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Journal of Empirical Finance

IF2.4
Papers43
Citations3931
Journal Papers 43
Publication Date
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Back to the future: Revival of behavioral explanations for long-term return reversals
deleteJournal of Empirical Finance
IF2.4
delete2026-08-01
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deleteChen, Tsung-Yu; Chou, Pin-Huang; Ko, Kuan-Cheng; Rhee, S. Ghon
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The free dividend fallacy in the Chinese stock market: Evidence from stock pricing behavior around ex-dividend day
deleteJournal of Empirical Finance
IF2.4
delete2026-04-01
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deleteChang, Jeffery Jinfan; Du, Huancheng; Ni, Xiaoran; Wang, Yuheng
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Bankruptcy prediction of privately held SMEs using feature selection methods
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IF2.4
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deleteParaschiv, Florentina; Schmid, Markus; Wahlstrom, Ranik Raaen
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Do shortages forecast aggregate and sectoral US stock market realized variance? Evidence from a century of data
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IF2.4
delete2026-04-01
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deleteBonato, Matteo; Gupta, Rangan; Pierdzioch, Christian
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The veracity of insider trading signals in financially distressed firms
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IF2.4
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deleteHill, Paula; Korczak, Adriana; Wang, Shuo
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Unlocking stability: Corporate site visits and information disclosure
deleteJournal of Empirical Finance
IF2.4
delete2026-02-01
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deleteLiu, Zhou; Shi, Lina; Yang, Yaxian; Zhang, Shunming
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Deep learning, predictability, and optimal portfolio returns
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IF2.4
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deleteBabiak, Mykola; Barunik, Jozef
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Who hires whom? connected hiring in the CEO labor market
deleteJournal of Empirical Finance
IF2.4
delete2026-02-01
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deleteKim, Hyemin; Low, Angie
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Positivity and long-lasting momentum
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IF2.4
delete2026-02-01
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deleteChen, Jingjing; Jiang, George J.; Liu, Chenye; Zhu, Dongming
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IPO underwriting incentives and macroeconomic forecast optimism
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IF2.4
delete2026-02-01
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deleteJiang, Danyang; Li, Haoyuan; Tian, Xiaoli
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Salience theory and cross-sectional corporate bond returns
deleteJournal of Empirical Finance
IF2.4
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deleteChen, Xi; Wang, Junbo; Wei, K. C. John; Wu, Chunchi; Zhang, Linti
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Firm location and the value-growth premium
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IF2.4
delete2026-02-01
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deleteAmbrose, Brent W.; Chen, Yifan; Simin, Timothy T.
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Measuring daily systemic risk with intraday data: Evidence from foreign exchange market
deleteJournal of Empirical Finance
IF2.4
delete2026-02-01
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deleteZhou, Yi; Xia, Wenjing; Ye, Wuyi
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Are the stylized features of stock returns the same in market downturns and upturns?
deleteJournal of Empirical Finance
IF2.4
delete2026-02-01
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deleteCheng, Bowen; Huang, Wanling; Ning, Cathy; Xu, Dinghai
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A skew is a skill: Portfolio skewness of mutual fund holdings
deleteJournal of Empirical Finance
IF2.4
delete2026-01-01
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deleteDrienko, Jo; Gao, Chao; Liu, Yifei
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Factors in the cross-section of Chinese corporate bonds: Evidence from reduced-rank analysis
deleteJournal of Empirical Finance
IF2.4
delete2026-01-01
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deleteJin, Xuejun; Chen, Yifan; Liu, Xiaobin; Zeng, Tao
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Deleveraging driven by profitability improvement: Evidence from China's business tax to value-added tax transition
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IF2.4
delete2026-01-01
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deleteQian, Zhenjie; Xi, Dan; Xu, Jia; Zhou, Lingrui
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On evaluating the style-selection skill of hedge funds
deleteJOURNAL OF EMPIRICAL FINANCE
IF2.4
delete2025-12-01
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deleteYe, Xiaolin; Li, Baibing; Tee, Kai-Hong
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Volatility and jumps in the Chinese Yuan using Gumbel distribution during the trade war and COVID-19 pandemic
deleteJOURNAL OF EMPIRICAL FINANCE
IF2.4
delete2025-12-01
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deleteYi, Chae-Deug
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Information salience, investor attention, and stock price crash risk
deleteJournal of Empirical Finance
IF2.4
delete2025-12-01
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deleteChen, Zhenshan; Li, Zhibing; Liu, Jie; Liu, Xiaoyu
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