annals of financial economics impact factor


a Normal constrained to assume values in the interval with bounds that may be finite or infinite. The average time to make a first decision, excluding desk-rejections, is 3 months. The stock price crash can result from lacking information transparency, especially in emerging economies characterized by weak corporate governance and high volatility. An increase in globalization and financial integration has induced countries to depend on each other to survive. Ratio of a journal's items, grouped in three years windows, that have been cited at least once vs. those not cited during the following year. |< By integrating the findings with relevant literature, authors propose a framework that establishes BRICS formation, trade agreements and collaboration with each other has resulted into a strong relationship among BRICS nations during post-BRICS period and hints a little opportunity to global investors for portfolio diversification in short-run but no opportunity in the long-run.

An International Standard Serial Number is an eight-digit serial number used to uniquely identify a serial publication, such as a magazine. Annals of Financial Economics is a Social sciences and Social sciences Journal and published by Walter de Gruyter.

Conversely, cocoa price tends to appreciate the Ghana Cedi for both normal and extreme market conditions. Any impact factor or scientometric indicator alone will not give you the full picture of a science journal. This ranks our journal to be 78th out of 94 journals included in this prestigious list of journals (Business, Finance category).

A beta anomaly occurs when the additional market risk taken by an investor is not rewarded. It has been made responsible for the coordination of Indian Universities, determination of the standards for Indian universities and maintenance of standards of higher education in India.

ALI ELMINEJAD useof impact factors of science journals easier.

View historical data and other metrics on Journal Insights. Weekly closing indices of BRICS stock markets for the period 20002020 have been taken. ioannis tael The corresponding rank for our journal when we look at the Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 81st. This journal is not suitable for papers devoted solely to pure theory or survey articles with inadequate econometric analysis. The findings benefit investment managers and wealth advisors by explaining the market risk and expected returns relationship. (Learn More), The h-index is an author-level metric that attempts to measure both The Social Science Journal (ISSN-0362-3319) is the official journal of the Western Social Science Association. This ranks our journal to be 88th out of 103 journals included in this prestigious list of journals (Business, Finance category). It provides a specialized forum for the publication of research in the area of financial economics and the theory of the firm, placing primary emphasis on the highest quality empirical, theoretical, and experimental contributions in the following major areas: capital markets, financial intermediation, entrepreneurial finance, corporate finance, corporate governance, the economics of organizations, macro finance, behavioral finance, and household finance. << This paper addresses a deficiency in the existing literature by examining the timefrequency domain association between economic risk (ER) and financial risk (FR) for the Mexico, Indonesia, Nigeria and Turkey (MINT) nations using dataset from 1984 to 2018. TheAnnals of Financial Economics - AFE is an international journal with the goal of advancing the knowledge and understanding of the practice of financial economics through the publication of a high-quality and practitioner-relevant journal. Impact of Macroeconomic and Financial Factors. Also, the study reveals that an upsurge in the price of crude oil corresponds to an appreciation of the Ghana Cedi during turbulent conditions. This ranks our journal to be 72th out of 88 journals included in this prestigious list of journals (Business, Finance category). The desk-rejection rate is 88%. We suggest the prospective authors to consult the aims and scope of our journal as well as to browse trough the previous issues of our journal to see what type of articles we are typically interested in.

The firm will revise its strategies accordingly, and the process will continue indefinitely. The ISSN is especially helpful in distinguishing between serials with the same title, "Annals of Financial Economics" Journal Print ISSN : 2010-4952, and Online ISSN (eISSN) : 2010-4960. Biochemistry, Genetics and Molecular Biology, Pharmacology, Toxicology and Pharmaceutics, LaTeX Installation Guide Easy to Follow Steps to Install LaTeX, 6 Easy Steps to Create Your First LaTeX Document. An abbreviation is a shortened form of a word or phrase, by any method. An Evidence from ASEAN-5 Using a kernel-based multivariate nonlinear causality test, we find that causality runs from Eurozone to the US, Asia and Japan, with Japan also causing the Eurozone sentiment, and Latin America causing the Japanese sentiment. 126, Issue 1, October 2017, pages 1-35, The Impact Factor of this journal is 8.238, ranking it 3 out of 111 in, With this journal indexed in 9 international databases, your published article can be read and cited by researchers worldwide, Discover options for sharing your research data, Publish your research output in a Research Elements journal. Amit Kumar Singh, Rohit Kumar Shrivastav, Amiya Kumar Mohapatra. During the last year, the articles from our journal have been cited by journals such as International Journal of Forecasting, Empirical Economics, Economic Systems, or Small Business Economics. Another closed form is defined using the Lower Incomplete Gamma Function.

