Review of Derivatives Research

Quartiles

The set of journals have been ranked according to their SJR and divided into four equal groups, four quartiles. Q1 (green) comprises the quarter of the journals with the highest values, Q2 (yellow) the second highest values, Q3 (orange) the third highest values and Q4 (red) the lowest values.

Category	Year	Quartile
Economics, Econometrics and Finance (miscellaneous)	1997	Q3
Economics, Econometrics and Finance (miscellaneous)	1998	Q1
Economics, Econometrics and Finance (miscellaneous)	1999	Q1
Economics, Econometrics and Finance (miscellaneous)	2000	Q1
Economics, Econometrics and Finance (miscellaneous)	2001	Q1
Economics, Econometrics and Finance (miscellaneous)	2002	Q1
Economics, Econometrics and Finance (miscellaneous)	2003	Q1
Economics, Econometrics and Finance (miscellaneous)	2004	Q1
Economics, Econometrics and Finance (miscellaneous)	2005	Q2
Economics, Econometrics and Finance (miscellaneous)	2006	Q2
Economics, Econometrics and Finance (miscellaneous)	2007	Q2
Economics, Econometrics and Finance (miscellaneous)	2008	Q1
Economics, Econometrics and Finance (miscellaneous)	2009	Q2
Economics, Econometrics and Finance (miscellaneous)	2010	Q1
Economics, Econometrics and Finance (miscellaneous)	2011	Q3
Economics, Econometrics and Finance (miscellaneous)	2012	Q2
Economics, Econometrics and Finance (miscellaneous)	2013	Q1
Economics, Econometrics and Finance (miscellaneous)	2014	Q1
Economics, Econometrics and Finance (miscellaneous)	2015	Q2
Economics, Econometrics and Finance (miscellaneous)	2016	Q1
Finance	1997	Q4
Finance	1998	Q3
Finance	1999	Q2
Finance	2000	Q1
Finance	2001	Q2
Finance	2002	Q2
Finance	2003	Q2
Finance	2004	Q1
Finance	2005	Q2
Finance	2006	Q3
Finance	2007	Q3
Finance	2008	Q2
Finance	2009	Q3
Finance	2010	Q2
Finance	2011	Q3
Finance	2012	Q3
Finance	2013	Q2
Finance	2014	Q2
Finance	2015	Q3
Finance	2016	Q2

SJR

The SJR is a size-independent prestige indicator that ranks journals by their 'average prestige per article'. It is based on the idea that 'all citations are not created equal'. 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 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.

Year	SJR
1999	0.859
2000	2.320
2001	0.720
2002	0.879
2003	0.801
2004	1.264
2005	0.397
2006	0.329
2007	0.242
2008	0.677
2009	0.216
2010	0.687
2011	0.186
2012	0.208
2013	0.547
2014	0.570
2015	0.258
2016	0.588

Citations per document

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 chart shows the evolution of the average number of times documents published in a journal in the past two, three and four years have been cited in the current year. The two years line is equivalent to journal impact factor ™ (Thomson Reuters) metric.

