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Impact Factor
1.205
5 year Impact Factor
1.565

Editors

Federico Bandi

Andrew Patton

About the journal

The Journal addresses substantive statistical issues raised by the tremendous growth of the financial industry over the last decades. The goal of the Journal is to reflect and advance the relationship between econometrics and finance, both at the methodological and at the empirical levels. 

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Top Downloaded Papers

Interested in exploring the top downloaded papers from the Journal of Financial Econometrics?

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Special Issue in Honor of Hal White

This special issue pays tribute to Hal White's many contributions to financial econometrics. It contains a personal piece by Peter Phillips, followed by the Presidential Address written by Eric Ghysels, a cofounder of SoFiE. Finally, there are four papers on topics related to Hal White's scholarly contributions, each covering both theoretical and applied questions in financial econometrics.

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Review Speed

Average time to first decision in 2016:

  • All decisions: 96 days
  • Excluding desk rejects: 132 days

For more information about submitting your work, read our Author Guidelines.

SoFiE Conference

The tenth annual SoFiE Conference will be held from 21st June to 23rd June 2017 in New York.

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Engle Prize

The Engle Prize is awarded every two or three years to the young scholar or student who has published the best article in the Journal of Financial Econometrics over the preceding period.

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JEL Codes Explained

Articles from Oxford Journals economics titles are classified according to the system used by the Journal of Economic Literature (commonly known as 'JEL codes').

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This journal is a member of the Committee on Publication Ethics (COPE)

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