1710. Full description at Econpapers \|\| Download paper
2020	Show me the money: Option moneyness concentration and future stock returns. (2020). Csapi, Vivien ; Bergsma, Kelley ; Fodor, Andy ; Diavatopoulos, Dean. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:761-775. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	Ambiguity and investor behavior. (2020). Meyer, Steffen ; Kostopoulos, Dimitrios ; Uhr, Charline. In: SAFE Working Paper Series. RePEc:zbw:safewp:297. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	International Review of Financial Analysis / Elsevier	66	348
2	Papers / arXiv.org	87	321
3	Pacific-Basin Finance Journal / Elsevier	53	272
4	Journal of Financial Markets / Elsevier	57	265
5	Journal of Banking & Finance / Elsevier	174	254
6	Finance Research Letters / Elsevier	68	253
7	Journal of Futures Markets / John Wiley & Sons, Ltd.	45	225
8	The North American Journal of Economics and Finance / Elsevier	45	199
9	Journal of Financial Economics / Elsevier	286	179
10	Journal of International Financial Markets, Institutions and Money / Elsevier	67	165
11	Journal of Empirical Finance / Elsevier	80	151