Cites per document	Year	Value
Cites / Doc. (4 years)	1999	0.375
Cites / Doc. (4 years)	2000	0.913
Cites / Doc. (4 years)	2001	0.548
Cites / Doc. (4 years)	2002	0.839
Cites / Doc. (4 years)	2003	0.875
Cites / Doc. (4 years)	2004	1.265
Cites / Doc. (4 years)	2005	1.000
Cites / Doc. (4 years)	2006	1.054
Cites / Doc. (4 years)	2007	0.765
Cites / Doc. (4 years)	2008	0.722
Cites / Doc. (4 years)	2009	0.457
Cites / Doc. (4 years)	2010	0.714
Cites / Doc. (4 years)	2011	0.512
Cites / Doc. (4 years)	2012	0.349
Cites / Doc. (4 years)	2013	0.977
Cites / Doc. (4 years)	2014	0.787
Cites / Doc. (4 years)	2015	0.766
Cites / Doc. (4 years)	2016	0.711
Cites / Doc. (3 years)	1999	0.375
Cites / Doc. (3 years)	2000	1.067
Cites / Doc. (3 years)	2001	0.548
Cites / Doc. (3 years)	2002	0.783
Cites / Doc. (3 years)	2003	0.920
Cites / Doc. (3 years)	2004	1.222
Cites / Doc. (3 years)	2005	1.000
Cites / Doc. (3 years)	2006	0.536
Cites / Doc. (3 years)	2007	0.400
Cites / Doc. (3 years)	2008	0.538
Cites / Doc. (3 years)	2009	0.346
Cites / Doc. (3 years)	2010	0.586
Cites / Doc. (3 years)	2011	0.133
Cites / Doc. (3 years)	2012	0.382
Cites / Doc. (3 years)	2013	0.886
Cites / Doc. (3 years)	2014	0.629
Cites / Doc. (3 years)	2015	0.559
Cites / Doc. (3 years)	2016	0.714
Cites / Doc. (2 years)	1999	0.375
Cites / Doc. (2 years)	2000	1.067
Cites / Doc. (2 years)	2001	0.174
Cites / Doc. (2 years)	2002	0.813
Cites / Doc. (2 years)	2003	0.889
Cites / Doc. (2 years)	2004	1.222
Cites / Doc. (2 years)	2005	0.632
Cites / Doc. (2 years)	2006	0.526
Cites / Doc. (2 years)	2007	0.067
Cites / Doc. (2 years)	2008	0.412
Cites / Doc. (2 years)	2009	0.350
Cites / Doc. (2 years)	2010	0.389
Cites / Doc. (2 years)	2011	0.143
Cites / Doc. (2 years)	2012	0.400
Cites / Doc. (2 years)	2013	0.522
Cites / Doc. (2 years)	2014	0.636
Cites / Doc. (2 years)	2015	0.500
Cites / Doc. (2 years)	2016	0.565

Total Cites

Self-Cites

Evolution of the total number of citations and journal's self-citations received by a journal's published documents during the three previous years.
Journal Self-citation is defined as the number of citation from a journal citing article to articles published by the same journal.

Cites	Year	Value
Self Cites	1999	0
Self Cites	2000	3
Self Cites	2001	0
Self Cites	2002	4
Self Cites	2003	4
Self Cites	2004	0
Self Cites	2005	2
Self Cites	2006	0
Self Cites	2007	0
Self Cites	2008	2
Self Cites	2009	2
Self Cites	2010	1
Self Cites	2011	1
Self Cites	2012	0
Self Cites	2013	2
Self Cites	2014	1
Self Cites	2015	1
Self Cites	2016	1
Total Cites	1999	6
Total Cites	2000	16
Total Cites	2001	17
Total Cites	2002	18
Total Cites	2003	23
Total Cites	2004	22
Total Cites	2005	28
Total Cites	2006	15
Total Cites	2007	10
Total Cites	2008	14
Total Cites	2009	9
Total Cites	2010	17
Total Cites	2011	4
Total Cites	2012	13
Total Cites	2013	31
Total Cites	2014	22
Total Cites	2015	19
Total Cites	2016	25

External Cites per Doc

Cites per Doc

Evolution of the number of total citation per document and external citation per document (i.e. journal self-citations removed) received by a journal's published documents during the three previous years. External citations are calculated by subtracting the number of self-citations from the total number of citations received by the journal’s documents.

Cites	Year	Value
External Cites per document	1999	0.375
External Cites per document	2000	0.867
External Cites per document	2001	0.548
External Cites per document	2002	0.609
External Cites per document	2003	0.760
External Cites per document	2004	1.222
External Cites per document	2005	0.929
External Cites per document	2006	0.536
External Cites per document	2007	0.400
External Cites per document	2008	0.462
External Cites per document	2009	0.269
External Cites per document	2010	0.552
External Cites per document	2011	0.100
External Cites per document	2012	0.382
External Cites per document	2013	0.829
External Cites per document	2014	0.600
External Cites per document	2015	0.529
External Cites per document	2016	0.686
Cites per document	1999	0.375
Cites per document	2000	1.067
Cites per document	2001	0.548
Cites per document	2002	0.783
Cites per document	2003	0.920
Cites per document	2004	1.222
Cites per document	2005	1.000
Cites per document	2006	0.536
Cites per document	2007	0.400
Cites per document	2008	0.538
Cites per document	2009	0.346
Cites per document	2010	0.586
Cites per document	2011	0.133
Cites per document	2012	0.382
Cites per document	2013	0.886
Cites per document	2014	0.629
Cites per document	2015	0.559
Cites per document	2016	0.714

