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Annals of Finance
H-index 5

Annals of Finance

1614-2446

Published by: Springer

https://www.springer.com/journal/10436

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Economics and Finance 408 17 20 5

Additional Metrics

Number of Best Scientists*: 19
Documents by Best Scientists*: 23
Top 100 Ranked Scientists*: 0
SCIMAGO H-index: 29
SCIMAGO SJR: 0.339
Impact Factor: N/A

Overview

Top Research Topics at Annals of Finance?

Mathematical finance, Econometrics, Financial economics, Microeconomics and Monetary economics are the subjects of interest in the journal. Mathematical finance research featured in Annals of Finance incorporates concerns from various other topics such as Arbitrage, Mathematical economics, Financial market, Portfolio and Volatility (finance). The Arbitrage study featured in Annals of Finance draws parallels with the field of Fundamental theorem of asset pricing.

The journal explores research in Portfolio and the adjacent study of Actuarial science. It features Econometrics research that overlaps with concepts in Asset (economics). The studies on Financial economics discussed can also contribute to research in the domains of Interest rate, General equilibrium theory and Investment (macroeconomics).

The Monetary economics works featured in the journal incorporate elements from Capital structure and Debt. The works on Implied volatility deal in particular with Forward volatility. Research on Volatility smile addressed in it frequently intersections with the field of Volatility swap.

  • Mathematical finance (71.24%)
  • Econometrics (34.20%)
  • Financial economics (24.09%)

What are the most cited papers published in the journal?

  • Option pricing and Esscher transform under regime switching (326 citations)
  • A dynamic model of entrepreneurship with borrowing constraints: theory and evidence (146 citations)
  • The fundamental theorem of asset pricing for continuous processes under small transaction costs (111 citations)

Research areas of the most cited articles at Annals of Finance:

The journal articles mainly deal with areas of study such as Mathematical finance, Econometrics, Financial economics, Volatility (finance) and Microeconomics. The journal papers address concerns in Mathematical finance which are intertwined with other disciplines, such as Asset (economics), Arbitrage, Mathematical economics, Financial market and Entrepreneurship. The journal papers tackle research in Stochastic volatility as part of the general discipline of Econometrics, however, they also discuss concepts in Geometric Brownian motion.

What topics the last edition of the journal is best known for?

  • Statistics
  • Finance
  • Microeconomics

The previous edition focused in particular on these issues:

The scientific interests tackled in the journal are Mathematical finance, Econometrics, Portfolio, Volatility (finance) and Capital (economics). It aims to investigate interdisciplinary topics such as Mathematical finance and Context (language use). In addition to Econometrics research, the journal aims to explore topics under Stock price, Momentum (finance) and Asset (economics).

While the journal focused on Portfolio, it was also able to explore topics like Common value auction, Microeconomics and Asset manager. The journal tackles research in Volatility clustering, Autoregressive conditional heteroskedasticity and Black–Scholes model as part of the general discipline of Volatility (finance), however, it also discusses concepts in Structural approach. Aside from investigating topics in Capital requirement under Capital (economics), Annals of Finance also explores concepts in Psychological resilience.

The most cited articles from the last journal are:

  • Bank default indicators with volatility clustering (2 citations)
  • Performance of advanced stock price models when it becomes exotic: an empirical study (1 citations)
  • Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging (1 citations)

Papers citation over time

A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.

The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.

The top authors publishing in Annals of Finance (based on the number of publications) are:

  • Dimitrios P. Tsomocos (8 papers) absent at the last edition,
  • Frederi Viens (7 papers) absent at the last edition,
  • Robert J. Elliott (7 papers) published 1 paper at the last edition,
  • Dilip B. Madan (6 papers) absent at the last edition,
  • Charles Goodhart (5 papers) absent at the last edition.

The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.

Only papers with recognized affiliations are considered

The top affiliations publishing in Annals of Finance (based on the number of publications) are:

  • University of Oxford (15 papers) absent at the last edition,
  • Purdue University (13 papers) absent at the last edition,
  • Columbia University (11 papers) published 1 paper at the last edition,
  • University of Manchester (11 papers) published 1 paper at the last edition the same number as at the previous edition,
  • University of Maryland, College Park (9 papers) published 1 paper at the last edition.

The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.

Publication chance based on affiliation

The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.

The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.

During the most recent 2021 edition, 13.04% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 15.00% were posted by at least one author from the top 10 institutions publishing in the journal. Another 5.00% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 40.00% of all publications and 40.00% were from other institutions.

Returning Authors Index

A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.

The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.

Returning Institution Index

The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.

The experience to innovation index

Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).

The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:

  • Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
  • Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
  • Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
  • Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
  • Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.

Educational Programs and Career Prospects in Finance

While this article provides an in-depth analysis of the research topics, citations, institutions, and indices related to journal articles in the field of finance, it would be significantly beneficial for readers if it also touched upon the educational aspects that are part of the broader financial discipline. This information could guide potential students or professionals looking to further their knowledge in the field. In the United States, numerous universities offer finance programs at the undergraduate, graduate, and doctoral levels. These programs typically involve a variety of coursework such as portfolio management, financial modeling, corporate finance, and investment analysis. Beyond that, many universities offer concentrations or courses on subjects like econometrics, financial economics, and mathematical finance, which are also prominent subjects observed in this journal. Particularly in Colorado, a range of universities are highly recognized for their quality accounting programs which are closely associated with the financial domain. For instance, you can check out some of the best accounting programs in Colorado here. After graduating from these programs, students often enter fields such as investment banking, asset management, risk management, and absolute analytics, among others. Furthermore, graduates from exceptional accounting programs are attractive candidates for major accounting firms and corporations offering competitive accounting and financial roles. To stay updated in this fast-paced industry, many finance professionals are also regular readers or contributors to journals and conferences related to finance. Participating in journals such as the Annals of Finance helps professionals stay abreast of the latest research and trends in the field, thus better informing their financial decisions and strategies in their professional roles.

Top Publications

  • Forecasting Volatility in Bitcoin Market

    Mawuli Segnon;Stelios Bekiros;Stelios Bekiros

    (2020)
    17 Citations
  • The impact of financial crises on the environment in developing countries

    João Tovar Jalles;João Tovar Jalles

    (2020)
    11 Citations
  • Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors

    Mohamed Sahbi Nakhli;Mohamed Sahbi Nakhli;Abderrazak Dhaoui;Julien Chevallier

    (2021)
    11 Citations
  • A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility

    Luciano I. de Castro;Marialaura Pesce;Nicholas C. Yannelis

    (2020)
    8 Citations
  • Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules

    Vincenzo Russo;Valentina Lagasio;Marina Brogi;Frank J. Fabozzi

    (2020)
    8 Citations

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Best Scientists Contributing to This Journal

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