Citation analysis for Journal of Financial Markets / Elsevier

Citation Profile [Updated: 2023-11-03 08:28:08]

5 Years H Index

Impact Factor (IF)

1.26

5 Years IF

1.57

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	1134	4	6	0		0			0	4	0.31	0.13
1999	0.54	0.3	0.55	0.54	16	29	630	16	22	13	7	13	7		0	9	0.56	0.15
2000	0.9	0.36	1	0.9	15	44	943	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	401	78	145	31	39	44	54	7	9	8	0.53	0.17
2002	1.13	0.41	1.28	1.02	19	78	3552	96	245	30	34	59	60	22	22.9	17	0.89	0.21
2003	0.94	0.44	1.57	1.32	22	100	530	149	402	34	32	78	103	15	10.1	9	0.41	0.22
2004	0.98	0.49	1.59	1.2	17	117	980	180	588	41	40	87	104	7	3.9	22	1.29	0.22
2005	1.31	0.5	1.91	1.43	16	133	803	251	842	39	51	88	126	18	7.2	7	0.44	0.23
2006	1.42	0.5	1.86	1.4	18	151	447	272	1123	33	47	89	125	18	6.6	7	0.39	0.22
2007	1	0.46	1.81	1.22	15	166	643	293	1424	34	34	92	112	26	8.9	7	0.47	0.2
2008	1.06	0.49	2.04	1.3	17	183	323	365	1797	33	35	88	114	9	2.5	2	0.12	0.23
2009	1.34	0.47	2.36	1.69	32	215	933	503	2305	32	43	83	140	36	7.2	16	0.5	0.24
2010	1	0.48	2.23	1.32	20	235	586	518	2828	49	49	98	129	25	4.8	16	0.8	0.21
2011	1.17	0.52	2.31	1.35	23	258	646	585	3423	52	61	102	138	38	6.5	10	0.43	0.24
2012	1	0.52	2.24	1.23	12	270	143	596	4029	43	43	107	132	17	2.9	3	0.25	0.22
2013	1.4	0.56	2.94	1.77	27	297	884	869	4902	35	49	104	184	37	4.3	40	1.48	0.24
2014	1.69	0.55	2.99	2.02	46	343	648	1026	5928	39	66	114	230	78	7.6	20	0.43	0.23
2015	1.56	0.55	2.94	1.63	19	362	251	1061	6993	73	114	128	209	27	2.5	8	0.42	0.23
2016	1.35	0.53	2.7	1.63	28	390	463	1051	8046	65	88	127	207	28	2.7	7	0.25	0.21
2017	1.13	0.54	2.77	1.46	24	414	301	1144	9192	47	53	132	193	28	2.4	4	0.17	0.22
2018	1.48	0.56	2.8	1.87	32	446	299	1247	10441	52	77	144	269	42	3.4	10	0.31	0.24
2019	1.23	0.58	2.56	1.32	30	476	195	1216	11661	56	69	149	196	53	4.4	5	0.17	0.23
2020	1.5	0.7	2.97	1.8	33	509	168	1510	13171	62	93	133	239	42	2.8	17	0.52	0.33
2021	1.7	0.87	2.87	2.2	36	545	62	1563	14736	63	107	147	324	44	2.8	7	0.19	0.32
2022	1.26	1	2.29	1.57	58	603	33	1379	16115	69	87	155	243	71	5.1	10	0.17	0.31

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	2936
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	389
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	374
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	347
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	333
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	309
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	250
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	242
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	228
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	189
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	183
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	169
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	136
15	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	133
16	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	130
17	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	130
18	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	129
19	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	115
20		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	114
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	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
23	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	105
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	105
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	102
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	101
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	100
28	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
29	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	96
30	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
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	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	92
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	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
35	2005	Duration, volume and volatility impact of trades. (2005). Manganelli, Simone. In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:4:p:377-399. Full description at Econpapers \|\| Download paper	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	89
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	85
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	84
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	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	72
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	70
43	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	69
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	69
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	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	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	65

