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Journal of Empirical Finance
H-index 15

Journal of Empirical Finance

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Economics and Finance 133 59 60 14

Additional Metrics

Number of Best Scientists*: 67
Documents by Best Scientists*: 68
Top 100 Ranked Scientists*: 1
SCIMAGO H-index: 98
SCIMAGO SJR: 0.944
Impact Factor: 2.4

Overview

Top Research Topics at Journal of Empirical Finance?

Journal of Empirical Finance primarily focuses on research topics in Econometrics, Financial economics, Volatility (finance), Monetary economics and Portfolio. While Econometrics is the focus of Journal of Empirical Finance, it also provided insights into the studies of Statistics, Predictability and Stock market. It explores issues in Financial economics which can be linked to other research areas like Stock exchange, Equity (finance) and Stock market index.

The Volatility (finance) study featured in Journal of Empirical Finance draws connections with the study of Futures contract. Journal of Empirical Finance is mostly focused on Monetary economics, specifically Market liquidity. The Forward volatility research discussed is included in the broader subject of Volatility smile.

The in-depth study on Volatility smile also explores topics in the intersecting field of Volatility swap.

  • Econometrics (52.65%)
  • Financial economics (23.87%)
  • Volatility (finance) (19.37%)

What are the most cited papers published in the journal?

  • A long memory property of stock market returns and a new model (2134 citations)
  • Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach (1277 citations)
  • Improved Estimation of the Covariance Matrix of Stock Returns With an Application to Portfolio Selection (1167 citations)

Research areas of the most cited articles at Journal of Empirical Finance:

The journal publications mainly tackle studies in Econometrics, Financial economics, Volatility (finance), Monetary economics and Stock market. The most cited articles address concerns in Econometrics which are intertwined with other disciplines, such as Statistics, Predictability and Portfolio. The journal publications facilitate discussions on Financial economics that incorporate concepts from other fields like Mid price, Stock market index, Equity (finance) and Stock exchange.

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

  • Statistics
  • Finance
  • Law

The previous edition focused in particular on these issues:

The aim of Journal of Empirical Finance is to expand the discussion of research in Econometrics, Monetary economics, Investment (macroeconomics), Volatility (finance) and Market liquidity. It holds forums on Econometrics that merges themes from other disciplines such as Business cycle, Profitability index, Estimator, Transaction cost and Index (economics). The research on Transaction cost tackled can also make contributions to studies in the areas of Arbitrage and Trading strategy.

The journal goes beyond the discussion of Monetary economics as it connects it with closely related disciplines like

  • Bond, which have a strong connection to Hedge fund,
  • Debt that intertwine with fields like Agency cost.. Journal of Empirical Finance addresses concerns in Investment (macroeconomics) which are intertwined with other disciplines, such as Corporate governance and Finance. Research on Volatility (finance) addressed in the journal frequently intersections with the field of Monte Carlo method.

The most cited articles from the last journal are:

  • Does vega-neutral options trading contain information? (4 citations)
  • Trading activity and price discovery in Bitcoin futures markets (4 citations)
  • Trader positions in VIX futures (3 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 Journal of Empirical Finance (based on the number of publications) are:

  • S. Ghon Rhee (7 papers) published 1 paper at the last edition the same number as at the previous edition,
  • Thorsten Lehnert (7 papers) absent at the last edition,
  • Theo Nijman (7 papers) absent at the last edition,
  • Yudong Wang (7 papers) absent at the last edition,
  • Peter C. Schotman (6 papers) published 1 paper 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 Journal of Empirical Finance (based on the number of publications) are:

  • Aarhus University (27 papers) published 1 paper at the last edition, 2 less than at the previous edition,
  • Erasmus University Rotterdam (25 papers) absent at the last edition,
  • Maastricht University (22 papers) published 1 paper at the last edition,
  • University of Toronto (19 papers) absent at the last edition,
  • College of Business Administration (18 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, 8.22% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 7.46% were posted by at least one author from the top 10 institutions publishing in the journal. Another 5.97% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 19.40% of all publications and 67.16% 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.

Understanding the Journal's Impact and Journal Rankings in the Field of Finance

In understanding both the present and potential future impacts of the Journal of Empirical Finance, it's crucial to examine the journal's ranking based on its impact factor and how it fares in contrast to other prominent financial journals. The impact factor, often calculated over a three-year period, is an indicator of the average number of citations received per paper published in the journal during those years. It is often noteworthy in determining a journal's relative importance within its field. The Journal of Empirical Finance's impact factor would provide indicators in regards to its significance within the field of finance, can help researchers in determining which publications can potentially give their findings the widest audience and can be advantageous for authors in deciding where to submit their research for publication. Moreover, comparing this impact to other journals in the field would help establish the Journal of Empirical Finance's standing within the larger academic finance discourse. Furthermore, recognising the trends, like increasing or decreasing impact factors, can provide insights about how the relevance of the journal has evolved over time. Other important parameters that can be explored are the immediacy index, which calculates how often articles from a journal are cited within the same year they're published, and the Eigenfactor score, a metric that uses citation data to measure the importance of a journal to the scientific community. When making decisions about future research studies or about where to submit your work for potential publication, you might also want to consider whether becoming a CPA in California is a good fit for your career goals. This involves evaluating accounting schools in California and understanding whether studying in one of these schools aligns with your career objectives, as well as your current academic and practical expertise complement the prevalent [financial research](/education/accounting-schools-in-california "how to become a cpa in california").

Top Publications

  • On the stability of stablecoins

    Klaus Grobys;Juha Junttila;James W. Kolari;Niranjan Sapkota

    (2021)
    126 Citations
  • Forecasting stock returns: A predictor-constrained approach

    Zhiyuan Pan;Davide Pettenuzzo;Yudong Wang

    (2020)
    38 Citations
  • Housing market spillovers through the lens of transaction volume: A new spillover index approach

    Jian Yang;Meng Tong;Meng Tong;Ziliang Yu

    (2021)
    37 Citations
  • Drivers of economic and financial integration: A machine learning approach

    Amir Akbari;Lilian Ng;Bruno Solnik

    (2021)
    34 Citations
  • National culture and housing credit

    Chrysovalantis Gaganis;Iftekhar Hasan;Iftekhar Hasan;Iftekhar Hasan;Fotios Pasiouras

    (2020)
    30 Citations
  • Artificial Intelligence Alter Egos: Who might benefit from robo-investing?

    Catherine D’Hondt;Rudy De Winne;Eric Ghysels;Eric Ghysels;Eric Ghysels;Steve Raymond

    (2020)
    30 Citations

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Best Scientists Contributing to This Journal