E-GARCH result indicates a strong presence of asymmetry effect in the volatility of BRICS stock returns during post-BRICS and concludes the presence of leverage effect in all the BRICS markets. Any impact factor or scientometric indicator alone will not give you the full picture of a science journal. The findings from the wavelet revealed the following: (i) a one-way causality exists from ER to FR in Mexico; (ii) a one-way causality exists from FR to ER in Indonesia; (iii) a unidirectional causality exists from ER to FR in Nigeria and (iv) a one-way causality exists from FR to ER in Turkey. When an article on an experiment and its hypothesis is submitted to a scholarly journal for publishing then it is meticulously tested. This journal is not suitable for papers devoted solely to pure theory or survey articles with inadequate econometric analysis. The new impact factor for the Czech Journal of Economics and Finance is 0.604. The principal purpose of the journal is to publish scholarly work in the social sciences. For instructions for authors, see journal.fsv.cuni.cz/static/page/instruction. If we consider the Economics category in the Web of Science, our journal would score 301th out of 344 journals included. A two-stage FamaMacBeth (FMB) regression procedure is employed to empirically test for the relationship between beta and expected returns. During the last year, the articles from our journal have been cited by journals such as the Journal of Economic Behaviour & Organization, European Journal of Finance, Economic Modelling and International Journal of Finance & Economics. April 2022 Editors Choice: Keeping options open: What motivates entrepreneurs? 49 articles published in 2013 and 2014 in our journal were cited 22 times in 2015 in the journals included in the Web of Science. useof impact factors of science journals easier. All rights reserved. The rejection rate is 92%. such citations come from. Powered by. Make your research data available, accessible, discoverable, and usable. Evolution of the number of total citation per document and external citation per document (i.e. We present a three-player game of futures trading in which a continuum range of negative price can be supported as (strong) Nash equilibrium, yet none of those constitutes an [Formula: see text]-equilibrium originally developed by Ma (2009). The objective of this study is to explore Roy and Shijin [(2018). A total of 217 articles were published in 2021. The rejection rate is 46% once the desk-rejections are not considered. * Required, Email(will not be published) Source: Thomson Reuters Journal Citation Reports 2015. Using this robust model, we find overwhelming evidence of causality from the GPRs, with relatively stronger effects from threats than acts, for the entire conditional distribution of the three factors, with higher impacts on medium- and long-run maturities, i.e., curvature and level factors, suggesting the predictability of the entire US term structure based on information contained in GPRs. The corresponding rank for our journal when we look at the Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 75th. https://doi.org/10.1142/s2010495222500130. Moreover, an upper bound for the absolute value of the Non-central Moments is determined. I argue that my universal risk budget, so-defined, is a potentially more perspicuous and flexible type of universal portfolio; it allows the algorithmic trader to incorporate, with advantage, his prior knowledge or beliefs about the particular covariance structure of instantaneous asset returns. Ramseys RESET tests suggest a nonlinear relationship exists between the three series.

To the authors awareness, the relationship between economics and finance has not been thoroughly investigated in the context of risk for the MINT nations. Evolution of the number of published documents. JournalFinder uses smart search technology and field-of-research specific vocabularies to match your manuscript to Elsevier journals. The Breitung and Candelon (BC) causality and the wavelet coherence (WTC) techniques are used to inspect the combined timefrequency causal interrelationship between FR and ER, in accordance with the study goals. Note : Please visit Indexing site to sure the journal is indexed or not. Our the Czech Journal of Economics and Finance also maintains the so-called Web of Science impact factor for nearly two decades. The Annals of Financial Economics Journal is Indexed with Scopus, UGC (University Grants Commission). Papers without decision (decision to be taken in 2018): 22 Dejan IVKOV, Jelena DAMNJANOVI, Natasa PAPI-BLAGOJEVI Do you want to receive an email alert about new issue. We observe that the prevalence of the arbitrageur counteracts the effects of unsophisticated investors, resulting in a lower volatility of the pricedividend ratio, lower predictive power of changes in consumption for future price changes and lower equity premium. An International Standard Serial Number is an eight-digit serial number used to uniquely identify a serial publication, such as a magazine. This journal offers a specialized forum for applied research on investments in various financial markets, market microstructures, asset pricing and regulation of financial markets. Read more about Elsevier on the topic of diversity. In the authors opinion, the proposed Garivaltis prior makes for a nice improvement on Covers timeless expert system, that is properly agnostic and open to different risk budgets from the very get-go. The Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 0.084. Mike served on the editorial board of the Annals of Financial Economics (AFE) for more than 16 years and was the Editor-in-Chief since 2016. William APPLEMAN, Levan BEZHANISHVILI, Zurab ABRAMISHVILI Another closed form is defined using the Lower Incomplete Gamma Function. In this regard, we examine the influence of variations in prices of commodities on nominal exchange rate in Ghana.