% International Collaboration

International Collaboration accounts for the articles that have been produced by researchers from several countries. 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.

Year	International Collaboration
1999	14.29
2000	18.75
2001	0
2002	44.44
2003	33.33
2004	40.00
2005	22.22
2006	50.00
2007	45.45
2008	22.22
2009	40.00
2010	0.00
2011	13.33
2012	70.00
2013	0.00
2014	38.46
2015	16.67
2016	27.27

Citable documents

Non-citable documents

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.

Documents	Year	Value
Non-citable documents	1999	0
Non-citable documents	2000	0
Non-citable documents	2001	0
Non-citable documents	2002	0
Non-citable documents	2003	0
Non-citable documents	2004	0
Non-citable documents	2005	0
Non-citable documents	2006	0
Non-citable documents	2007	0
Non-citable documents	2008	0
Non-citable documents	2009	0
Non-citable documents	2010	1
Non-citable documents	2011	1
Non-citable documents	2012	3
Non-citable documents	2013	2
Non-citable documents	2014	2
Non-citable documents	2015	1
Non-citable documents	2016	2
Citable documents	1999	16
Citable documents	2000	15
Citable documents	2001	31
Citable documents	2002	23
Citable documents	2003	25
Citable documents	2004	18
Citable documents	2005	28
Citable documents	2006	28
Citable documents	2007	25
Citable documents	2008	26
Citable documents	2009	26
Citable documents	2010	29
Citable documents	2011	30
Citable documents	2012	34
Citable documents	2013	35
Citable documents	2014	35
Citable documents	2015	34
Citable documents	2016	35

Cited documents

Uncited documents

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.

Documents	Year	Value
Uncited documents	1999	12
Uncited documents	2000	10
Uncited documents	2001	23
Uncited documents	2002	14
Uncited documents	2003	14
Uncited documents	2004	10
Uncited documents	2005	15
Uncited documents	2006	18
Uncited documents	2007	20
Uncited documents	2008	19
Uncited documents	2009	19
Uncited documents	2010	18
Uncited documents	2011	27
Uncited documents	2012	27
Uncited documents	2013	19
Uncited documents	2014	22
Uncited documents	2015	20
Uncited documents	2016	22
Cited documents	1999	4
Cited documents	2000	5
Cited documents	2001	8
Cited documents	2002	9
Cited documents	2003	11
Cited documents	2004	8
Cited documents	2005	13
Cited documents	2006	10
Cited documents	2007	5
Cited documents	2008	7
Cited documents	2009	7
Cited documents	2010	12
Cited documents	2011	4
Cited documents	2012	10
Cited documents	2013	18
Cited documents	2014	15
Cited documents	2015	15
Cited documents	2016	15

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Country	Netherlands	23 H Index
Subject Area and Category	Economics, Econometrics and Finance Economics, Econometrics and Finance (miscellaneous) Finance
Publisher	Kluwer Academic Publishers
Publication type	Journals
ISSN	13806645
Coverage	1996, 1998-2000, 2002-ongoing
Scope	The proliferation of derivative assets during the past two decades is unprecedented. With this growth in derivatives comes the need for financial institutions, institutional investors, and corporations to use sophisticated quantitative techniques to take full advantage of the spectrum of these new financial instruments. Academic research has significantly contributed to our understanding of derivative assets and markets. The growth of derivative asset markets has been accompanied by a commensurate growth in the volume of scientific research. (source)