Home›Search›Journal of Financial Econometrics

Journal of Financial Econometrics

Oxford University Press · United Kingdom · Est. 2003

ISSN1479-8409eISSN1479-8417

SJR Q1✓ WOS SSCI✓ Scopus / SJR

Impact Factor & Quartile · Web of Science (JCR)

✓ Indexed in the Web of Science Core Collection (SSCI) — Clarivate publishes an official Journal Impact Factor and JCR quartile for this journal.

Find the journal’s official page ↗Open the official JCR record on Clarivate ↗

The Impact Factor & JCR quartile are licensed by Clarivate — we link you to the official source instead of reprinting a number that can go out of date. Open metrics below: SCImago Q1. Source: Clarivate Journal Citation Reports.

📊 Standing in its field

Where this journal ranks among others in the same subject area.

SJR · Scopus

Top 25% in field

Clarivate’s JCR quartile is a separate ranking and may differ

SJR Scorei

1.782

H-Indexi

SNIPi

1.828

Total Worksi

689

Total Citationsi

30,194

2yr Mean Citednessi

1.02

Open Impact Factor alternative

Aims & Scope

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.

General Information

Country / RegionUnited Kingdom

Primary LanguageEnglish

1st Year Published2003

Annual Volume~ 30 articles / year

StatusActive (last: 2025)

Total Publications689

Publisher OrgOxford University Press

Submission Info

Peer Reviewdouble-blind peer review

OA License—

OA Rate—

Ethics & Quality

COPE Member✗ No

OASPA Member✗ No

Not on Predatory Lists✓ Yes

Plagiarism Detection✓ Yes

Think.Check.Submit Compliance

thinkchecksubmit.org

8/11 · 73%

✅

Do you know the journal / publisher?

Oxford University Press

✅

Does the journal have a website?

✓ Linked

✅

Is the ISSN verified?

1479-8409 / 1479-8417

✅

Indexed in a trusted database?

WoS, Scopus

✅

Peer review process documented?

double-blind peer review

❌

Follows ethical publishing standards (COPE)?

N/A

✅

Not on predatory/blacklists?

✓ Clean

❌

Long-term digital preservation?

N/A

✅

Plagiarism detection in place?

Yes

❌

Listed in DOAJ (verified OA)?

N/A

✅

Primary language documented?

English

A twelfth criterion — whether APC fees are clearly disclosed — is not scored here; it is left out of the total rather than counted as a failure. Publication charges appear in the metrics card above.

Based on the Think.Check.Submit framework by DOAJ, COPE & OASPA. All data from verified open sources.

Publication & Citation Trend

Articles published

Citations received

2019

845

2020

294

2021

477

2022

290

2023

2024

2025

2026

Source: OpenAlex · Each year’s green bar = citations earned by that year’s papers, counted to date — so recent years look lower simply because their papers haven’t had time to be cited yet.

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

Frequently asked questions about Journal of Financial Econometrics

Is Journal of Financial Econometrics a predatory journal?

PubScope has no integrity flags on record for Journal of Financial Econometrics: it is indexed in Web of Science, Scopus, and is not on DOAJ's withdrawn list. Indexing is a transparency signal, not a guarantee — always confirm fit and policies before submitting.

What is the impact factor of Journal of Financial Econometrics?

Journal of Financial Econometrics is indexed in the Web of Science Core Collection, so Clarivate publishes an official Journal Impact Factor for it (since the 2023 Journal Citation Reports, every Core Collection journal — including Arts & Humanities and Emerging Sources titles — receives one). PubScope links to Clarivate's official source rather than reprinting the number, which can be out of date. Its open 2-year mean citedness is 1.02.

Is Journal of Financial Econometrics indexed in Scopus and Web of Science?

Journal of Financial Econometrics is indexed in Web of Science, Scopus.