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Quarterly Journal of Finance
H-index 3

Quarterly Journal of Finance

2010-1392

Published by: World Scientific

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

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Economics and Finance 571 6 10 3

Additional Metrics

Number of Best Scientists*: 13
Documents by Best Scientists*: 14
Top 100 Ranked Scientists*: 0
SCIMAGO H-index: 27
SCIMAGO SJR: 0.407
Impact Factor: 0.4

Overview

Top Research Topics at Quarterly Journal of Finance?

The journal explores disciplines such as Monetary economics, Econometrics, Market liquidity, Financial economics and Finance. The studies in Monetary economics featured incorporate elements of Asset (economics), Equity (finance), Investment (macroeconomics), Bond and Hedge fund. While Asset (economics) is the focus of Quarterly Journal of Finance, it also provided insights into the studies of Corporate governance and Shareholder.

It explores Bond concepts, specifically Corporate bond but expands to research in Treasury. The featured works in Volatility (finance) and Capital asset pricing model, which all belong in the domain if Econometrics, also overlaps with concepts under Predictability and Empirical evidence. In the Volatility (finance) research discussed, Volatility swap, Volatility smile, Volatility risk premium and Stochastic volatility are all tackled.

Volatility swap studies covered in it falls within the purview of Implied volatility. Topics in Market liquidity were tackled in line with various other fields like Information asymmetry and Order (exchange). The Financial economics works, particularly on Portfolio are tackled in the journal.

  • Monetary economics (28.19%)
  • Econometrics (21.15%)
  • Market liquidity (12.33%)

What are the most cited papers published in the journal?

  • How Ordinary Consumers Make Complex Economic Decisions: Financial Literacy and Retirement Readiness (253 citations)
  • Estimation of Dynamic Term Structure Models (176 citations)
  • Equity Trading in the 21st Century (154 citations)

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

The published articles aim to foster the development of research in Econometrics, Monetary economics, Equity (finance), Market liquidity and High-frequency trading. While work presented in the published articles provide substantial information on Monetary economics, it also covers topics in Emerging markets, Arbitrage and Information efficiency. The most cited articles focus on Equity (finance) but the discussions also offer insight into other areas such as Bond, Asset (economics) and Portfolio.

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

  • Finance
  • Microeconomics
  • Hedge fund

The previous edition focused in particular on these issues:

The scientific interests tackled in the journal are Monetary economics, Equity (finance), Finance, Econometrics and Financial system. Market liquidity is a major topic of Monetary economics research presented in it. While work presented in the journal provided substantial information on Equity (finance), it also covered topics in Microeconomics, Capital structure, Order (exchange) and Payment.

The work on Finance tackled in it brings together disciplines like Service (business) and Fee Schedule. Volatility (finance) is part of Econometrics studies tackled in the journal. Financial system research presented in it encompasses a variety of subjects, including Mutual fund, Institutional investor, Exchange-traded fund and Corporate debt.

The most cited articles from the last journal are:

  • The Volatility Premium (2 citations)
  • How Do Banks Use Bailout Money? Optimal Capital Structure, New Equity, and the TARP (1 citations)
  • Does Stock Liquidity Affect Corporate Debt Maturity Structure (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 Quarterly Journal of Finance (based on the number of publications) are:

  • Robert A. Jarrow (6 papers) published 1 paper at the last edition, 1 less than at the previous edition,
  • Anup Agrawal (6 papers) absent at the last edition,
  • Andrew W. Lo (3 papers) absent at the last edition,
  • Jing-Zhi Huang (3 papers) published 1 paper at the last edition,
  • Yevgeny Mugerman (3 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 Quarterly Journal of Finance (based on the number of publications) are:

  • University of Pennsylvania (7 papers) absent at the last edition,
  • New York University (7 papers) published 1 paper at the last edition,
  • Pennsylvania State University (6 papers) published 1 paper at the last edition the same number as at the previous edition,
  • College of Business Administration (6 papers) published 1 paper at the last edition,
  • U.S. Securities and Exchange Commission (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, 3.85% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 16.00% were posted by at least one author from the top 10 institutions publishing in the journal. Another 8.00% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 28.00% of all publications and 48.00% 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.

Contributing Academic Institutions

A crucial missing section in this article would provide a comprehensive overview of the academic institutions contributing to the research studies and papers published in the Quarterly Journal of Finance. This section would enhance the depth of the article by providing further context and information about the top academic environments fostering the researches published in the journal. Several well-known and esteemed academic institutions have contributed significantly to the research published in the Quarterly Journal of Finance. These institutions are not only advanced in their research capabilities and resources, but they also have some of the top academics in the fields of Monetary Economics, Econometrics, Market Liquidity, Financial Economics and Finance. best accounting schools in California, for example, have consistently contributed valuable research to the journal.

The participation of these institutions in the Quarterly Journal of Finance underscores their commitment to promoting high-quality economic and financial research. It also indicates their dedication to fostering an academic environment wherein thoughtful discussion, innovative ideas, and comprehensive research are highly valued and encouraged.

Recognizing these contributing academic institutions is pivotal as it acknowledges their efforts and role in producing and encouraging comprehensive, high-quality, and innovative research in the fields of finance and economics.

Top Publications

  • High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model

    Liao Zhu;Sumanta Basu;Robert A. Jarrow;Robert A. Jarrow;Martin T. Wells

    (2020)
    23 Citations
  • Corporate culture, innovation, and female board representation: Evidence from earnings conference calls

    (2022)
    17 Citations
  • Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model

    Liao Zhu;Robert A. Jarrow;Robert A. Jarrow;Martin T. Wells

    (2021)
    14 Citations
  • Public and Private Information: Firm Disclosure, SEC Letters, and the JOBS Act

    (2022)
    3 Citations
  • Index Design: Hedging and Manipulation

    (2022)
    3 Citations

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Best Scientists Contributing to This Journal

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