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	709
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	90
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	81
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	71
5	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	57
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	56
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	52
8	2014	A simple approximation of intraday spreads using daily data. (2014). Zhang, Hao ; Chung, Kee H.. In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:94-120. Full description at Econpapers \|\| Download paper	41
9	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	39
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	39
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	34
12	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	32
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	29
14	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	26
15	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	26
16	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	26
17	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	24
18	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	24
19	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	24
20	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	24
21	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	23
22	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	23
23	2019	Good and bad volatility spillovers: An asymmetric connectedness. (2019). Bensaida, Ahmed. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95. Full description at Econpapers \|\| Download paper	21
24	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	21
25	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	21
26	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	21
27	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	20
28	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	19
29	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	19
30	2020	Price discovery in stock and options markets. (2020). Putnins, Talis ; Michayluk, David ; Patel, Vinay ; Foley, Sean. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303544. Full description at Econpapers \|\| Download paper	18
31	2018	Intraday momentum in FX markets: Disentangling informed trading from liquidity provision. (2018). FrÃÆÃÂ¶mmel, Michael ; Lampaert, Kevin ; Frommel, Michael ; Elaut, Gert. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:35-51. Full description at Econpapers \|\| Download paper	18
32	2019	Market anomalies and disaster risk: Evidence from extreme weather events. (2019). Siebert, Mark G ; Lioui, Abraham ; Lanfear, Matthew G. In: Journal of Financial Markets. RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118300776. Full description at Econpapers \|\| Download paper	18
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	17
34	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	17
35	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	17
36	2014	Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. (2014). PETITJEAN, Mikael ; Boudt, Kris. In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:121-149. Full description at Econpapers \|\| Download paper	17
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38	2017	Effects of lit and dark market fragmentation on liquidity. (2017). Gresse, Carole. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:1-20. Full description at Econpapers \|\| Download paper	16
39	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	16
40	2017	The determinants and pricing of liquidity commonality around the world. (2017). Moshirian, Fariborz ; Zhang, Bohui ; Ghee, Claudia Koon ; Qian, Xiaolin. In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:22-41. Full description at Econpapers \|\| Download paper	15
41	2019	Who trades on momentum?. (2019). Smajlbegovic, Esad ; Jank, Stephan ; Baltzer, Markus. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:56-74. Full description at Econpapers \|\| Download paper	15
42	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	15
43	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	14
44	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	14
45	2009	Option strategies: Good deals and margin calls. (2009). Santa-Clara, Pedro ; Saretto, Alessio . In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:3:p:391-417. Full description at Econpapers \|\| Download paper	14
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48	2018	Does exposure to foreign competition affect stock liquidity? Evidence from industry-level import data. (2018). Atawnah, Nader ; Podolski, Edward J ; Duong, Huu Nhan ; Balachandran, Balasingham. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:44-67. Full description at Econpapers \|\| Download paper	14
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50	2011	Patriotism in your portfolio. (2011). Morse, Adair ; Shive, Sophie. In: Journal of Financial Markets. RePEc:eee:finmar:v:14:y:2011:i:2:p:411-440. Full description at Econpapers \|\| Download paper	14

