ISSN: 0270-7314

Journal Home

Journal Guideline

Journal of Futures Markets Q2 Unclaimed

Wiley-Liss Inc. United States

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

Journal of Futures Markets is a journal indexed in SJR in Economics and Econometrics and Accounting with an H index of 67. It has a price of 2083 €. It has an SJR impact factor of 0,632 and it has a best quartile of Q2. It is published in English. It has an SJR impact factor of 0,632.

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy: Open Choice

Type of publications:

Publication frecuency: -

Categories: Accounting (Q2) Business, Management and Accounting (miscellaneous) (Q2) Business, Management and Accounting (miscellaneous) (Q2) Economics and Econometrics (Q2) Finance (Q2)

Price

2083 €

Inmediate OA

NPD

Embargoed OA

0 €

Non OA

Metrics

0,632

SJR Impact factor

67

H Index

79

Total Docs (Last Year)

263

Total Docs (3 years)

4118

Total Refs

678

Total Cites (3 years)

252

Citable Docs (3 years)

2.32

Cites/Doc (2 years)

52.13

Ref/Doc

Comments

No comments ... Be the first to comment!

Publication speed *

Review quality *

Edition and editorial team *

Institutional email or ORCID *

* The email or ORCID field is only to validate the authenticity of the comment, the identity will not be public. .

Other journals with similar parameters

Journal of Family and Economic Issues Q2
Economic Change and Restructuring Q2
Journal of Macroeconomics Q2
International Journal of Market Research Q2
Foundations and Trends in Marketing Q2

Compare this journals

Aims and Scope

Best articles by citations

Arbitrage opportunities, liquidity provision, and trader types in an index option market

A reexamination of portfolio insurance: The use of index put options

The impact of soft intervention on the Chinese financial futures market

Intraday futures volatility and theories of market behavior

Mispricing of index futures contracts and short sales constraints

The intraday pricing efficiency of Hong Kong Hang Seng Index options and futures markets

Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach

Pricing VIX derivatives with infinite-activity jumps

Regime switching in the yield curve

An empirical analysis of the alleged manipulation attempt and forced liquidation of the July 1989 soybean futures contract

The predictive power of implied stochastic variance from currency options

A graphical note on European put thetas

SHOW MORE ARTICLES

The Binomial Black-Scholes model and the Greeks

Time variation in the tail behavior of Bund future returns

Realized bond - stock correlation: Macroeconomic announcement effects

The rolling spot futures contract: An error correction model analysis

A note on estimating the minimum extended Gini hedge ratio

A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices

Empirical Properties, Information Flow, and Trading Strategies of China's Soybean Crush Spread

The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk

Risk premia in the ruble/dollar futures market

Marking-to-market and the demand for interest rate futures contracts

Asymmetric information and corporate derivatives use

Optimum futures hedge in the presence of clustered supply and demand shocks, stochastic basis, and firm's costs of hedging