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verified SJR 1,544 · Q1 • database Scopus / SJR & Web of Science indexed
Journal of Financial Markets
Netherlands · Elsevier B.V.
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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.

ISSN: 1386-4181
Publisher: Elsevier B.V.
Category: Economics and Econometrics
Indexation: verifiedScopus / SJR verifiedWeb of Science
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schedule CountryOfPapers database fields
SJR Impact Factor trending_up
1,544 Q1
H-index 74
Acceptance rate pie_chart
28% 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

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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Best articles by citations

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

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Whose trades convey information? Evidence from a cross-section of traders

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

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Expected issuance fees and market liquidity

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

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Equity volatility as a determinant of future term-structure volatility

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Equity hedging and exchange rates at the London 4p.m. fix

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Endogenous sunspots, pseudo-bubbles, and beliefs about beliefs

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Endogenous market statistics and security pricing:

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Endogenous informed trading in the presence of trading costs: Theory and evidence

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Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders

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Does mood affect trading behavior?

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Do relative leverage and relative distress really explain size and book-to-market anomalies?

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A new measure of the direction and timing of information flow between markets

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Cross-listing, price discovery and the informativeness of the trading process

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Credit default swaps and market information

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Competition in the market for NASDAQ securities

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Competing market makers, liquidity provision, and bid-ask spreads

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Commonality in the time-variation of stock-stock and stock-bond return comovements

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Carry trades, momentum trading and the forward premium anomaly

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

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An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior

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