Citing documents used to compute impact factor: 87

Year	Title
2022	Attention: How high-frequency trading improves price efficiency following earnings announcements. (2022). Wang, XU ; Moulton, Pamela C ; Chakrabarty, Bidisha. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100063x. Full description at Econpapers \|\| Download paper
2022	A taxonomy of individual liquidity provision: Evidence from the Taiwan stock exchange. (2022). Chan, Chang ; Zhou, Xiaozhou ; Chiou, Calvin J. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004445. Full description at Econpapers \|\| Download paper
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2022	Price discovery during parallel stocks and options preopening: Information distortion and hints of manipulation. (2022). Milo, Orit ; Kedar-Levy, Haim ; Hauser, Shmuel . In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000015. Full description at Econpapers \|\| Download paper
2022	Information and the arrival rate of option trading volume. (2022). Kalaitzoglou, Iordanis ; Verousis, Thanos ; Zhang, Mengyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:4:p:605-644. Full description at Econpapers \|\| Download paper
2022	The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters. (2022). Corbet, Shaen ; Oxley, Les ; Larkin, Charles ; Hu, Yang ; Hou, Yang ; Collings, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000229. Full description at Econpapers \|\| Download paper
2022	Price discovery in the CSI 300 Index derivatives markets. (2022). Lian, Feng ; Long, Jun ; Yuan, Xianghui ; Jin, Liwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1352-1368. Full description at Econpapers \|\| Download paper
2022	Informed options trading prior to FDA announcements. (2022). Patel, Vinay. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:7-8:p:1211-1236. Full description at Econpapers \|\| Download paper
2022	Informed trading of out?of?the?money options and market efficiency. (2022). Kim, Dong Hyun ; Kang, Changmo ; Lee, Geul. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:247-279. Full description at Econpapers \|\| Download paper
2022	The information content of ETF options. (2022). Yang, Dongxiao ; Ramchander, Sanjay ; Miao, Hong ; Lockwood, Larry . In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000278. Full description at Econpapers \|\| Download paper
2022	Trades or quotes: Which drives price discovery? Evidence from Chinese index futures markets. (2022). Yuan, Xianghui ; Wang, Shihao ; Li, Peiran ; Lian, Feng ; Jin, Liwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:12:p:2235-2247. Full description at Econpapers \|\| Download paper
2022	Tick Size Pilot Program and price discovery in U.S. stock markets. (2022). Upson, James E ; Cox, Justin ; Chakrabarty, Bidisha. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000409. Full description at Econpapers \|\| Download paper
2022	Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters. (2021). Sengupta, Indranil ; Hui, Xianfei ; Sun, Baiqing ; Jiang, Hui. In: Papers. RePEc:arx:papers:2101.08984. Full description at Econpapers \|\| Download paper
2022	Are Equity Option Returns Abnormal? IPCA Says No. (2022). Saretto, Alessio ; Goyal, Amit. In: Working Papers. RePEc:fip:feddwp:94684. Full description at Econpapers \|\| Download paper
2022	Volatility of implied volatility and mergers and acquisitions. (2022). Switzer, Lorne N ; el Meslmani, Nabil ; Betton, Sandra. In: Journal of Corporate Finance. RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000864. Full description at Econpapers \|\| Download paper
2022	Does quantitative easing affect market liquidity?. (2022). Gillan, James M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003009. Full description at Econpapers \|\| Download paper
2022	Inferring trade directions in fast markets. (2022). Jurkatis, Simon. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000173. Full description at Econpapers \|\| Download paper
2022	Conditionally-hedged currency carry trades. (2022). Suh, Sangwon ; Ho, Jin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000737. Full description at Econpapers \|\| Download paper
2022	Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets.. (2022). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:202217. Full description at Econpapers \|\| Download paper
2022	Short selling surrounding data breach announcements. (2022). Wu, Wentao ; Wang, Qin Emma. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000198. Full description at Econpapers \|\| Download paper
2022	Risk spillovers and time-varying links between international oil and Chinaâs commodity futures markets: Fresh evidence from the higher-order moments. (2022). Maghyereh, Aktham ; Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pb:s036054422101999x. Full description at Econpapers \|\| Download paper
2022	On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis. (2022). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:135-151. Full description at Econpapers \|\| Download paper
2022	Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?. (2022). Hemrit, Wael ; Benlagha, Noureddine. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09554-8. Full description at Econpapers \|\| Download paper
2022	Does the world smile together? A network analysis of global index option implied volatilities. (2022). Tang, Jing ; Ryu, Doojin ; Han, Qian ; Chen, Jing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002018. Full description at Econpapers \|\| Download paper
2022	The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market. (2022). Zhang, Gongqiu ; Xu, Yahua ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s014098832200127x. Full description at Econpapers \|\| Download paper
2022	A note on the Bitcoin and Fed Funds rate. (2022). Aboura, Sofiane. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:5:d:10.1007_s00181-022-02207-7. Full description at Econpapers \|\| Download paper
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2022	Obtaining consistent time series from Google Trends. (2022). MartÃÂnez, Isabel ; Sax, Christoph ; Martinez, Isabel Z ; Indergand, Ronald ; Eichenauer, Vera Z. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:694-705. Full description at Econpapers \|\| Download paper
2022	Asymmetric connectedness between Google-based investor attention and the fourth industrial revolution assets: The case of FinTech and Robotics & Artificial intelligence stocks. (2022). Oliyide, Johnson ; Adeoye, Habeeb A ; Saleem, Owais ; Adekoya, Oluwasegun B. In: Technology in Society. RePEc:eee:teinso:v:68:y:2022:i:c:s0160791x22000665. Full description at Econpapers \|\| Download paper
