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Annals of Financial Economics
H-index 9

Annals of Financial Economics

2010-4952

Published by: World Scientific

https://www.worldscientific.com/worldscinet/afe

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Economics and Finance 260 17 45 9

Additional Metrics

Number of Best Scientists*: 18
Documents by Best Scientists*: 45
Top 100 Ranked Scientists*: 1
SCIMAGO H-index: 19
SCIMAGO SJR: 1.088
Impact Factor: 3.6

Overview

Top Research Topics at Annals of Financial Economics?

The scientific interests tackled in Annals of Financial Economics are Econometrics, Financial economics, Monetary economics, Volatility (finance) and Portfolio. Research on Econometrics addressed in the journal frequently intersections with the field of Actuarial science. Annals of Financial Economics focuses on Financial economics but the discussions also offer insight into other areas such as Financial market, Stock market, Interest rate and Stock exchange.

The journal is focused mainly on Volatility (finance), particularly Implied volatility.

  • Econometrics (32.84%)
  • Financial economics (22.06%)
  • Monetary economics (14.22%)

What are the most cited papers published in the journal?

  • A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR (65 citations)
  • IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS (28 citations)
  • MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN (22 citations)

Research areas of the most cited articles at Annals of Financial Economics:

The published papers generally zeroe in on subjects such as Econometrics, Financial economics, Risk management, Arbitrage and Asset allocation. The most cited publications blend together research topics in Econometrics and Function (engineering). The studies on Financial economics discussed at the journal articles can also contribute to research in the domains of Tail risk and Digital currency.

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

  • Statistics
  • Finance
  • Macroeconomics

The previous edition focused in particular on these issues:

The journal aims to foster the development of research in Applied mathematics, Volatility (finance), Accounting, Regression analysis and Empirical evidence. It explores topics in Applied mathematics which can be helpful for research in disciplines like Regularization (mathematics), Corporate bond and Interest rate. It holds forums on Volatility (finance) that merges themes from other disciplines such as Ordinary least squares, Demographic economics, Arbitrage, Futures contract and Index (economics).

While work presented in Annals of Financial Economics provided substantial information on Index (economics), it also covered topics in Financial economics, Portfolio, Treasury and Realized variance. Poisson distribution, Stock market index, Data set and Financial market are some topics wherein Regression analysis research discussed in it have an impact. It facilitates the exploration of Empirical evidence in relation to the fields of 2019-20 coronavirus outbreak, Limit (mathematics), Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), Econometrics and Capital asset pricing model.

The most cited articles from the last journal are:

  • ZERO-INFLATED POISSON REGRESSION MODELS: APPLICATIONS IN THE SCIENCES AND SOCIAL SCIENCES (1 citations)
  • EVALUATING THE EFFICIENCY OF VIETNAM BANKS USING DATA ENVELOPMENT ANALYSIS (0 citations)
  • Uncertainty related to infectious diseases and forecastability of the realized volatility of us treasury securities (0 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 Financial Economics (based on the number of publications) are:

  • Michael McAleer (11 papers) absent at the last edition,
  • Wing-Keung Wong (8 papers) published 1 paper at the last edition the same number as at the previous edition,
  • David E. Allen (7 papers) absent at the last edition,
  • Michael McAleer (7 papers) published 4 papers at the last edition, 1 more than at the previous edition,
  • Chia-Lin Chang (6 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 Financial Economics (based on the number of publications) are:

  • National Tsing Hua University (16 papers) absent at the last edition,
  • National Chung Hsing University (7 papers) absent at the last edition,
  • Curtin University (6 papers) absent at the last edition,
  • Open University (6 papers) published 1 paper at the last edition the same number as at the previous edition,
  • Edith Cowan University (6 papers) absent 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, 18.18% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 66.67% were posted by at least one author from the top 10 institutions publishing in the journal. Another 22.22% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 11.11% of all publications and 0.00% 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.

Career Insights for Aspiring Financial Economists in Indiana

Considering the intricate research topics highlighted above, anyone interested in pursuing a career in financial economics must possess extensive knowledge derived from a merging of theory and practical research. It's crucial to engage in continuous learning to keep up with emerging technologies, financial concepts, database systems, and statistical tools applied in the field. For local individuals in Indiana with an aspiration of becoming certified public accountants (CPAs), there's an array of comprehensive programs from top-ranking institutions that provide the essential training needed to excel in fields such as econometrics, volatility finance, and financial economics. These programs help students to strengthen their proficiency and thereby contribute to their effectiveness in their future roles. While the examination and experience requirements vary by state, a solid education foundation is a key step toward achieving CPA certification. Taking courses such as risk management, financial market analysis, and portfolio management equips professionals with the skills necessary to navigate the ever-changing landscape of finance and make informed financial decisions. In Indiana, both under-and post-graduate degree programs stand out in their methodical curriculum development. They focus on modern financial theories, quantitative methods, and ethical professional conduct. Interested parties are encouraged to explore some of the best accounting schools in Indiana, which offer a rigorous curriculum that helps prepare students for the CPA examination and provide them a pathway to pursue careers in academia as well as the private sector. For students eager to delve into the rigors of financial economics, it's worth examining the requirements on how to be a CPA in Indiana. This guide offers an in-depth overview of the educational prerequisites, examination details, and necessary work experience for becoming a CPA. While the realm of financial economics is complex and ever-evolving, the educational landscape keenly adapts to industry demands, providing aspiring CPAs with the tools necessary to make a significant impact in their chosen careers.

Top Publications

  • On the Relationship Between Economic Policy Uncertainty, Geopolitical Risk and Stock Market Returns in South Korea: A Quantile Causality Analysis

    Unknown

    (2022)
    146 Citations
  • IMPACT OF COVID-19 ON VOLATILITY SPILLOVERS ACROSS INTERNATIONAL MARKETS: EVIDENCE FROM VAR ASYMMETRIC BEKK GARCH MODEL

    (2022)
    58 Citations
  • CORPORATE VALUATION SPURRED BY INFORMATION TRANSPARENCY IN AN EMERGING ECONOMY

    Tran Thai Ha Nguyen;Tran Thai Ha Nguyen;Wing-Keung Wong;Wing-Keung Wong;Wing-Keung Wong;Gia Quyen Phan;Dang Thanh Minh Tran;Dang Thanh Minh Tran

    (2021)
    38 Citations
  • MODELING OF STOCK RETURNS IN CONTINUOUS VIS-À-VIS DISCRETE TIME IS EQUIVALENT, RESPECTIVELY, TO THE CONDITIONING OF STOCK RETURNS ON A RANDOM WALK PROCESS FOR TRADE IMBALANCES VIS-À-VIS A RANDOM WALK PROCESS FOR EVOLUTION OF INFORMATION

    (2022)
    26 Citations
  • The Asymmetric Effect of the Extreme Changes in the Economic Policy Uncertainty on the Exchange Rates: Evidence from Emerging Seven Countries

    (2022)
    21 Citations

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Best Scientists Contributing to This Journal