FINANCIAL REVIEW

Scope & Guideline

Unveiling the Dynamics of Finance and Econometrics

Introduction

Welcome to your portal for understanding FINANCIAL REVIEW, featuring guidelines for its aims and scope. Our guidelines cover trending and emerging topics, identifying the forefront of research. Additionally, we track declining topics, offering insights into areas experiencing reduced scholarly attention. Key highlights include highly cited topics and recently published papers, curated within these guidelines to assist you in navigating influential academic dialogues.
LanguageEnglish
ISSN0732-8516
PublisherWILEY
Support Open AccessNo
CountryUnited States
TypeJournal
Convergefrom 1969 to 2024
AbbreviationFINANC REV / FINANC. REV.
Frequency4 issues/year
Time To First Decision-
Time To Acceptance-
Acceptance Rate-
Home Page-
Address111 RIVER ST, HOBOKEN 07030-5774, NJ

Aims and Scopes

The Financial Review journal primarily focuses on advancing the understanding of financial markets, asset pricing, corporate finance, and investment strategies. Through rigorous empirical research and theoretical contributions, it aims to provide insights that can guide both academics and practitioners in the finance domain.
  1. Asset Pricing and Market Efficiency:
    The journal extensively covers topics related to asset pricing models, market efficiency, and the behavior of stock prices in response to various economic signals.
  2. Corporate Finance Dynamics:
    Research on corporate finance is a significant focus, exploring aspects such as IPO underpricing, the impact of regulations, and the financial behaviors of firms in different economic contexts.
  3. Investment Strategies and Performance:
    The Financial Review publishes studies related to investment strategies, including mutual funds, hedge funds, and the performance metrics used to evaluate these entities.
  4. Behavioral Finance Influences:
    The journal also delves into behavioral finance, examining how psychological factors and market sentiment influence investor behavior and decision-making.
  5. Empirical Analysis and Methodological Innovations:
    A consistent emphasis on empirical analysis and innovative methodologies allows the journal to provide robust evidence and fresh perspectives on existing financial theories.
Recent publications in the Financial Review reveal emerging themes that reflect the evolving landscape of finance research. These trends indicate areas of growing interest and potential importance for future studies.
  1. Idiosyncratic Volatility and Its Implications:
    An increasing focus on idiosyncratic volatility suggests a shift towards understanding how individual stock volatility affects overall market dynamics and expected returns.
  2. Impact of Macro-Economic Factors on Finance:
    Recent works emphasize the interplay between macroeconomic factors and corporate finance, indicating a trend towards integrating broader economic conditions into financial analysis.
  3. Complex Asset Pricing Models:
    The exploration of complex asset pricing models that incorporate systematic skewness and other nuanced factors is becoming more prominent, reflecting a move towards sophisticated financial theories.
  4. Corporate Governance and Social Responsibility:
    Research exploring the intersection of corporate governance, institutional investor behavior, and corporate social responsibility is on the rise, highlighting the increasing importance of ethical considerations in finance.
  5. Behavioral Aspects of Investment Decisions:
    There is a growing interest in behavioral finance, particularly how cognitive biases and investor sentiment influence market outcomes and investment strategies.

Declining or Waning

While the Financial Review continues to thrive in many areas, some themes have shown a decline in frequency or relevance in recent publications. This section highlights those waning scopes that may reflect changing interests in the finance research community.
  1. Traditional Valuation Models:
    Research centered around traditional valuation models, such as those based solely on dividend growth, has seen a decline as newer methodologies and frameworks gain traction.
  2. Overreliance on Historical Data:
    Themes that heavily depend on historical data for predictions, particularly in stock return forecasting, appear to be less prevalent, indicating a shift towards more dynamic and adaptable models.
  3. Focus on Simple Risk-Return Relationships:
    There is a noticeable reduction in studies that explore simplistic risk-return relationships without considering the complexities of market dynamics and investor behavior.
  4. Single-Factor Models:
    The reliance on single-factor models for asset pricing has diminished, as researchers increasingly recognize the need for multi-factor approaches that better capture market realities.

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