2022	When does attention matter? The effect of investor attention on stock market volatility around news releases. (2022). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001466. Full description at Econpapers \|\| Download paper
2022	Ambiguity about volatility and investor behavior. (2022). Uhr, Charline ; Meyer, Steffen ; Kostopoulos, Dimitrios. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:277-296. Full description at Econpapers \|\| Download paper
2022	Do social media constrain or promote company violations?. (2022). Feng, XU ; Mei, Xiaofeng ; Yu, LI ; Li, Jie. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:31-70. Full description at Econpapers \|\| Download paper
2022	Overconfidence and US stock market returns. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002580. Full description at Econpapers \|\| Download paper
2022	Spillover and risk transmission between the term structure of the US interest rates and Islamic equities. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Gubareva, Mariya ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000075. Full description at Econpapers \|\| Download paper
2022	Examining the sources of excess return predictability: Stochastic volatility or market inefficiency?. (2022). Lansing, Kevin ; Ma, Jun ; Leroy, Stephen F. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:50-72. Full description at Econpapers \|\| Download paper
2022	Bond riskâs role in the equity risk-return tradeoff. (2022). Stivers, Chris ; Bansal, Naresh. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418121000744. Full description at Econpapers \|\| Download paper
2022	Investment dynamics and forecast: Mind the frequency. (2022). Verona, Fabio ; Kilponen, Juha. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003051. Full description at Econpapers \|\| Download paper
2022	The reputational contagion effects of ransomware attacks. (2022). Goodell, John W ; Corbet, Shaen. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000411. Full description at Econpapers \|\| Download paper
2022	Insider trading and information asymmetry: Evidence from the Korea Exchange. (2022). Yu, Jinyoung ; Yang, Hee Jin ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000558. Full description at Econpapers \|\| Download paper
2022	A meta-analysis of the factors influencing the impact of security breach announcements on stock returns of firms. (2022). Eshghi, Kamran ; Ebrahimi, Sepideh. In: Electronic Markets. RePEc:spr:elmark:v:32:y:2022:i:4:d:10.1007_s12525-022-00550-2. Full description at Econpapers \|\| Download paper
2022	How Environmental Performance Affects Financial Performance in the Food Industry: A Global Outlook. (2022). Zhang, Dengjun ; Fang, Yingkai ; Xie, Yifan. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:4:p:2127-:d:748309. 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	Non-marketability and one-day selling lockup. (2022). Wang, Jun ; Su, Tie ; Bian, Jiangze. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:1-23. Full description at Econpapers \|\| Download paper
2022	What drives intraday reversal? illiquidity or liquidity oversupply?. (2022). Xiong, Xiong ; Lin, Shen ; Kang, Junqing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000185. Full description at Econpapers \|\| Download paper
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2022	The Asymmetric Overnight Return Anomaly in the Chinese Stock Market. (2022). Li, Youwei ; Huang, Lin. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:11:p:534-:d:974482. Full description at Econpapers \|\| Download paper
2022	Mandatory CSR expenditure and stock market liquidity. (2022). Zhu, Min ; Rao, Sandeep ; Roy, Partha P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000013. Full description at Econpapers \|\| Download paper
2022	Fiduciary or loyalty? Evidence from top management counsel and stock liquidity. (2022). Muniandy, Balachandran ; Atawnah, Nader ; Ali, Muhammad Jahangir ; Michael, Michael. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000114. Full description at Econpapers \|\| Download paper
2022	Does managerial tone matter for stock liquidity? Evidence from textual disclosures. (2022). Henry, Darren ; Dang, Man ; Puwanenthiren, Premkanth ; Nguyen, Manh Toan ; Hoang, Viet Anh ; Mazur, Mieszko. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s154461232200188x. Full description at Econpapers \|\| Download paper
2022	The Determinants of Foreign Multinational Enterprise Firms Board Governance in Caribbean Offshore Island Economies. (2022). Hearn, Bruce. In: Journal of International Management. RePEc:eee:intman:v:28:y:2022:i:4:s1075425322000114. Full description at Econpapers \|\| Download paper
2022	Stock exchange governance and stock liquidity: International evidence. (2022). Boussetta, Selma. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:66:y:2022:i:c:s1042444x22000305. Full description at Econpapers \|\| Download paper
2022	Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty. (2022). Agudelo, Diego A ; Munera, Daimer J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001267. Full description at Econpapers \|\| Download paper
2022	Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity. (2022). Wagner, Niklas ; Kinateder, Harald ; Batten, Jonathan A. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:567-588. Full description at Econpapers \|\| Download paper
2022	Long term equity risk premiums in the UK and US: A cautionary tale of weak mean reversion. (2022). Okunev, John ; Hodgson, Allan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:28:y:2022:i:17:p:1728-1744. Full description at Econpapers \|\| Download paper
2022	The choice of flotation methods: Evidence from Chinese seasoned equity offerings. (2022). Yuan, Weici ; Wang, Xuewu ; Hsu, Yuan-Teng ; Gao, Xuechen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001280. Full description at Econpapers \|\| Download paper
2022	Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility). (2022). Nielsen, Joshua ; Karmakar, Sayar ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202228. Full description at Econpapers \|\| Download paper
2022	Sentiment and stock market connectedness: Evidence from the U.S. â China trade war. (2022). Zhong, Angel ; Hu, Xiaolu ; Do, Hung ; Bissoondoyal-Bheenick, Emawtee. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000114. Full description at Econpapers \|\| Download paper
2022	Investor sentiment and machine learning: Predicting the price of Chinas crude oil futures market. (2022). Zhang, Lin ; Wen, BO ; Owen, B ; Jiang, Zhe. In: Energy. RePEc:eee:energy:v:247:y:2022:i:c:s0360544222003747. Full description at Econpapers \|\| Download paper
