期刊名称：JOURNAL OF FINANCIAL ECONOMETRICS
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ISSN： | 1479-8409
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出版频率： | Quarterly
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出版社： | OXFORD UNIV PRESS, GREAT CLARENDON ST, OXFORD, ENGLAND, OX2 6DP
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出版社网址： | http://www.oup.co.uk/
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期刊网址： | http://jfec.oxfordjournals.org/
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影响因子： |
1.205(2015年)
1.302(2014年)
1.163(2013年)
0.976 (2012年)
1.175(2011年)
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| 主题范畴： | BUSINESS, FINANCE; ECONOMICS |
 期刊简介(About the journal)
投稿须知(Instructions to Authors)
编辑部信息(Editorial Board)
About the journal
"The Journal of Financial Econometrics is well situated to become the premier journal in its field. It has started with an excellent first year and I expect many more."
Robert Engle, Nobel Prize in Economics 2003, Stern School of Business, NYU
"Financial econometrics is one of the greatest on going success stories of recent decades, and the Journal of Financial Econometrics has emerged quickly as the definitive journal of record. It is beautifully poised to continue the fine tradition that it has established, leading the charge in the ongoing development of the econometrics of financial markets."
Francis X. Diebold, University of Pennsylvania
Financial econometrics has become one of the most active areas of research in econometrics. The Journal of Financial Econometrics is dedicated to this fast-growing field. The Journal addresses substantive statistical issues raised by the tremendous growth of the financial industry over the last decades. The goal of the Journal is to reflect and advance the relationship between econometrics and finance, both at the methodological and at the empirical levels.
The Journal's scope encompasses the themes that animate the field today. Estimation, testing, learning, prediction and calibration in the framework of asset pricing or risk management represent the core focus. More specifically, the scope includes topics relating to volatility processes, continuous-time processes, dynamic conditional moments, extreme values, long memory, dynamic mixture models, endogenous sampling, transaction data, and microstructure of financial markets. Methodological issues associated with the econometrics of experimental and behavioral finance are also of interest.
The Journal features a Practitioners' Corner section that emphasizes the practical side of the contents of each issue and places the articles within a broader perspective. Practitioners are invited to submit their reactions to make this section a lively forum for current ideas, where new issues and trends emerge.
Book reviews will occasionally be published, as will special issues on a single theme.
Abstracting and Indexing Services
Journal of Financial Econometrics is covered by the following abstracting/indexing services:
Instructions to Authors
Online submission now available.
All material to be considered for publication in the Journal of Financial Econometrics must be submitted in electronic form via the journal's online submission system at Manuscript Central. If you are not able to submit online please contact Nathalie Bannier at jfec@cirano.qc.ca. Once you have prepared your manuscript according to the instructions below, further instructions on how to submit your manuscript online can be found here.
MANUSCRIPT PREPARATION
Submitted papers should typically not exceed 40 double-spaced typewritten pages. Final versions of accepted manuscripts (including notes, references, tables, and legends) should be typed double-spaced on 8.5 x 11 inch (22cm x 29cm) white paper with 1 inch (2.5 cm) margins on all sides. Sections should appear in the following order: title page, abstract, text, figure legends, references, notes, tables, and figures. Comments or replies to previously published articles should also follow this format with the exception of abstracts, which are not required. Manuscripts should be prepared carefully according to the Chicago Manual of Style, fifteenth edition.
Title Page
The title page should include the title, name(s) of the author(s), and institutional affiliation for each author. It should also include name, address, telephone number, and e-mail address of the author responsible for correspondence. Page numbering should begin on this page.
Text
The text should begin on a separate page, starting with an abstract of not more than 100 words and a list of two to six keywords, along with JEL classification numbers, if applicable. The first numbered section should follow the introduction of the article. References in the text should follow the author-date format. Footnotes should be placed at the end of the text, beginning on a separate page, double-spaced. They should not be placed at the bottom of the page on which they are cited. Do not number author affiliations or acknowledgments of support or assistance.
