ISSN: 1386-4181

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Journal of Financial Markets Q1 Unclaimed

Elsevier B.V. Netherlands

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Journal of Financial Markets is a journal indexed in SJR in Economics and Econometrics and Finance with an H index of 70. It has an SJR impact factor of 1,101 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 1,101.

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy: Open Choice

Type of publications:

Publication frecuency: -

Categories: Economics and Econometrics (Q1) Finance (Q1)

Price

- €

Inmediate OA

NPD

Embargoed OA

0 €

Non OA

Metrics

1,101

SJR Impact factor

70

H Index

60

Total Docs (Last Year)

127

Total Docs (3 years)

3176

Total Refs

311

Total Cites (3 years)

127

Citable Docs (3 years)

2.31

Cites/Doc (2 years)

52.93

Ref/Doc

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Other journals with similar parameters

Journal of Econometrics Q1
Annual Review of Economics Q1
Journal of Accounting and Economics Q1
Foundations and Trends in Finance Q1
Review of Finance Q1

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Aims and Scope

Best articles by citations

Specialist participation and limit orders

The tax-loss selling hypothesis, market liquidity, and price pressure around the turn-of-the-year

Specialist performance and new listing allocations on the NYSE: an empirical analysis

Modelling the buy and sell intensity in a limit order book market

Divergence of opinion and equity returns under different states of earnings expectations

The impact of preferencing on execution quality

Evaluation of the biases in execution cost estimation using trade and quote data

The total benefit of alternative assets to pension fund portfolios

Carry trades, momentum trading and the forward premium anomaly

Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks

Predicting VNET: A model of the dynamics of market depth

On the presence and market-structure of exchanges around the world

SHOW MORE ARTICLES

Quantifying market order execution quality at the New York stock exchange

Teenies' anyone?

Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes

Is the value spread a useful predictor of returns?

Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?

How should individual investors diversify? An empirical evaluation of alternative asset allocation policies

Information dissemination by insiders in equilibrium

Macroeconomic uncertainty and the cross-section of option returns

Reputation and interdealer trading: a microstructure analysis of the Treasury Bond market

Profits and speculation in intra-day foreign exchange trading

Explaining the intra-day variation in the bid-ask spread in competitive dealership markets -A research note

Volatility-of-volatility and the cross-section of option returns