2022	U.S. banksâ lending, financial stability, and text-based sentiment analysis. (2022). Kouretas, Georgios P ; Aslanidis, Nektarios ; Agoraki, Maria-Eleni K. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:73-90. Full description at Econpapers \|\| Download paper
2022	Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction. (2022). Goodell, John W ; Chu, Gang ; Shen, Dehua ; Zhang, Yongjie. In: Annals of Operations Research. RePEc:spr:annopr:v:318:y:2022:i:1:d:10.1007_s10479-022-04892-0. Full description at Econpapers \|\| Download paper
2022	Scheduled macroeconomic news announcements and intraday market sentiment. (2022). Ryu, Doojin ; Cho, Hoon ; Seok, Sangik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000882. Full description at Econpapers \|\| Download paper
2022	Trading with the Informed and against the Uninformed: Flows and Positioning in the Global Currency Market. (2022). Melvin, Michael ; Giovanardi, Davide ; Franolic, Rob ; Barrios, Aldo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9921. Full description at Econpapers \|\| Download paper
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2022	The cash conversion cycle spread in China. (2022). Chai, Daniel ; Zheng, Gaoping ; Chen, Xin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000646. Full description at Econpapers \|\| Download paper
2022	Overnight returns of industry exchange?traded funds, investor sentiment, and futures market returns. (2022). Lee, Hsiuchuan ; Liao, Tzuhsiang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1114-1134. Full description at Econpapers \|\| Download paper
2022	How is Earnings News Transmitted to Stock Prices?. (2022). Martineau, Charles ; Gregoire, Vincent. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:1:p:261-297. Full description at Econpapers \|\| Download paper
2022	The anatomy of a fee change â evidence from cryptocurrency markets. (2022). Theissen, Erik ; Riordan, Ryan ; Mestel, Roland ; Brauneis, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:152-167. Full description at Econpapers \|\| Download paper
2022	Transaction fees: Impact on institutional order types, commissions, and execution quality. (2022). Odonoghue, Shawn M. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000118. Full description at Econpapers \|\| Download paper
2022	Forecasting high?yield equity and CDS index returns: Does observed cross?market informational flow have predictive power?. (2022). Yin, Anwen ; Procasky, William J. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1466-1490. Full description at Econpapers \|\| Download paper
2022	Ask Who, Not What: Bitcoin Volatility Forecasting with Twitter Data. (2021). Kaempf, Killian ; Erkul, Mert ; Akbiyik, Eren M ; Antulov-Fantulin, Nino ; Vasiliauskaite, Vaiva. In: Papers. RePEc:arx:papers:2110.14317. Full description at Econpapers \|\| Download paper
2022	Price discovery in the cryptocurrency market: evidence from institutional activity. (2022). Pham, Huy ; Thanh, Binh Nguyen ; Doan, Bao. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:49:y:2022:i:1:d:10.1007_s40812-021-00202-0. Full description at Econpapers \|\| Download paper
2022	Price discovery in fiat currency and cryptocurrency markets. (2022). Wu, Zhen-Xing ; Gau, Yin-Feng ; Huang, Guan-Ying. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005535. Full description at Econpapers \|\| Download paper
2022	Crimes Related to Cryptocurrency and Regulations to Combat Crypto Crimes. (2022). Ali, Naheeda. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:8:y:2022:i:3:p:289-302. Full description at Econpapers \|\| Download paper
2022	Timeâfrequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic. (2022). Cui, Jinxin ; Maghyereh, Aktham. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00395-w. Full description at Econpapers \|\| Download paper
2022	Inventory-Constrained Underwriters and Corporate Bond Offerings. (2022). Ottonello, Giorgio ; Nagler, Florian. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:12:y:2022:i:3:p:639-666.. Full description at Econpapers \|\| Download paper
2022	Institutional investorâ proportions and inactive trading. (2022). Liu, Shancun ; Wang, Jiarui ; Yang, Haijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001685. Full description at Econpapers \|\| Download paper
2022	Fund manager skill: selling matters more!. (2022). Eshraghi, Arman ; Taffler, Richard ; Jin, Liang ; Tosun, Onur Kemal. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:3:d:10.1007_s11156-022-01065-9. Full description at Econpapers \|\| Download paper
2022	Uncertainty and corporate default risk: Novel evidence from emerging markets. (2022). Nguyen, Duc Nguyen ; Xuan, Le Phuong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000567. Full description at Econpapers \|\| Download paper
2022	Firm-level political risk and distance-to-default. (2022). Mollah, Sabur ; Hasan, Shehub Bin ; Alam, Md Samsul ; Islam, Md Shahidul. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922001036. Full description at Econpapers \|\| Download paper
2022	Can ESG certification help company get out of over-indebtedness? Evidence from China. (2022). Zhang, Fan ; Lai, Xiaobing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001731. Full description at Econpapers \|\| Download paper
2022	Shareholder litigation rights and ESG controversies: A quasi-natural experiment. (2022). Jiraporn, Pornsit ; Kyaw, Khine ; Treepongkaruna, Sirimon. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003465. Full description at Econpapers \|\| Download paper
2022	Liquidity derivatives. (2022). Jappelli, Ruggero ; Bagnara, Matteo. In: SAFE Working Paper Series. RePEc:zbw:safewp:358. Full description at Econpapers \|\| Download paper
2022	Climate policy uncertainty and the stock return predictability of the oil industry. (2022). Zhang, Yaojie ; He, Mengxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001470. Full description at Econpapers \|\| Download paper
2022	Contagious margin calls: How COVID-19 threatened global stock market liquidity. (2022). ÃÂdegaard, Bernt ; Odegaard, Bernt Arne ; Philip, Richard ; Kwan, Amy ; Foley, Sean. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000628. Full description at Econpapers \|\| Download paper
2022	A Review on Machine Learning for Asset Management. (2022). Baixauli-Soler, Juan Samuel ; Garcia-Garcia, Alberto ; Mirete-Ferrer, Pedro M ; Prats, Maria A. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:84-:d:793303. Full description at Econpapers \|\| Download paper
2022	Salience theory and the cross-section of stock returns: International and further evidence. (2022). Zaremba, Adam ; Cakici, Nusret. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:689-725. Full description at Econpapers \|\| Download paper

