Journal of Financial Econometrics publishes original research in financial econometrics and quantitative finance. It covers a wide range of topics including asset pricing, corporate finance, market microstructure, risk management, and behavioral finance. The journal aims to provide a platform for rigorous theoretical and empirical research that contributes to the advancement of financial econometrics.
⚡ Speed vs Prestige
How does this journal balance review speed with impact level?
Based on the Think.Check.Submit framework by DOAJ, COPE & OASPA. All data from verified open sources.
Publication & Citation Trend
Articles published
Times cited
2019
2020
2021
2022
2023
2024
2025
2026
Source: OpenAlex · Note: citations accumulate over time so older years appear higher
SJR Quartile by Discipline
Scimago ranks this journal separately in each subject category — its quartile can differ by discipline.
Economics and EconometricsQ1
FinanceQ1
Subject Classification
Web of Science Categories
Business, FinanceEconomics
Scopus Categories
FinanceEconomics and Econometrics
Research Topics (OpenAlex)
Financial Risk and Volatility ModelingMonetary Policy and Economic ImpactMarket Dynamics and VolatilityFinancial Markets and Investment StrategiesStochastic processes and financial applicationsComplex Systems and Time Series AnalysisCredit Risk and Financial RegulationsStatistical Methods and InferenceHousing Market and EconomicsStock Market Forecasting Methods