The desk rejection rate is 78%. This ranks our journal to be 72th out of 88 journals included in this prestigious list of journals (Business, Finance category). Johansen co-integration test also establishes more co-integrating equations during post-BRICS. JAN KALINA, PETRA VIDNEROV

The Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 0.133. Our journal was cited in 2014 by some highly selective journals such as International Journal of Central Banking, North American Journal of Economics and Finance, Economic Systems, Applied Economics, Economic Modelling or Annals of Regional Science. Using a survey-based sentiment index of sentix, our results suggest strong evidence of nonlinearity and structural breaks making the use of linear causality models unreliable. Peter NEMEC, Rbert TEFKO, Mat KUBK 50 articles published in 2012 and 2013 in our journal were cited 21 times in 2014 in the journals included in the Web of Science. The rejection rate is 91%. It may consist of a group of letters or words taken from the full version of the word or phrase. The new impact factor for the Czech Journal of Economics and Finance is 0.449. Regional Determinants of Housing Prices in the Czech Republic a Normal constrained to assume values in the interval with bounds that may be finite or infinite. As a result, we use a data-driven approach, specifically a nonparametric causality-in-quantiles test, which is robust to misspecification due to regime changes and nonlinearity, to reconsider the predictive ability of the overall and decomposed GPRs on the three latent factors. In this paper, information about the firms future payoffs will be revealed as time goes by. He touched our lives deeply and was ever ready to lend a hand in any way he could, whether through his vast knowledge of econometrics, his willingness to work together on research projects, his efforts on behalf of this journal, or his contagious joie de vivre. journal self-citations removed) received by a journal's published documents during the three previous years. The rejection rate is 25% once the desk-rejections are not considered. We define two recursive expressions where one can be expressed in closed form. The average time to make a first decision, excluding desk-rejections, is 3 months. scijournal.org is a platform dedicated to making the search and The Social Science Journal (ISSN-0362-3319) is the official journal of the Western Social Science Association. We suggest the prospective authors to consult the aims and scope of our journal as well as to browse trough the previous issues of our journal to see what type of articles we are typically interested in. This new approach for the analysis of infinite horizon firms via information updating provides a more realistic and practical alternative to the study of the dynamic value of the firm. The limitations to the use of Truncated Normal distributions with a lower negative limit regarding financial products are considered. Rejected based on referee reports: 11 This paper presents details of the DEA method. Using a kernel-based multivariate nonlinear causality test, we find that causality runs from Eurozone to the US, Asia and Japan, with Japan also causing the Eurozone sentiment, and Latin America causing the Japanese sentiment. For this reason, causality, information flow and co-movement analysis of stock indices gain importance in comparing countries economies. We suggest the prospective authors to consult the aims and scope of our journal as well as to browse trough the previous issues of our journal to see what type of articles we are typically interested in. It has been published since 1951 (ISSN: 0015-1920) and for a long time has been given an impact factor in Web of Science (see JCR Report of Social Science Citation Index). The research that is published may take a theoretical or speculative model as well as statistical and mathematical. The desk-rejection rate is 92%. Published articles: 24 Papers without decision (decision to be taken in 2019): 20 approach to political science, sociology, psychology, ethics, and history. Yes Annals of Financial Economics is Indexed By UGC Care. The users of Scimago Journal & Country Rank have the possibility to dialogue through comments linked to a specific journal. Our results have important implications for academics, investors and policymakers. All types of documents are considered, including citable and non citable documents. Abdul Majid NASIR, Rozaimah ZAINUDIN, Aidil Rizal SHAHRIN I juxtapose Covers vaunted universal portfolio selection algorithm ([Cover, TM (1991). Rejected because of plagiarism: 0 Singapore Also, the study concludes that a linear model of slope-intercept form is enough to explain the beta and expected returns relationship. Simply insert your title and abstract and select the appropriate field-of-research for the best results. A beta anomaly occurs when the additional market risk taken by an investor is not rewarded. Was a One Hour Adjustment in Georgian Public Sector Working Hours Family Friendly and Did It Increase Female Labour Participation?

