Journal list Promote Sponsor
verified SJR 2,288 · Q1 • database Scopus / SJR & Web of Science indexed
International Review of Financial Analysis
United States · Elsevier Inc.
workspace_premium Q1 — Economics and Econometrics lock_open Open Access

International Review of Financial Analysis

International Review of Financial Analysis is a journal indexed in SJR in Economics and Econometrics and Finance with an H index of 110. It has an SJR impact factor of 2,288 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 2,288.

ISSN: 1057-5219
Publisher: Elsevier Inc.
Category: Economics and Econometrics
Indexation: verifiedScopus / SJR verifiedWeb of Science
open_in_new Portal NPD menu_book Guidelines NPD
schedule CountryOfPapers database fields
SJR Impact Factor trending_up
2,288 Q1
H-index 110
Acceptance rate pie_chart
27% Selective
Source Acceptance_Rate
Time to publication hourglass_top
NPD
Field NPD
Publication cost (APC) payments
NPD Open Access
Non-OA path 0 €

Metrics

Scimago and CountryOfPapers database fields

Scopus / SJR Web of Science

SJR Impact

2,288

H-index

110

Docs (year)

744

Docs 3y

1083

Total refs

48627

Cites 3y

11773

Citable 3y

1081

Cites/Doc 2y

10.52

Ref/Doc

65.36

Immediate OA

—

Embargoed OA

NPD

Non OA / Submission

0 €

shield Researcher voice

Name good journals. Call out predatory ones.

Share what peer review, fees, and timelines were really like. Praise fair editors. Flag APC traps, fake metrics, or spam solicitations — with facts from your submission.

Fair & fast peer review Clear APC / no surprise fees Suspected predatory Fake impact claims
rate_review Write an honest review

Researcher reviews

sentiment_dissatisfied No reviews yet — be the first to share an honest experience.
User
* Only to validate authenticity — identity is not shown publicly.

Best articles by citations

Dispersion of analysts' forecasts, precision of earnings, and trading volume reaction

View more

Why does book-to-market value of equity forecast cross-section stock returns?

View more

Expected stock returns, real business activity and consumption smoothing

View more

Expectations, technological change, information and the theory of financial markets

View more

Ex ungue leonem

View more

Event studies and replication: A commentary

View more

Evaluation of volatility forecasts in an economic value framework

View more

Estimation of the ARFIMA (p, d, q) fractional differencing parameter (d) using the classical rescaled adjusted range technique

View more

Estimating the market risk for nontraded securities: An application to Canadian public utilities

View more

Equilibrium asset price ranges

View more

Efficiency tests of options on Treasury bond futures contracts at the Chicago Board of Trade

View more

Economic evaluation of remuneration from patents and technology transfers

View more
SHOW MORE ARTICLES

Earnings announcements and portfolio selection. Do they add value?

View more

A generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities

View more

Determinants of the cross-section of stock returns in the Malaysian stock market

View more

Determinants of American Depositary Receipts and their underlying stock returns

View more

Common factors in international stock prices: Evidence from a cointegration study

View more

Changes in earnings-price ratios and excess returns: A case of investor over-reaction

View more

Capital flows and net international investment

View more

Can we reconcile finance with nature?

View more

An examination of the issue of form versus substance in an experimental asset market: A pilot study

View more

An analytical comparison of the durations and price sensitivities of fixed-rate, constant payment and constant amortization mortgages

View more

Accounting losses and investors' growth expectations

View more

A sociological explanation of financial market growth

View more

FAQs