Recent citations

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

Recent citations received in 2019

Year	Citing document
2019	Exploring Contrarian Degree in the Trading Behavior of Chinas Stock Market. (2019). Niu, Xiaojian ; Chen, Yue ; Zhang, Yan . In: Complexity. RePEc:hin:complx:1678086. Full description at Econpapers \|\| Download paper
2019	Differences in the effects of seller-initiated versus buyer-initiated crowded trades in stock markets. (2019). Yang, Chunpeng ; Zhou, Liyun. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:4:d:10.1007_s11403-019-00264-3. Full description at Econpapers \|\| Download paper
2019	Forecasting Realized Volatility: The role of implied volatility, leverage effect, overnight returns and volatility of realized volatility. (2019). Tsakou, Katerina ; McMillan, David ; Kambouroudis, Dimos. In: Working Papers. RePEc:swn:wpaper:2019-03. Full description at Econpapers \|\| Download paper
2019	Options pricing and shortÃ¢â¬Âselling in the underlying: Evidence from India. (2019). Vipul, ; Dixit, Alok ; Singh, Shiva M. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:10:p:1250-1268. Full description at Econpapers \|\| Download paper
2019	Is options trading informed? Evidence from credit rating change announcements. (2019). Zhang, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1085-1106. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	85	354
2	International Review of Financial Analysis / Elsevier	63	352
3	Journal of Financial Markets / Elsevier	56	307
4	Pacific-Basin Finance Journal / Elsevier	53	292
5	Journal of Banking & Finance / Elsevier	172	288
6	Finance Research Letters / Elsevier	65	264
7	Journal of Futures Markets / John Wiley & Sons, Ltd.	44	253
8	The North American Journal of Economics and Finance / Elsevier	44	219
9	Journal of Financial Economics / Elsevier	282	202
10	Journal of International Financial Markets, Institutions and Money / Elsevier	66	182
11	Journal of Empirical Finance / Elsevier	80	174