The desk rejection rate is 78%. get a list of ugc approved journals. Researchers may also consider the practical aspect of a journal such as publication fees, acceptance rate, review speed. Using a sample of monthly returns of 265 companies during a period of 240 months from January 2000 to December 2019, the authors test the Indian equity market for the presence of an anomaly. The results suggest that using these factors in linear regression analysis, as recommended by Fama and French [(2018). The principal purpose of the journal is to publish scholarly work in different fields of Social Sciences. William APPLEMAN, Levan BEZHANISHVILI, Zurab ABRAMISHVILI

The articles published in the Czech Journal of Economics and Finance from 2013 ownards have been cited in 2016 and 2017 in journals such as Journal of Banking and Finance, International Finance, Journal of Agricultural Economics, Journal of Population Economics, Journal of International Financial Markets, Institutions and Money, Emerging Markets Review, Finance Research Letters, North American Journal of Economics and Finance, European Planning Studies, Expert Systems with Applications, Economic Modelling, Economic Systems, Omega, Journal of Cleaner Production and Applied Economics. The main objective in this paper is to analyze the effectiveness of banks in Vietnam. The Impact Factor measures the average number of citations received in a particular year by articles published in the journal during the two preceding years. Pakistan social sciences review Indexing Details, International Journal of Social Science Studies Indexing Details, The Social Science Journal Indexing Details, American Journal of Sociology Indexing Details, Chinese journal of sociology Indexing Details, American Journal of Cultural Sociology Indexing Details, Advances in applied sociology Indexing Details, Journal of applied social science Indexing Details, Annals of Financial Economics Indexing Details, Annals of Financial Economics Abbreviation, Annals of Financial Economics Impact Factor, Annals of Financial Economics Acceptance Rate, Annals of Financial Economics Abstract & Indexing, Annals of Financial Economics SJR (SCImago Journal Rank), Annals of Financial Economics Clarivate Indexed Journal. Desk-rejections: 264 Withdrawals: 2 We use two instruments to estimate the market betas, and compare them to betas estimated not using instruments. We prefer empirically oriented papers, but do not exclude review articles or theoretical contributions provided that they are of high quality and relevant to the journals aims. In this paper, information about the firms future payoffs will be revealed as time goes by. Impact factor (IF) is a scientometric factor based on the yearly average number of citations on articles published by a particular journal in the last two years. This indicator counts the number of citations received by documents from a journal and divides them by the total number of documents published in that journal. The set of journals have been ranked according to their SJR and divided into four equal groups, four quartiles. The Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 0.133. https://doi.org/10.1142/s2010495222500130.

Data Source: Scopus, Explore, visually communicate and make sense of data with our, Metrics based on Scopus data as of April 2022. Ramseys RESET tests suggest a nonlinear relationship exists between the three series. 49 articles published in 2013 and 2014 in our journal were cited 22 times in 2015 in the journals included in the Web of Science. Does Education Affect Environmental Pollution? * Required. Universities and research institutions in Singapore. Peer review means that a board of scholarly reviewers in the domain of the journal, review materials they publish for quality of research and adherence to editorial standards of the journal, before articles are accepted for publication. We encourage submission of original unpublished papers written in good English. For instructions for authors, see journal.fsv.cuni.cz/static/page/instruction. However, uncertainties may alter the dynamics of exchange rate movements, thereby minimizing the contribution of its economic activities at various market conditions.

