Default: Journal of Financial Economics

ISSN: 0304-405X

Journal Home

Journal Guideline

Journal of Financial Economics Q1 Unclaimed

Elsevier Netherlands
Unfortunately this journal has not been claimed yet. For this reason, some information may be unavailable.

Journal of Financial Economics is a journal indexed in SJR in Economics and Econometrics and Accounting with an H index of 256. It has an SJR impact factor of 11,673 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 11,673.

Journal of Financial Economics focuses its scope in these topics and keywords: risk, corporate, market, asset, evidence, premia, role, governance, executive, exchange, ...

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy: Open Choice

Type of publications:

Publication frecuency: -

Price

- €

Inmediate OA

NPD

Embargoed OA

- €

Non OA

Metrics

Journal of Financial Economics

11,673

SJR Impact factor

256

H Index

154

Total Docs (Last Year)

373

Total Docs (3 years)

7975

Total Refs

3129

Total Cites (3 years)

372

Citable Docs (3 years)

6,88

Cites/Doc (2 years)

51,79

Ref/Doc

Aims and Scope


risk, corporate, market, asset, evidence, premia, role, governance, executive, exchange, equity, foreign, fragilitycorporate, hypotheses, interest, interestexpectation, japanoption, effectsasset, downgrades, discrete, anomalies, banks, basis, behavior, contributionsthe, commodity, common, conflicts, connections, currency, debt,



Best articles by citations

Top management turnover an empirical investigation of mutual fund managers

View more

Bounds on contingent claims based on several assets

View more

The optimal spread and offering price for underwritten securities

View more

Limit orders and the alleged Nasdaq collusion

View more

Special dividends and the evolution of dividend signaling

View more

A reexamination of option values implicit in callable Treasury bonds

View more

CEO incentive plans and corporate liquidation policy1The authors would like to acknowledge the helpful comments of Annup Agrawal, Ravi Anshuman, Betty Strock Bagnani, Jeffrey Cohen, Rebel Cole, Dennis Hanno, Clifford Holderness, Gerald Holtz, Edith H

View more

Competition, reach for yield, and money market funds

View more

An empirical analysis of prepackaged bankruptcies

View more

Pricing the strategic value of putable securities in liquidity crises

View more

The capital gain lock-in effect and long-horizon return reversal

View more

The term structure of very short-term rates: New evidence for the expectations hypothesis

View more
SHOW MORE ARTICLES

Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market

View more

Do the individuals closest to internet firms believe they are overvalued

View more

An empirical analysis of strategic competition and firm values the case of R&D competition

View more

An alternative valuation model for contingent claims

View more

Causes of financial distress following leveraged recapitalizations

View more

DOS Kapital: Has antitrust action against Microsoft created value in the computer industry?

View more

Ex-day behavior with dividend preference and limitations to short-term arbitrage: the case of Swedish lottery bonds

View more

The degree of price resolution and equity trading costs

View more

Deregulation, disintermediation, and agency costs of debt: evidence from Japan1We are grateful for helpful comments by Craig Dunbar, Vidhan Goyal, Bob Hendershott, James Hodder, Takeo Hoshi, Chuan Yang Hwang, Nararayan Jayaraman, Sangphill Kim, Ken L

View more

Share price and mortality: An empirical evaluation of newly listed Nasdaq stocks

View more

An analysis of mutual fund design: the case of investing in small-cap stocks11I have benefited from generous access to the portfolio managers and trade room personnel at Dimensional Fund Advisors. Thanks also to Marshall Blume, David Booth, Truman Cl

View more

Clinical papers and their role in the development of financial economics

View more

Comments

No comments ... Be the first to comment!

FAQS