What Drives Small Business Crowdfunding? We suggest the prospective authors to consult the aims and scope of our journal as well as to browse trough the previous issues of our journal to see what type of articles we are typically interested in.

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. It also encourages an economic

scientist or scholar. Source: Thomson Reuters Journal Citation Reports 2019. TheAnnals of Financial Economics - AFE is an international journal with the goal of advancing the knowledge and understanding of the practice of financial economics through the publication of a high-quality and practitioner-relevant journal. Efficiency is a topic of great interest because its applications are diverse and rich. During the last year, the articles from our journal have been cited by journals such as International Journal of Forecasting, Empirical Economics, Economic Systems, or Small Business Economics. May Editors Choice: How much should we trust staggered difference-in-differences estimates? Source: Thomson Reuters Journal Citation Reports 2018. Inspired by [Jamshidian, F (1992).

Asymptotically optimal portfolios.

Predicting Stock Returns and Volatility in BRICS Countries during a Pandemic: Evidence from the Novel Wild Bootstrap Likelihood Ratio Approach

The purpose is to have a forum in which general doubts about the processes of publication in the journal, experiences and other issues derived from the publication of papers are resolved. The ScienceGate team tries to make research easier by managing and providing several unique services gathered in a web platform. Furthermore, the BC causality outcomes validate the WTC outcomes. Withdrawals: 2 This has facilitated trade and investments among economies across the globe. We published this study to help researchers understand the connectedness between stock indices and investors avoiding risk in their stock portfolios, especially during financial crisis periods. Desk-rejections: 264 (ISSN This paper finds that the crash risk of stock price, referred to as the low level of information disclosure, creates a significantly negative effect on corporate valuation, expressing that information asymmetry causes serious issues for corporate prospects in the context of an emerging economy. Data Source: Scopus, Explore, visually communicate and make sense of data with our, Metrics based on Scopus data as of April 2022. Thus, I define a Universal Risk Budgeting scheme that weights each risk budget, instead of each capital budget, by its historical performance record, la Cover. This ranks our journal to be 86th out of 98 journals included in this prestigious list of journals (Business, Finance category). The desk rejection rate is 85%. The index is based on the set of the scientist's The Czech Journal of Economics and Finance welcomes a new editor and editorial board members: Stefan Lyocsa - Institute of Economic Research, Slovak Academy of Sciences, Eduard Baumohl - University of Economics, Bratislava Rejected because of plagiarism: 0 Three different results are obtained as follows: (1) DAX is on the leading side in general for five-year periods, (2) bidirectional information flows arise for every pair in the coherent periods and (3) TE-guided WTC analysis shows that TE sign change can be explained by phase angle direction obtained with WTC. Contagious Defaults in Interbank Networks, Predicting Stock Returns and Volatility in BRICS Countries during a Pandemic: Evidence from the Novel Wild Bootstrap Likelihood Ratio Approach, Least Weighted Squares Quantiles Reveal How Competitiveness Contributes to Tourism Performance, What Drives Small Business Crowdfunding? I prove that my scheme is mathematically equivalent to a novel type of [Cover, TM and E Ordentlich (1996). 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 A sub-sample from July 1990 to July 2018 is used to analyze the three series using two-stage least squares and the Hausman test to check for issues related to endogeneity. The primary corresponding authors at country/region level in the last five years. (Learn More), The h-index is an author-level metric that attempts to measure both It is with profound sadness that we write this statement for the former editor of this journal, our colleague and friend, Michael McAleer. Thus, corporates are suggested to enrich their information disclosure through periodic reports as a crucial mechanism to improve their transparency, reduce stock price crash risk, and enhance their valuation. Tomas Vyrost - University of Economics, Bratislava Mike passed away peacefully on July 8, 2021, and he will be sorely missed by his vast number of colleagues and friends. We use daily data for the period 25th November 1985 to 10th March 2020 to analyze the impact of newspapers-based measures of geopolitical risks (GPRs) on United States (US) Treasury securities by considering the level, slope and curvature factors derived from the term structure of interest rates of maturities covering 1 to 30 years. Mathematical Finance, 1, 129]) with the modern representation of a portfolio as a certain allocation of risk among the available assets, rather than a mere allocation of capital. Academic literature shows mixed evidence on whether the market rewards risk-takers or not for the additional risk taken. This paper features a statistical analysis of the monthly three factor Fama/French return series. The new impact factor for the Czech Journal of Economics and Finance is 0.604. The rejection rate is 51% once the desk rejections are not considered. The list of published papers is available below. Finally, information-based option pricing formulae and non-random walks and cycles in asset price can also be generated with this theory. >> Our model captures the mechanism underlying futures price manipulation, and its predictions largely agree with the observations on that day, which are beyond the scope of demandsupply and physical delivery narratives. The SJR is a size-independent prestige indicator that ranks journals by their 'average prestige per article'. & AEconF.com, the electronic editions of the. A six factor assets pricing model. The corresponding rank for our journal when we look at the Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 81st. Rejected because of plagiarism: 0