Contributions are welcome International Journal of Social Science Studies (ISSN2324-8033) is an international, peer-reviewed, open-access journal, published by the Redfame Publishing. This ranks our journal to be 88th out of 103 journals included in this prestigious list of journals (Business, Finance category). This paper finds that the crash risk of stock price, referred to as the low level of information disclosure, creates a significantly negative effect on corporate valuation, expressing that information asymmetry causes serious issues for corporate prospects in the context of an emerging economy. We suggest the prospective authors to consult the aims and scope of our journal as well as to browse trough the previous issues of our journal to see what type of articles we are typically interested in. To the authors awareness, the relationship between economics and finance has not been thoroughly investigated in the context of risk for the MINT nations. In general, the horizon of business firms would last for an indefinitely long period of time, and events in the considerably far future are intrinsically unknown. This paper features a statistical analysis of the monthly three factor Fama/French return series. The list of published papers is available below.

It is applied greatly in all scientific disciplines, especially accounting for a very large proportion in economics, finance and accounting.

I prove that my scheme is mathematically equivalent to a novel type of [Cover, TM and E Ordentlich (1996). Finally, information-based option pricing formulae and non-random walks and cycles in asset price can also be generated with this theory. Rejected because of plagiarism: 0 The first issue of Czech Journal of Economics and Finance in the year 2022 was published. The new impact factor for the Czech Journal of Economics and Finance is 0.625. SJR is a measure of scientific influence of journals that accounts for both the number of citations received by a journal and the importance or prestige of the journals where such citations come from of scholarly journals that accounts for both the number of citations The Journal of Financial Economics (JFE) is a leading peer-reviewed academic journal covering theoretical and empirical topics in financial economics. The rejection rate is 92%. Financial Revenues, Financial Leverage, Debt Maturity, Uncertainty and the Underinvestment Problem, The new impact factor for the Czech Journal of Economics and Finance is 0.792.

Non-parametric tests of the two sets of betas suggest significant differences. A six factor assets pricing model. Mike passed away peacefully on July 8, 2021, and he will be sorely missed by his vast number of colleagues and friends. The limitations to the use of Truncated Normal distributions with a lower negative limit regarding financial products are considered. Three different results are obtained as follows: (1) DAX is on the leading side in general for five-year periods, (2) bidirectional information flows arise for every pair in the coherent periods and (3) TE-guided WTC analysis shows that TE sign change can be explained by phase angle direction obtained with WTC. Predicting Stock Returns and Volatility in BRICS Countries during a Pandemic: Evidence from the Novel Wild Bootstrap Likelihood Ratio Approach The empirical results suggest that the factors, when combined in OLS regression analysis, as suggested by Fama and French (2018), are likely to suffer from endogeneity. Annals of Financial Economics Print ISSN : Annals of Financial Economics is Web of Science Indexed Journal : Annals of Financial Economics is UGC Approved Journal .

An Empirical Analysis of the Environmental Kuznets Curve This study aims to explore dynamic linkages and integration among emerging markets of BRICS, especially comparing the pre- and post-BRICS formation period behaviors and further comment upon the portfolio diversification opportunities available for global investors. Faisal Mahmood, Umeair Shahzad, Ali Nazakat. Source: 2021 Clarivate. Roman KALABISKA, Michal HLAVACEK It is with profound sadness that we write this statement for the former editor of this journal, our colleague and friend, Michael McAleer. Joo Granja, Christos Makridis, Constantine Yannelis, Eric Zwick, 66 editors and editorial board members in 8 countries/regions, Gender Diversity Distribution of the Editors, Benchmark Gender Diversity distribution across Finance portfolio Editors. It may consist of a group of letters or words taken from the full version of the word or phrase. Both Granger causality and VAR model confirm presence of short-run inter-linkages among BRICS during post-BRICS period. This ranks our journal to be 74th out of 96 journals included in this prestigious list of journals (Business, Finance category). External citations are calculated by subtracting the number of self-citations from the total number of citations received by the journals documents. We focus on monetary economics, public finance, financial economics, and international economics, but are open to high-quality papers from all fields of modern economics. you also can visit in UGC care list, may be they have updated their list. March Editors Choice: The cost of steering in financial markets: Evidence from the mortgage market. However, evidence of structural breaks and nonlinearity is provided by statistical tests performed on the linear model, which indicates that the Granger causality cannot be relied upon, as they are based on a misspecified framework. Powered by. When an article on an experiment and its hypothesis is submitted to a scholarly journal for publishing then it is meticulously tested. I juxtapose Covers vaunted universal portfolio selection algorithm ([Cover, TM (1991).