Tables
Tables should be typewritten, each on a separate page, and numbered sequentially with Arabic numerals; each should have a brief, descriptive title; each should be designed to fit on a page without undue compression. Vertical rules should not be used. They should be as self-explanatory as possible, incorporating any necessary descriptive material in an unnumbered footnote.
Figures and Illustrations
Figures should also be numbered consecutively with Arabic numerals. All explanatory material should be included in the legend and not in the figure itself. Figure legends should be typed together on a separate page, double-spaced. Submit review copies of each figure with the manuscript. Upon acceptance, final figures should be submitted in electronic format, preferably as TIFF or EPS files for images and Word, Excel or PowerPoint files for graphs. For optimal print quality, all images should have a resolution of at least 300 dpi (dots per inch), and all line art should be at least 1200 dpi. Each figure should be in a separate electronic file, with the figure number in the filename. For useful information on preparing your figures for publication, see http://dx.sheridan.com.
If electronic files are not available, camera-ready hard copy figures can be submitted; however, typewritten or hand-drawn figures are not acceptable. Each hard copy figure should have a stick-on label on the reverse with the figure number and the author and title of the article.
References
References should be typed double-spaced beginning on a separate page following the text and should follow the samples below.
- Adams, G., R.Jones, and J. Doe. 1999. Article Title. Journal Title 9: 226-232.
- Doe, J. 2002. "Title of Paper to Be Published." Working Paper 00-000, University of California, Berkeley; forthcoming in Journal Title.
- Johnson, C., and P. Smith. 1985. Book Title. Boston, MA: Kluwer.
- Shaw, J. 1986a. "Chapter Title." In R. Jones and M. Brown (eds.), Book Title, vol. 3. Dordrecht, Holland: D. Reidel Publishing.
- Shaw, J. 1986b. "Title of Paper." Working Paper 00-000, University of Notre Dame.
LICENSE TO PUBLISH
It is a condition of publication in the journal that authors grant an exclusive license to Oxford University Press; requests for permission to reprint material found in the journal should also come to Oxford University Press. This ensures that requests from third parties to reproduce articles are handled efficiently and consistently and will also allow the article to be disseminated as widely as possible. Authors may use their own material in other publications provided that the journal is acknowledged as the original place of publication and Oxford University Press as the publisher.
AUTHOR SELF-ARCHIVING/PUBLIC ACCESS POLICY FROM MAY 2005
For information about this journal's policy, please visit our Author Self-Archiving Policy page.
PERMISSIONS FOR ILLUSTRATIONS AND FIGURES
Permission to reproduce copyright material, for print and online publication in perpetuity, must be cleared and if necessary paid for by the author; this includes applications and payments to DACS, ARS, and similar licensing agencies where appropriate. Evidence in writing that such permissions have been secured from the rights-holder must be made available to the editors. It is also the author's responsibility to include acknowledgements as stipulated by the particular institutions. Oxford Journals can offer information and documentation to assist authors in securing print and online permissions: please see the Guidelines for Authors section. Information on permissions contacts for a number of main galleries and museums can also be provided. Should you require copies of this, please contact the editorial office of the journal in question or the Oxford Journals Rights department.
PRE-PUBLICATION POLICY
The Journal of Financial Econometrics does not accept papers that have been previously published elsewhere with the exception of working papers series. The Journal’s policy regarding working paper series is:
1. Pre-publication in working paper series is allowed where submission to the working paper series is prior to acceptance by the Journal.
2. The working paper version may remain online after publication in the Journal.
3. The working paper version should NOT be updated after acceptance by the Journal.
4. Authors are requested to append the appropriate citation to the working paper version on acceptance by the Journal (if the working paper series allows this).
CONFLICT OF INTEREST POLICY
Editors/Co-Editors
Submission by Editor/Co-Editor
A paper submitted by one of the Editors or Co-Editors will be handled by another Editor or Co-Editor who is not at the same institution. The other Editor will select referees and make all decisions on the paper. The decision process will be handled in such a way that the submitting Editor does not have access to information or correspondence relating to the submission.
