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exaly
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Journals
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Journal of Empirical Finance
›
top-articles
Journal of Empirical Finance
2.2
(top 20%)
impact factor
1.4K
(top 20%)
papers
51.7K
(top 10%)
citations
103
(top 5%)
h
-index
2.2
(top 20%)
impact factor
1.7K
all documents
64.9K
doc citations
182
(top 5%)
g
-index
Top Articles
#
Title
Journal
Year
Citations
1
A long memory property of stock market returns and a new model
Journal of Empirical Finance
1993
2,726
2
Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
Journal of Empirical Finance
2000
1,281
3
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
Journal of Empirical Finance
2003
1,250
4
Intraday periodicity and volatility persistence in financial markets
Journal of Empirical Finance
1997
1,014
5
Investor sentiment and the near-term stock market
Journal of Empirical Finance
2004
975
6
The forward discount anomaly and the risk premium: A survey of recent evidence
Journal of Empirical Finance
1996
851
7
Robust performance hypothesis testing with the Sharpe ratio
Journal of Empirical Finance
2008
731
8
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Journal of Empirical Finance
2004
661
9
Measuring financial contagion: A Copula approach
Journal of Empirical Finance
2007
654
10
The econometrics of financial markets
Journal of Empirical Finance
1996
637
11
Investor sentiment and stock returns: Some international evidence
Journal of Empirical Finance
2009
612
12
International comovement of stock market returns: A wavelet analysis
Journal of Empirical Finance
2009
578
13
Common stock offerings across the business cycle
Journal of Empirical Finance
1993
541
14
Volatilities of different time resolutions — Analyzing the dynamics of market components
Journal of Empirical Finance
1997
537
15
Emerging markets finance
Journal of Empirical Finance
2003
502
16
Market stress and herding
Journal of Empirical Finance
2004
472
17
Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets
Journal of Empirical Finance
1994
465
18
Understanding the relationship between founder–CEOs and firm performance
Journal of Empirical Finance
2009
450
19
Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements
Journal of Empirical Finance
2005
437
20
The quality of market volatility forecasts implied by S&P 100 index option prices
Journal of Empirical Finance
1998
426
21
Volatility and cross correlation across major stock markets
Journal of Empirical Finance
1998
402
22
Instability of return prediction models
Journal of Empirical Finance
2006
375
23
A simple measure of the intensity of capital controls
Journal of Empirical Finance
2003
369
24
Alternative constructions of Tobin's q: An empirical comparison
Journal of Empirical Finance
1994
357
25
CAPM over the long run: 1926–2001
Journal of Empirical Finance
2007
343
26
Local bias in venture capital investments
Journal of Empirical Finance
2010
341
27
Firm-level implications of early stage venture capital investment — An empirical investigation
Journal of Empirical Finance
2007
337
28
Modelling daily Value-at-Risk using realized volatility and ARCH type models
Journal of Empirical Finance
2004
326
29
Sensitivity analysis of Values at Risk
Journal of Empirical Finance
2000
323
30
High frequency data in financial markets: Issues and applications
Journal of Empirical Finance
1997
313
31
The specification of conditional expectations
Journal of Empirical Finance
2001
299
32
Predictable behavior, profits, and attention
Journal of Empirical Finance
2007
299
33
A network perspective of the stock market
Journal of Empirical Finance
2010
299
34
Corporate governance and firm value: International evidence
Journal of Empirical Finance
2011
294
35
A primer on hedge funds
Journal of Empirical Finance
1999
292
36
The information content of the trading process
Journal of Empirical Finance
1997
287
37
Forecasting financial market volatility: Sample frequency vis-à-vis forecast horizon
Journal of Empirical Finance
1999
270
38
Analysis of hedge fund performance
Journal of Empirical Finance
2004
269
39
Tail index and quantile estimation with very high frequency data
Journal of Empirical Finance
1997
263
40
The incremental volatility information in one million foreign exchange quotations
Journal of Empirical Finance
1997
263
41
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data
Journal of Empirical Finance
2011
252
42
Political uncertainty and bank loan contracting
Journal of Empirical Finance
2014
247
43
Market timing and return prediction under model instability
Journal of Empirical Finance
2002
246
44
Conditional tail-risk in cryptocurrency markets
Journal of Empirical Finance
2019
244
45
A contingent claim approach to performance evaluation
Journal of Empirical Finance
1994
233
46
When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions
Journal of Empirical Finance
2011
231
47
In-sample vs. out-of-sample tests of stock return predictability in the context of data mining
Journal of Empirical Finance
2006
222
48
Are investors moonstruck? Lunar phases and stock returns
Journal of Empirical Finance
2006
220
49
Analysis of intraday herding behavior among the sector ETFs
Journal of Empirical Finance
2004
219
50
The rise in comovement across national stock markets: market integration or IT bubble?
Journal of Empirical Finance
2004
213
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