Choosing factors. Rolling OLS regressions explore the relationship between the 3 factors, using data from July 1926 to June 2018, available on Frenchs website. Copyright 2022 Elsevier, except certain content provided by third parties, Cookies are used by this site. We observe that the prevalence of the arbitrageur counteracts the effects of unsophisticated investors, resulting in a lower volatility of the pricedividend ratio, lower predictive power of changes in consumption for future price changes and lower equity premium. The rejection rate is 91%. We define two recursive expressions where one can be expressed in closed form. The purpose is to have a forum in which general doubts about the processes of publication in the journal, experiences and other issues derived from the publication of papers are resolved. The new impact factor for the Czech Journal of Economics and Finance is 0.604. Mike served on the editorial board of the Annals of Financial Economics (AFE) for more than 16 years and was the Editor-in-Chief since 2016. Not every article in a journal is considered primary research and therefore "citable", this chart shows the ratio of a journal's articles including substantial research (research articles, conference papers and reviews) in three year windows vs. those documents other than research articles, reviews and conference papers. In the year 2015, the basic data about the flow of articles is as follows: 13 papers without decision (decision to be taken in 2016), 24 papers rejected based on referee reports. We use daily data for the period 25th November 1985 to 10th March 2020 to analyze the impact of newspapers-based measures of geopolitical risks (GPRs) on United States (US) Treasury securities by considering the level, slope and curvature factors derived from the term structure of interest rates of maturities covering 1 to 30 years. In this regard, we examine the influence of variations in prices of commodities on nominal exchange rate in Ghana. Papers without decision (decision to be taken in 2018): 22 The new impact factor for the Czech Journal of Economics and Finance is 0.449.

The Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 0.084. This study approaches corporate information transparency through the crash risk of stock prices on the Vietnamese market, develops a model that reflects the effect of information disclosure on corporate valuation, and employs two-step system generalized method of moments (S-GMM) estimation for panel data to deal with endogenous problems. Desk-rejections: 250 The new impact factor for the Czech Journal of Economics and Finance is 0.604. Rejected because of plagiarism: 0

Journal of Financial Economics, 128(2), 234252] is problematic in that the estimated coefficients are highly sensitive to the correct model specification. The Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 0.099. The desk rejection rate is 85%. Annals of Financial Economics, Volume 17; Christina Archer, Peterson Owusu Junior, Anokye M. Adam. As a result, the outcomes of this research are anticipated to provide an insight on and initiate a fresh discussion regarding the financial-economic nexus.

Hence, we employ quantile regression with monthly data spanning from September 2007 to December 2020 for the variables nominal exchange rate, cocoa, gold and Brent crude oil prices. Rejected based on referee reports: 7

Do you want to receive an email alert about new issue. See also a list of social sciences and social sciences journals.

