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The Journal of Asset Management

Springer Nature

AJG 2ABDC B
Abstract coveragesee Methodology
Recent paperssorted by most recent
PaperYearCitations
Mean–trend risk portfolio selection with non-dominated sorting asset preselection
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Stock-level sentiment contagion and stock price bubbles
Liyun Zhou & Jiamin Zheng
20260 citations
Decoding the crypto crowd: how social media sentiment predicts Ethereum’s price
Ahmed Bouteska & Murad Harasheh
20260 citations
May the better team perform: team effects in the performance of DeSPACs
Matthias Eschweiler & Marvin Zumkley
20260 citations
Sustainability in calm and rough waters: an empirical investigation of european ESG ETFs
Lena Gebauer et al.
20260 citations
Exploring the real wealth creation in U.K. stocks
Jonathan Fletcher & Michael O’Connell
20260 citations
Asset Manager Capitalism, Stakeholder Management and Share Buybacks
Demir Bektić & Patrick Jahnke
20260 citations
Euro interest rate swap yields: some ARDL models
Tanweer Akram & Khawaja Mamun
20260 citations
CSR investments strategies of financially distressed firms in competitive markets
Najet Rejeb et al.
20260 citations
Multidimensional analysis of sectoral equity dynamics: deconstructing market trends via functional data and vine copula integration
Çağlar Sözen
20260 citations
Diversification effects of ESG penalties in sustainable mean–variance portfolios
Lukas Müller
20260 citations
Relative to whom? The impact of peer groups on ESG ratings and financial performance
Matthias Muck & Thomas Schmidl
20260 citations
Bitcoin’s sensitivity to external narratives: a study of abnormal returns in a transformative era
Tchai Tavor
20260 citations
Reconstruction of the profitability factor in China
Xiping Cui
20260 citations
Geopolitical threats and the reversal of equity size premiums
Md Khaled Hossain Rafi & Syed Riaz Mahmood Ali
20260 citations
Price jumps in the FX markets using the quantile frequency VAR connectedness framework
George N. Apostolakis et al.
20260 citations
Indian fund managers’ corporate and peer network centrality and fund performance
Sayantan Kundu & Sudipta Majumdar
20260 citations
Fama-French 1992 redux with optimal robust regression
R. Douglas Martin
20260 citations
Dynamic connectedness between equity market volatility and green assets dynamic: fresh findings from deep learning TVP-VAR
Trần Thị Mai Hoa & Le Thanh Ha
20260 citations
Real-time return extensions of realized GARCH models for improved risk management in asset markets
Didit Budi Nugroho et al.
20260 citations

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