Submission by family member of Editor/Co-Editor or by author whose relationship with Editor/Co-Editor might create the perception of bias
If a paper is submitted by a family member of one of the Editors or Co-Editors, or by an author whose relationship with one of the Editors or Co-Editors might create the perception of bias (e.g. in terms of close friendship or conflict/rivalry), the Editor/Co-Editor will declare a conflict of interest and the paper will be handled by one of the other Editors or Co-Editors. The Editor who has declared a conflict of interest will not be involved in selecting referees or making any decisions on the paper.
General policy
If an Editor or Co-Editor feels that there is likely to be a perception of a conflict of interest in relation to their handling of a submission, they will declare it to the other Editors, and the paper will be handled in the same way as described above.
Referees
Potential conflict of interest for referee
The invitation letter to referees will include the following wording: ‘If you feel there is a possible conflict of interest in your refereeing this paper, please declare it. By accepting this invitation, it is assumed there is no such conflict of interest.?Standard policy will be not to use a referee if a conflict of interest has been declared, but the Editors/Co-Editors may use their discretion.
FUNDING
Details of all funding sources for the work in question should be given in a separate section entitled 'Funding'. This should appear before the 'References' section. The following rules should be followed: the full official funding agency name should be given, i.e. ‘National Institutes of Health? not ‘NIH? grant numbers should be given in brackets; multiple grant numbers should be separated by a comma; agencies should be separated by a semi-colon; no extra wording like 'Funding for this work was provided by ...' should be used; where individuals need to be specified for certain sources of funding the following text should be added after the relevant agency or grant number 'to [author initials]'. An example is given here: ‘National Institutes of Health (CB5453961 to C.S., DB645473 to M.H.); Funding Agency (hfygr667789).?
Editorial Board
EDITORS
Publishers: Sending books for review
ADVISORY BOARD
John Y. Campbell, Harvard University
Francis X. Diebold, University of Pennsylvania
Robert F. Engle, New York University and University of California, San Diego
A. Ronald Gallant, Duke University
John F. Geweke, University of Iowa
Christian Gouriéroux, University of Toronto and INSEE-CREST
Clive W. J. Granger, University of California, San Diego
Lars Peter Hansen, University of Chicago
Wolfgang Härdle, Humboldt-Universität zu Berlin
Adrian Pagan, Australian National University
Halbert L. White, Jr., University of California, San Diego
ASSOCIATE EDITORS
Karim Abadir, Imperial College London
Yacine Aït-Sahalia, Princeton University
Torben Gustav Andersen, Northwestern University
Gurdip Bakshi, University of Maryland
Pierluigi Balduzzi, Boston College
Federico M. Bandi, University of Chicago
Ravi Bansal, Duke University
David Bates, University of Iowa
Luc Bauwens, Universit?Catholique de Louvain
Peter L. Bossaerts, California Institute of Technology
Giorgio Calzolari, University of Florence
Bryan Campbell, Concordia University
Marine Carrasco, Universit?de Montréal
Siddhartha Chib, Washington University
Peter Christoffersen, McGill University
Rama Cont, Columbia University
Frank De Jong, Tilburg University
Jin-Chuan Duan, University of Toronto
Yanqin Fan, Vanderbilt University
Alastair R. Hall, University of Manchester
Joel Hasbrouck, New York University
Eric Jacquier, HEC Montréal
Michael Johannes, Columbia University
Christopher S. Jones, University of Southern California
Thomas McCurdy, University of Toronto
Serena Ng, University of Michigan
Jeffrey Russell, University of Chicago
Mark Salmon, University of Warwick
Peter C. Schotman, University of Maastricht
Christopher I. Telmer, Carnegie Mellon University
Allan Timmermann, University of California, San Diego
Ruey Tsay, University of Chicago
Pietro Veronesi, University of Chicago
Bas J. M. Werker, Tilburg University
Harold H. Zhang, University of North Carolina at Chapel Hill
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