Journal of Financial Markets
Journal of Financial Markets is a journal indexed in SJR in Economics and Econometrics and Finance with an H index of 74. It has an SJR impact factor of 1,544 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 1,544.
Metrics
Scimago and CountryOfPapers database fields
SJR Impact
1,544
H-index
74
Docs (year)
39
Docs 3y
154
Total refs
1830
Cites 3y
384
Citable 3y
154
Cites/Doc 2y
2.24
Ref/Doc
46.92
Immediate OA
—
Embargoed OA
NPD
Non OA / Submission
0 €
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Researcher reviews
Best articles by citations
Divergence of opinion and equity returns under different states of earnings expectations
View moreWhose trades convey information? Evidence from a cross-section of traders
View moreExplaining the intra-day variation in the bid-ask spread in competitive dealership markets -A research note
View moreExpected issuance fees and market liquidity
View moreEvaluation of the biases in execution cost estimation using trade and quote data
View moreEquity volatility as a determinant of future term-structure volatility
View moreEquity hedging and exchange rates at the London 4p.m. fix
View moreEndogenous sunspots, pseudo-bubbles, and beliefs about beliefs
View moreEndogenous market statistics and security pricing:
View moreEndogenous informed trading in the presence of trading costs: Theory and evidence
View moreEmpirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders
View moreDoes mood affect trading behavior?
View moreDo relative leverage and relative distress really explain size and book-to-market anomalies?
View moreA new measure of the direction and timing of information flow between markets
View moreCross-listing, price discovery and the informativeness of the trading process
View moreCredit default swaps and market information
View moreCompetition in the market for NASDAQ securities
View moreCompeting market makers, liquidity provision, and bid-ask spreads
View moreCommonality in the time-variation of stock-stock and stock-bond return comovements
View moreCarry trades, momentum trading and the forward premium anomaly
View moreCan risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?
View moreAre momentum profits driven by the cross-sectional dispersion in expected stock returns?
View moreAnonymity, liquidity and fragmentation
View moreAn experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior
View more