Implications for the study are further provided. The articles from our journal have been cited by journals such as Journal of International Money and Finance, Journal of Financial Stability, Emerging Markets Review or Energy. Copyright 2021, Journal of Financial Economics, July Editors Choice: Bubbles and the value of innovation, June Editors Choice: Stock Return Ignorance. received by a journal and the importance or prestige of the journals where Source: Thomson Reuters Journal Citation Reports 2018. The results suggest there are significant and time-varying relationships between the factors. In the authors opinion, the proposed Garivaltis prior makes for a nice improvement on Covers timeless expert system, that is properly agnostic and open to different risk budgets from the very get-go. Overall, our findings indicate that the sentiments of Japan, Asia and the US are related quite strongly with that of the Eurozone, as well as the sentiments of Japan and Latin America. If we consider the Economics category in the Web of Science, our journal would score 301th out of 344 journals included. This paper formulates an informational theory of the evolving value of the firm under uncertainties and unknowns in the future payoff structures. Total number of articles: 300 < Source: Thomson Reuters Journal Citation Reports 2017. The new impact factor for the Czech Journal of Economics and Finance is 0.563. A SIX-FACTOR-ASSET-PRICING MODEL: EVIDENCE FROM PAKISTAN, https://doi.org/10.1142/s2010495222500178, AN INFORMATIONAL THEORY OF THE DYNAMIC VALUE OF THE FIRM, https://doi.org/10.1142/s2010495222500166, THE NEXUS BETWEEN CASH CONVERSION CYCLE, WORKING CAPITAL FINANCE, AND FIRM PERFORMANCE: EVIDENCE FROM NOVEL MACHINE LEARNING APPROACHES, https://doi.org/10.1142/s2010495222500142, MODELING OF STOCK RETURNS IN CONTINUOUS VIS--VIS DISCRETE TIME IS EQUIVALENT, RESPECTIVELY, TO THE CONDITIONING OF STOCK RETURNS ON A RANDOM WALK PROCESS FOR TRADE IMBALANCES VIS--VIS A RANDOM WALK PROCESS FOR EVOLUTION OF INFORMATION, https://doi.org/10.1142/s2010495222500105, ASYMMETRIC DEPENDENCE BETWEEN EXCHANGE RATE AND COMMODITY PRICES IN GHANA, https://doi.org/10.1142/s2010495222500129, RISK-AVERSION: MATHEMATICAL AND ECONOMIC PERSPECTIVES, https://doi.org/10.1142/s2010495222500117.

It measures the scientific influence of the average article in a journal, it expresses how central to the global scientific discussion an average article of the journal is. Withdrawals: 2 such citations come from. The users of Scimago Journal & Country Rank have the possibility to dialogue through comments linked to a specific journal. The SJR is a size-independent prestige indicator that ranks journals by their 'average prestige per article'. The average time to make a first decision, excluding desk-rejections, is 3 months.

Say, if there is some dispersion in the volatilities of the available assets, then the uniform or Dirichlet priors that are standard in the literature will generate a dangerously lopsided prior distribution over the possible risk budgets. Contagious Defaults in Interbank Networks Yes Annals of Financial Economics is Peer-Reviewed Journal and Published by Walter de Gruyter. & AEconF.com, the electronic editions of the. EMIL ADAMEK, JAN JANKU

Considering BRICS formation year, total period is divided into two sub-periods, pre- and post-BRICS periods. The second issue of Czech Journal of Economics and Finance in the year 2022 was published. Read more about Elsevier on the topic of diversity. It has been published since 1951 (ISSN: 0015-1920) and for a long time has been given an impact factor in Web of Science (see JCR Report of Social Science Citation Index). All types of documents are considered, including citable and non citable documents. The new CNRS ranking is available at https://sites.google.com/site/section37cnrs/Home/revues37. This paper presents details of the DEA method.

In the year 2018, the basic data about the flow of articles is as follows: For this reason, causality, information flow and co-movement analysis of stock indices gain importance in comparing countries economies. The Impact Factor measures the average number of citations received in a particular year by articles published in the journal during the two preceding years. (ISSN The Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 0.084. The research that is pu American Journal of Sociology - Established in 1895 as the first U.S. scholarly journal in its field, the American Journal of Sociology (AJS) remains a leading voice for analysis and research in the social sciences. OKTAY ZKAN, GODWIN OLASEHINDE-WILLIAMS, IFEDOLA OLANIPEKUN Impact of Macroeconomic and Financial Factors, Regional Determinants of Housing Prices in the Czech Republic, Does Education Affect Environmental Pollution? Asymptotically optimal portfolios. This study aims to model arbitrageur behavior in a sentiment-driven capital asset-pricing model under the premise of reflecting a more detailed decomposition of investor types in the equity markets. This paper analyzed the information flow and co-movement among FTSE100 in the United Kingdom, the DAX in Germany and S&P500 Index in the United States stock indices.

JAN KALINA, PETRA VIDNEROV E-GARCH result indicates a strong presence of asymmetry effect in the volatility of BRICS stock returns during post-BRICS and concludes the presence of leverage effect in all the BRICS markets. Stock indices are key indicators of the economy since they indicate the strength of a countrys stock market. The Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 0.123. The primary corresponding authors at country/region level in the last five years.