However, uncertainties may alter the dynamics of exchange rate movements, thereby minimizing the contribution of its economic activities at various market conditions. Peer review means that a board of scholarly reviewers in the domain of the journal, review materials they publish for quality of research and adherence to editorial standards of the journal, before articles are accepted for publication. However, evidence of structural breaks and nonlinearity is provided by statistical tests performed on the linear model, which indicates that the Granger causality cannot be relied upon, as they are based on a misspecified framework. The Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 0.099. Total number of articles: 300 The Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 0.084. Implications for the study are further provided. Max Gillman - University of Missouri - St. Louis.

The Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 0.123. There are also other factors such as H-Index, Self-Citation Ratio, SJR, SNIP, etc. International Collaboration accounts for the articles that have been produced by researchers from several countries. Least Weighted Squares Quantiles Reveal How Competitiveness Contributes to Tourism Performance View historical data and other metrics on Journal Insights. Among empirical papers, we prefer those relevant to a broad international audience, i.e., covering a range of countries or analyzing topics clearly relevant outside a single country. To explain asymmetrical response of the market, E-GARCH Model is applied. This ranks our journal to be 88th out of 103 journals included in this prestigious list of journals (Business, Finance category). The Impact Factor measures the average number of citations received in a particular year by articles published in the journal during the two preceding years.

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. Papers without decision (decision to be taken in 2020): 25 We focus on monetary economics, public finance, financial economics, and international economics, but are open to high-quality papers from all fields of modern economics. The Article Influence Score (this metric gives more weight to citations in more prestigious journals) is 0.124. AEconF.net Desk-rejections: 220 Copyright 2021, Journal of Financial Economics, July Editors Choice: Bubbles and the value of innovation, June Editors Choice: Stock Return Ignorance. This paper formulates an informational theory of the evolving value of the firm under uncertainties and unknowns in the future payoff structures. the productivity and citation impact of the publications of a Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio In the year 2018, the basic data about the flow of articles is as follows: TIMEFREQUENCY ANALYSIS BETWEEN ECONOMIC RISK AND FINANCIAL RISK IN THE MINT NATIONS: WHAT CAUSES WHAT? >|, Charles University in Prague. The findings benefit investment managers and wealth advisors by explaining the market risk and expected returns relationship. Stock indices are key indicators of the economy since they indicate the strength of a countrys stock market. The findings refute the presence of a beta anomaly in the Indian capital market. Contagious Defaults in Interbank Networks

The new impact factor for the Czech Journal of Economics and Finance is 0.604. Universal portfolios with side information. The ISSN is especially helpful in distinguishing between serials with the same title, "Annals of Financial Economics" Journal Print ISSN : 2010-4952, and Online ISSN (eISSN) : 2010-4960. This study also proposes related recommendations to enhance corporate governance and finance supervisory to maintain sustainability in the future. In the year 2019, the basic data about the flow of articles is as follows: Mathematical Finance, 2, 131150], the universal risk budget is formulated as a new kind of exotic option in the continuous time BlackScholes market, with all the pleasure, elegance, and convenience that entails. The Impact Factor measures the average number of citations received in a particular year by articles published in the journal during the two preceding years. Tahir AKHTAR Papers employing econometric or empirical methods in the research design and focusing on empirical testing of both financial theories and applications in financial economics are encouraged. Name Annals of Financial Economics is a Social sciences and Social sciences Journal and published by Walter de Gruyter. Czech Journal of Economics and Finance - Impact Factor = 0.420. Faisal Mahmood, Umeair Shahzad, Ali Nazakat. Copyright 2019-2022, www.openacessjournal.com, Annals of Financial Economics abbreviation, United states - US Social sciences journals list, United kingdom Social sciences journals list, International Journal of Social Science Studies. It is expected that countries international economic activities would contribute to the rate of exchange between the countries. The main objective in this paper is to analyze the effectiveness of banks in Vietnam.