Scimago Journal & Country Rank

Journal of Financial Econometrics

Country United Kingdom  - SIR icon SIR Ranking of United Kingdom
37
H Index
Subject Area and CategoryEconomics, Econometrics and Finance
Economics and Econometrics
Finance
PublisherOxford University Press
Publication typeJournals
ISSN14798409
Coverage2005-2019
Scope 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.

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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.

CategoryYearQuartile
Economics and Econometrics2006Q1
Economics and Econometrics2007Q1
Economics and Econometrics2008Q1
Economics and Econometrics2009Q1
Economics and Econometrics2010Q1
Economics and Econometrics2011Q1
Economics and Econometrics2012Q1
Economics and Econometrics2013Q1
Economics and Econometrics2014Q1
Economics and Econometrics2015Q1
Economics and Econometrics2016Q1
Economics and Econometrics2017Q1
Economics and Econometrics2018Q1
Economics and Econometrics2019Q1
Finance2006Q1
Finance2007Q1
Finance2008Q1
Finance2009Q1
Finance2010Q1
Finance2011Q1
Finance2012Q1
Finance2013Q1
Finance2014Q1
Finance2015Q1
Finance2016Q1
Finance2017Q1
Finance2018Q1
Finance2019Q1
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.

YearSJR
20061.181
20072.177
20083.396
20092.680
20101.513
20111.828
20122.766
20131.462
20141.831
20151.379
20162.150
20172.111
20182.282
20191.190
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 documentYearValue
Cites / Doc. (4 years)20050.000
Cites / Doc. (4 years)20060.920
Cites / Doc. (4 years)20071.521
Cites / Doc. (4 years)20082.000
Cites / Doc. (4 years)20092.609
Cites / Doc. (4 years)20102.729
Cites / Doc. (4 years)20111.947
Cites / Doc. (4 years)20122.662
Cites / Doc. (4 years)20132.231
Cites / Doc. (4 years)20141.933
Cites / Doc. (4 years)20151.885
Cites / Doc. (4 years)20162.020
Cites / Doc. (4 years)20171.946
Cites / Doc. (4 years)20181.805
Cites / Doc. (4 years)20192.928
Cites / Doc. (3 years)20050.000
Cites / Doc. (3 years)20060.920
Cites / Doc. (3 years)20071.521
Cites / Doc. (3 years)20082.000
Cites / Doc. (3 years)20092.468
Cites / Doc. (3 years)20101.613
Cites / Doc. (3 years)20111.929
Cites / Doc. (3 years)20122.509
Cites / Doc. (3 years)20131.574
Cites / Doc. (3 years)20141.789
Cites / Doc. (3 years)20151.693
Cites / Doc. (3 years)20161.985
Cites / Doc. (3 years)20171.577
Cites / Doc. (3 years)20182.065
Cites / Doc. (3 years)20191.839
Cites / Doc. (2 years)20050.000
Cites / Doc. (2 years)20060.920
Cites / Doc. (2 years)20071.521
Cites / Doc. (2 years)20081.857
Cites / Doc. (2 years)20091.103
Cites / Doc. (2 years)20101.349
Cites / Doc. (2 years)20111.889
Cites / Doc. (2 years)20121.912
Cites / Doc. (2 years)20131.382
Cites / Doc. (2 years)20141.655
Cites / Doc. (2 years)20151.341
Cites / Doc. (2 years)20161.660
Cites / Doc. (2 years)20171.765
Cites / Doc. (2 years)20181.286
Cites / Doc. (2 years)20191.813
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.

CitesYearValue
Self Cites20050
Self Cites20062
Self Cites20075
Self Cites200816
Self Cites20099
Self Cites20102
Self Cites20111
Self Cites201214
Self Cites20130
Self Cites20144
Self Cites20155
Self Cites20163
Self Cites20171
Self Cites20184
Self Cites20192
Total Cites20050
Total Cites200623
Total Cites200773
Total Cites2008134
Total Cites2009153
Total Cites2010100
Total Cites2011108
Total Cites2012143
Total Cites2013107
Total Cites2014136
Total Cites2015127
Total Cites2016135
Total Cites2017112
Total Cites2018128
Total Cites2019103
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.

CitesYearValue
External Cites per document20050
External Cites per document20060.840
External Cites per document20071.417
External Cites per document20081.761
External Cites per document20092.323
External Cites per document20101.581
External Cites per document20111.911
External Cites per document20122.263
External Cites per document20131.574
External Cites per document20141.737
External Cites per document20151.627
External Cites per document20161.941
External Cites per document20171.563
External Cites per document20182.000
External Cites per document20191.804
Cites per document20050.000
Cites per document20060.920
Cites per document20071.521
Cites per document20082.000
Cites per document20092.468
Cites per document20101.613
Cites per document20111.929
Cites per document20122.509
Cites per document20131.574
Cites per document20141.789
Cites per document20151.693
Cites per document20161.985
Cites per document20171.577
Cites per document20182.065
Cites per document20191.839
% 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.

YearInternational Collaboration
200548.15
200641.67
200736.84
200845.00
200919.23
201022.73
201133.33
201245.71
201338.10
201440.00
201539.29
201625.93
201743.48
201829.17
201959.09
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.

DocumentsYearValue
Non-citable documents20050
Non-citable documents20062
Non-citable documents20073
Non-citable documents20083
Non-citable documents20091
Non-citable documents20103
Non-citable documents201112
Non-citable documents201212
Non-citable documents201310
Non-citable documents20141
Non-citable documents20151
Non-citable documents20161
Non-citable documents20174
Non-citable documents201816
Non-citable documents201918
Citable documents20050
Citable documents200625
Citable documents200748
Citable documents200867
Citable documents200962
Citable documents201062
Citable documents201156
Citable documents201257
Citable documents201368
Citable documents201476
Citable documents201575
Citable documents201668
Citable documents201771
Citable documents201862
Citable documents201956
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.

DocumentsYearValue
Uncited documents20050
Uncited documents200612
Uncited documents200725
Uncited documents200830
Uncited documents200924
Uncited documents201026
Uncited documents201133
Uncited documents201229
Uncited documents201342
Uncited documents201419
Uncited documents201537
Uncited documents201626
Uncited documents201730
Uncited documents201835
Uncited documents201948
Cited documents20050
Cited documents200615
Cited documents200726
Cited documents200840
Cited documents200939
Cited documents201039
Cited documents201135
Cited documents201240
Cited documents201336
Cited documents201458
Cited documents201539
Cited documents201643
Cited documents201745
Cited documents201843
Cited documents201926
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