annals of financial economics impact factor


Asymptotically optimal portfolios. The corresponding rank for our journal when we look at the Article Influence Score is 81st. There are also other factors such as H-Index, Self-Citation Ratio, SJR, SNIP, etc. scientist or scholar. 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). get a list of ugc approved journals. Thus, the results of our research allow us to conjecture that the extrapolation bias in the prices is lowered. Source: Thomson Reuters Journal Citation Reports 2016. We further propose the notion of coalition-with-side-payment as a solution concept for the environment where strategic interactions and transfer payments among players are allowed. Stock indices are key indicators of the economy since they indicate the strength of a countrys stock market. 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. Source: Thomson Reuters Journal Citation Reports 2019.

Our the Czech Journal of Economics and Finance also maintains the so-called Web of Science impact factor for nearly two decades. The Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 0.123.

In order to investigate this issue, there are several implements to examine bank effectiveness where the data envelopment analysis (DEA) method is widely used. Both Granger causality and VAR model confirm presence of short-run inter-linkages among BRICS during post-BRICS period. 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 desk rejection rate is 78%. Thus, corporates are suggested to enrich their information disclosure through periodic reports as a crucial mechanism to improve their transparency, reduce stock price crash risk, and enhance their valuation. The main objective in this paper is to analyze the effectiveness of banks in Vietnam. 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.

Withdrawals: 2 Conversely, cocoa price tends to appreciate the Ghana Cedi for both normal and extreme market conditions. 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. Copyright 2019-2022, www.openacessjournal.com, Annals of Financial Economics abbreviation, United states - US Social sciences journals list, United kingdom Social sciences journals list, International Journal of Social Science Studies. Total number of articles: 287 Predicting Stock Returns and Volatility in BRICS Countries during a Pandemic: Evidence from the Novel Wild Bootstrap Likelihood Ratio Approach The findings from the wavelet revealed the following: (i) a one-way causality exists from ER to FR in Mexico; (ii) a one-way causality exists from FR to ER in Indonesia; (iii) a unidirectional causality exists from ER to FR in Nigeria and (iv) a one-way causality exists from FR to ER in Turkey. 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. & AEconF.com, the electronic editions of the. April 2022 Editors Choice: Keeping options open: What motivates entrepreneurs? External citations are calculated by subtracting the number of self-citations from the total number of citations received by the journals documents. 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. (Learn More), The h-index is an author-level metric that attempts to measure both The chart shows the ratio of a journal's documents signed by researchers from more than one country; that is including more than one country address. The desk-rejection rate is 87%. William APPLEMAN, Levan BEZHANISHVILI, Zurab ABRAMISHVILI View historical data and other metrics on Journal Insights. 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. 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. This new approach for the analysis of infinite horizon firms via information updating provides a more realistic and practical alternative to the study of the dynamic value of the firm. 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. 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. Contributions are welcome International Journal of Social Science Studies (ISSN2324-8033) is an international, peer-reviewed, open-access journal, published by the Redfame Publishing. 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. Total number of articles: 300 International Collaboration accounts for the articles that have been produced by researchers from several countries. 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 limitations to the use of Truncated Normal distributions with a lower negative limit regarding financial products are considered. See also a list of social sciences and social sciences journals. approach to political science, sociology, psychology, ethics, and history.

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. We explore the behavior and the impact of arbitrageur behavior, particularly, on pricing and on key financial ratios. 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. Considering BRICS formation year, total period is divided into two sub-periods, pre- and post-BRICS periods. The rejection rate is 91%. The results suggest there are significant and time-varying relationships between the factors. Also, the study concludes that a linear model of slope-intercept form is enough to explain the beta and expected returns relationship. |< As a result, we use a data-driven approach, specifically a nonparametric causality-in-quantiles test, which is robust to misspecification due to regime changes and nonlinearity, to reconsider the predictive ability of the overall and decomposed GPRs on the three latent factors. Weekly closing indices of BRICS stock markets for the period 20002020 have been taken. Annals of Financial Economics Print ISSN : Annals of Financial Economics is Web of Science Indexed Journal : Annals of Financial Economics is UGC Approved Journal . useof impact factors of science journals easier. Read more about Elsevier on the topic of diversity. 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. OKTAY ZKAN, GODWIN OLASEHINDE-WILLIAMS, IFEDOLA OLANIPEKUN It is based on the idea that 'all citations are not created equal'. Withdrawals: 2 Academic literature shows mixed evidence on whether the market rewards risk-takers or not for the additional risk taken. The study findings are critical for both researchers and macroeconomic policymakers and can be utilized to make appropriate measures, if necessary, by adopting alternative or more appropriate financial and economic decisions.

