JOURNAL OF FINANCIAL MARKETS

Scope & Guideline

Exploring the depths of market behavior and innovation.

Introduction

Welcome to your portal for understanding JOURNAL OF FINANCIAL MARKETS, 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
ISSN1386-4181
PublisherELSEVIER
Support Open AccessNo
CountryNetherlands
TypeJournal
Convergefrom 1998 to 2024
AbbreviationJ FINANC MARK / J. Financ. Mark.
Frequency4 issues/year
Time To First Decision-
Time To Acceptance-
Acceptance Rate-
Home Page-
AddressRADARWEG 29, 1043 NX AMSTERDAM, NETHERLANDS

Aims and Scopes

The Journal of Financial Markets is dedicated to the exploration of the intricate dynamics of financial markets, focusing on a variety of factors that influence market behavior, efficiency, and participant interactions. The journal aims to publish high-quality research that advances the understanding of both theoretical and empirical aspects of financial markets.
  1. Market Efficiency and Price Discovery:
    Research often investigates how information and trading strategies impact market efficiency and the mechanisms of price formation, including the role of liquidity and trading costs.
  2. Behavioral Finance and Investor Sentiment:
    The journal addresses the influence of psychological factors and investor behavior on market movements, including studies on herding behavior, sentiment analysis, and the effects of media.
  3. Regulatory Impact and Market Structure:
    Papers frequently explore how regulatory changes and market structure (e.g., dark pools, high-frequency trading) affect market outcomes and participant strategies.
  4. Quantitative Methods and Machine Learning:
    The use of advanced quantitative methods, including machine learning, is a growing focus, with studies applying these techniques to predict market movements and analyze trading strategies.
  5. Global Market Dynamics:
    Research includes comparative analyses of international markets, examining how global events, economic indicators, and cross-border trading practices influence local market behavior.
  6. Risk Management and Derivative Markets:
    The journal publishes work on the relationship between risk management practices, derivatives trading, and their implications for market stability and investor behavior.
The Journal of Financial Markets has shown a notable shift towards emerging themes that reflect contemporary issues and advancements in financial research. These trends indicate the journal's responsiveness to the evolving landscape of financial markets.
  1. Algorithmic and High-Frequency Trading:
    Recent publications highlight the growing role of algorithmic trading strategies and their impact on market efficiency, participant behavior, and regulatory considerations.
  2. Machine Learning Applications:
    There is a burgeoning interest in applying machine learning techniques to financial data analysis, with research focusing on predictive modeling and risk assessment.
  3. Impact of Information Disclosure:
    Emerging studies examine the effects of information dissemination on market dynamics, particularly how private information and news affect trading behaviors and price movements.
  4. Sustainability and Climate Risk:
    An increasing number of papers address the implications of climate risks on financial markets, reflecting a broader trend towards integrating sustainability into financial analysis.
  5. Investor Behavior in Crisis Situations:
    Research is increasingly focused on understanding how investor sentiment and behavior change during crises, such as the COVID-19 pandemic, highlighting the relevance of psychological factors in trading.
  6. Cross-Market Interactions:
    The exploration of interactions between various asset classes and markets is gaining traction, as researchers seek to understand the interconnectedness of global financial systems.

Declining or Waning

While the Journal of Financial Markets continues to evolve and adapt to new research trends, certain themes have seen a decline in prominence. This reflects shifting interests within the field as new methodologies and market phenomena emerge.
  1. Traditional Fundamental Analysis:
    There appears to be a waning interest in purely fundamental analysis approaches, with more emphasis now placed on behavioral finance and quantitative methods.
  2. Static Models of Market Behavior:
    Research employing static models to analyze market behavior is becoming less common, as there is a shift towards dynamic models that account for changing market conditions and participant behaviors.
  3. Historical Financial Events Analysis:
    Studies focused solely on historical events without linking them to current market implications have decreased, as contemporary relevance and predictive insights take precedence.
  4. Microstructure Studies in Isolation:
    While market microstructure remains a critical area, papers focusing exclusively on microstructure without integrating broader market context or real-world applications are less frequently published.

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