Scimago Journal & Country Rank

Journal of Financial Econometrics

Country

United Kingdom

Universities and research institutions in United Kingdom
Media Ranking in United Kingdom

Subject Area and Category

Publisher

Oxford University Press

H-Index

50

Publication type

Journals

ISSN

14798409

Coverage

2005-2023

Information

Homepage

How to publish in this journal

jfec.editorialoffice@oup.com

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. Join the conversation about this journal
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
Economics and Econometrics2020Q1
Economics and Econometrics2021Q1
Economics and Econometrics2022Q1
Economics and Econometrics2023Q1
Finance2006Q1
Finance2007Q1
Finance2008Q1
Finance2009Q1
Finance2010Q1
Finance2011Q1
Finance2012Q1
Finance2013Q1
Finance2014Q1
Finance2015Q1
Finance2016Q1
Finance2017Q1
Finance2018Q1
Finance2019Q1
Finance2020Q1
Finance2021Q1
Finance2022Q1
Finance2023Q1
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
20201.187
20211.625
20221.645
20232.011
Total Documents

Evolution of the number of published documents. All types of documents are considered, including citable and non citable documents.

YearDocuments
200527
200624
200719
200820
200926
201022
201121
201235
201321
201420
201528
201627
201714
201824
201922
202028
202139
202231
202337
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)20060.926
Cites / Doc. (4 years)20071.431
Cites / Doc. (4 years)20081.957
Cites / Doc. (4 years)20092.589
Cites / Doc. (4 years)20102.629
Cites / Doc. (4 years)20111.770
Cites / Doc. (4 years)20122.292
Cites / Doc. (4 years)20131.971
Cites / Doc. (4 years)20141.747
Cites / Doc. (4 years)20151.938
Cites / Doc. (4 years)20162.000
Cites / Doc. (4 years)20171.875
Cites / Doc. (4 years)20181.629
Cites / Doc. (4 years)20192.258
Cites / Doc. (4 years)20201.943
Cites / Doc. (4 years)20213.284
Cites / Doc. (4 years)20223.708
Cites / Doc. (4 years)20233.242
Cites / Doc. (3 years)20050.000
Cites / Doc. (3 years)20060.926
Cites / Doc. (3 years)20071.431
Cites / Doc. (3 years)20081.957
Cites / Doc. (3 years)20092.476
Cites / Doc. (3 years)20101.585
Cites / Doc. (3 years)20111.691
Cites / Doc. (3 years)20122.058
Cites / Doc. (3 years)20131.410
Cites / Doc. (3 years)20141.779
Cites / Doc. (3 years)20151.750
Cites / Doc. (3 years)20161.971
Cites / Doc. (3 years)20171.493
Cites / Doc. (3 years)20181.841
Cites / Doc. (3 years)20191.354
Cites / Doc. (3 years)20201.950
Cites / Doc. (3 years)20213.568
Cites / Doc. (3 years)20222.427
Cites / Doc. (3 years)20233.398
Cites / Doc. (2 years)20050.000
Cites / Doc. (2 years)20060.926
Cites / Doc. (2 years)20071.431
Cites / Doc. (2 years)20081.860
Cites / Doc. (2 years)20091.179
Cites / Doc. (2 years)20101.326
Cites / Doc. (2 years)20111.479
Cites / Doc. (2 years)20121.512
Cites / Doc. (2 years)20131.411
Cites / Doc. (2 years)20141.625
Cites / Doc. (2 years)20151.390
Cites / Doc. (2 years)20161.625
Cites / Doc. (2 years)20171.636
Cites / Doc. (2 years)20181.049
Cites / Doc. (2 years)20191.395
Cites / Doc. (2 years)20202.196
Cites / Doc. (2 years)20212.260
Cites / Doc. (2 years)20222.731
Cites / Doc. (2 years)20232.486
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 Cites20063
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
Self Cites20202
Self Cites20211
Self Cites20224
Self Cites202310
Total Cites20050
Total Cites200625
Total Cites200773
Total Cites2008137
Total Cites2009156
Total Cites2010103
Total Cites2011115
Total Cites2012142
Total Cites2013110
Total Cites2014137
Total Cites2015133
Total Cites2016136
Total Cites2017112
Total Cites2018127
Total Cites201988
Total Cites2020117
Total Cites2021264
Total Cites2022216
Total Cites2023333
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 document20060.815
External Cites per document20071.333
External Cites per document20081.729
External Cites per document20092.333
External Cites per document20101.554
External Cites per document20111.676
External Cites per document20121.855
External Cites per document20131.410
External Cites per document20141.727
External Cites per document20151.684
External Cites per document20161.928
External Cites per document20171.480
External Cites per document20181.783
External Cites per document20191.323
External Cites per document20201.917
External Cites per document20213.554
External Cites per document20222.382
External Cites per document20233.296
Cites per document20050.000
Cites per document20060.926
Cites per document20071.431
Cites per document20081.957
Cites per document20092.476
Cites per document20101.585
Cites per document20111.691
Cites per document20122.058
Cites per document20131.410
Cites per document20141.779
Cites per document20151.750
Cites per document20161.971
Cites per document20171.493
Cites per document20181.841
Cites per document20191.354
Cites per document20201.950
Cites per document20213.568
Cites per document20222.427
Cites per document20233.398
% 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
201750.00
201829.17
201959.09
202064.29
202133.33
202254.84
202345.95
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 documents20187
Non-citable documents20199
Non-citable documents20207
Non-citable documents202111
Non-citable documents202212
Non-citable documents202311
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
Citable documents202053
Citable documents202163
Citable documents202277
Citable documents202387
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 documents200829
Uncited documents200924
Uncited documents201026
Uncited documents201133
Uncited documents201229
Uncited documents201342
Uncited documents201420
Uncited documents201534
Uncited documents201626
Uncited documents201730
Uncited documents201826
Uncited documents201941
Uncited documents202031
Uncited documents202136
Uncited documents202236
Uncited documents202338
Cited documents20050
Cited documents200615
Cited documents200726
Cited documents200841
Cited documents200939
Cited documents201039
Cited documents201135
Cited documents201240
Cited documents201336
Cited documents201457
Cited documents201542
Cited documents201643
Cited documents201745
Cited documents201843
Cited documents201924
Cited documents202029
Cited documents202138
Cited documents202253
Cited documents202360
% Female Authors

Evolution of the percentage of female authors.

YearFemale Percent
20058.70
200612.82
20075.71
200812.20
200911.63
201012.50
20116.38
201216.90
201331.11
201415.38
201520.00
201620.00
201712.90
201818.37
201913.21
202014.55
202116.25
202222.58
202322.78
Documents cited by public policy (Overton)

Evolution of the number of documents cited by public policy documents according to Overton database.

DocumentsYearValue
Overton200512
Overton200613
Overton20078
Overton20089
Overton20099
Overton20106
Overton201111
Overton201211
Overton201313
Overton20148
Overton201511
Overton20167
Overton20173
Overton20182
Overton20194
Overton20202
Overton20216
Overton20222
Overton20233
Documents related to SDGs (UN)

Evolution of the number of documents related to Sustainable Development Goals defined by United Nations. Available from 2018 onwards.

DocumentsYearValue
SDG20180
SDG20192
SDG20201
SDG20214
SDG20221
SDG20231
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