We recommend that for the country to enjoy favorable exchange rate at all market conditions, there is a need for the producers of these exported commodities to be incentivized by the government in the form of subsidies, new technological equipment and education in order for the producers to increase their efficiency and add value to these commodities while effective inflation targeting policies are deployed. you also can visit in UGC care list, may be they have updated their list. The Annals of Financial Economics Journal is Indexed with Scopus, UGC (University Grants Commission). The first issue of Czech Journal of Economics and Finance in the year 2022 was published. This journal is not suitable for papers devoted solely to pure theory or survey articles with inadequate econometric analysis. The rejection rate is 51% once the desk rejections are not considered and the papers without decision are considered as not rejected. The rejection rate is 95%. Desk-rejections: 250 the last five years) shows that the Czech Journal of Economics and Finance has been cited by journals such as International Finance,Journal of Macroeconomics, European Journal of Political Economy, Applied Energy, Journal of Forecasting, Economic Modelling, Applied Economics, Energy Economics, Economic Systems, Open Economies Review, Journal of Agricultural Economics, Comparative Economic Studies, Pacific-Basin Finance Journal, Omega, Expert Systems with Applications, Physica A or European Journal of Finance. This ranks our journal to be 78th out of 94 journals included in this prestigious list of journals (Business, Finance category). Non-parametric tests of the two sets of betas suggest significant differences. journal self-citations removed) received by a journal's published documents during the three previous years. 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. All rights reserved. The users of Scimago Journal & Country Rank have the possibility to dialogue through comments linked to a specific journal. The Czech Journal of Economics and Finance is a peer-reviewed journal published by Charles University in Prague. I juxtapose Covers vaunted universal portfolio selection algorithm ([Cover, TM (1991). The AFE serves as a bridge between academic research and practice by seeking academically rigorous papers that have direct relevance to practitioners, a forum for presenting the perspectives of practitioners, academics and regulators on financial economics and its applications. Mike was a wonderful friend, colleague, and mentor to all that knew him, and provided countless hours of service to AFE. Faisal Mahmood, Umeair Shahzad, Ali Nazakat. Johansen co-integration test also establishes more co-integrating equations during post-BRICS. The average time to make a first decision, excluding desk-rejections, is 3 months.

Access Elseviers most recent Global Gender Report. To explain asymmetrical response of the market, E-GARCH Model is applied. Universal portfolios with side information. This paper argues on theoretical grounds that the negative oil prices event on April 20, 2020, was mainly due to the strategic interactions among some active traders on both sides of the futures contract. Tahir AKHTAR Choosing factors. Implications for the study are further provided. The rejection rate is 38% once the desk-rejections are not considered. Furthermore, the BC causality outcomes validate the WTC outcomes. An International Standard Serial Number is an eight-digit serial number used to uniquely identify a serial publication, such as a magazine. 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 set of journals have been ranked according to their SJR and divided into four equal groups, four quartiles. Interestingly, when we apply rolling estimations to detect time-varying causality for the cases of Eurozone and the US, Eurozone and Asia, Eurozone and Japan and Latin America and Japan, the results suggest evidence of bidirectional spillovers during certain months of the recent global financial crisis, and thereafter. the highest research standard for economics and finance in China. EMIL ADAMEK, JAN JANKU Amit Kumar Singh, Rohit Kumar Shrivastav, Amiya Kumar Mohapatra. Using the data collected from banks in Vietnam for the period 20142017, the approach is executed to investigate issues of technical efficiency, resource analysis and business efficiency of banks in Vietnam. Singapore Also, the study reveals that an upsurge in the price of crude oil corresponds to an appreciation of the Ghana Cedi during turbulent conditions. 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. Source: Thomson Reuters Journal Citation Reports 2019. Source: 2021 Clarivate. 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. This paper computes the Non-central Moments of the Truncated Normal variable, i.e. Moreover, the zero lower bound situation, visible in our sample period, is captured by the lower quantiles, as this framework allows us to capture the entire conditional distribution of the three factors.

Evolution of the number of published documents. This paper presents details of the DEA method. Cigdem Borke TUNALI This has facilitated trade and investments among economies across the globe.

1529-7373) sets 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. This ranks our journal to be 86th out of 98 journals included in this prestigious list of journals (Business, Finance category). A journal impact factor is frequently used as a proxy for the relative importance of a journal within its field. 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. It may consist of a group of letters or words taken from the full version of the word or phrase. 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. It is with profound sadness that we write this statement for the former editor of this journal, our colleague and friend, Michael McAleer. 50 articles published in 2012 and 2013 in our journal were cited 21 times in 2014 in the journals included in the Web of Science. 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. Abdul Majid NASIR, Rozaimah ZAINUDIN, Aidil Rizal SHAHRIN 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. An abbreviation is a shortened form of a word or phrase, by any method. For topics on particular articles, maintain the dialogue through the usual channels with your editor. (ISSN Using a survey-based sentiment index of sentix, our results suggest strong evidence of nonlinearity and structural breaks making the use of linear causality models unreliable. The Social Science Journal (ISSN-0362-3319) is the official journal of the Western Social Science Association. 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. This ranks our journal to be 88th out of 103 journals included in this prestigious list of journals (Business, Finance category). The Breitung and Candelon (BC) causality and the wavelet coherence (WTC) techniques are used to inspect the combined timefrequency causal interrelationship between FR and ER, in accordance with the study goals. The Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 0.084. Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio Rejected based on referee reports: 7 The average time to make a first decision, excluding desk-rejections, is 3 months. 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. It also encourages an economic 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. Using this robust model, we find overwhelming evidence of causality from the GPRs, with relatively stronger effects from threats than acts, for the entire conditional distribution of the three factors, with higher impacts on medium- and long-run maturities, i.e., curvature and level factors, suggesting the predictability of the entire US term structure based on information contained in GPRs. 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. 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. 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 list of published papers is available below. economics, finance, and management. Tomas Vyrost - University of Economics, Bratislava Rejected because of plagiarism: 0 In the year 2013, the basic data about the flow of articles is as follows: 20 papers without decision (decision to be taken in 2014), 23 papers rejected based on referee reports. If a journal makes an article goes through the process of peer-review before being published then it is a peer-review journal. We define two recursive expressions where one can be expressed in closed form. Impact of Macroeconomic and Financial Factors, Regional Determinants of Housing Prices in the Czech Republic, Does Education Affect Environmental Pollution? 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. Inspired by [Jamshidian, F (1992). For questions or feedback, please reach us at, Try the new version of Scilit at app.scilit.net, IS THERE A BETA ANOMALY? The findings benefit investment managers and wealth advisors by explaining the market risk and expected returns relationship. In the year 2018, the basic data about the flow of articles is as follows: Rejected based on referee reports: 11 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.
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