Annals of Finance

Aims & Scope

Annals of Finance provides an outlet for original research in all areas of finance and its applications to other disciplines having a clear and substantive link to the general theme of finance.

In particular, innovative research papers of moderate length of the highest quality in all scientific areas that are motivated by the analysis of financial problems will be considered.

Annals of Finance's scope encompasses - but is not limited to - the following areas: accounting and finance, asset pricing, banking and finance, capital markets and finance, computational finance, corporate finance, derivatives, dynamical and chaotic systems in finance, economics and finance, empirical finance, experimental finance, finance and the theory of the firm, financial econometrics, financial institutions, mathematical finance, money and finance, portfolio analysis, regulation, stochastic analysis and finance, stock market analysis, systemic risk and financial stability.

View Aims & Scope

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Metrics & Ranking

SJR (SCImago Journal Rank)

Year	Value
2024	0.339

Quartile

Year	Value
2024	Q2

Journal Rank

Year	Value
2024	15436

Journal Citation Indicator

Year	Value
2024	61

Impact Factor

Year	Value
2024	0.80

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Economics, Econometrics and Finance, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• Option pricing and Esscher transform under regime switching

  Citation: 340

  Authors: Robert J., Leunglung, Tak Kuen

• A dynamic model of entrepreneurship with borrowing constraints: theory and evidence

  Citation: 143

  Authors: Francisco J.

• Affine fractional stochastic volatility models

  Citation: 110

  Authors: F., L., E.

• Prospect and Markowitz stochastic dominance

  Citation: 100

  Authors: W. -K., R. H.

• Maximum likelihood estimation of the double exponential jump-diffusion process

  Citation: 87

  Authors: Cyrus A., Yong

• The fundamental theorem of asset pricing for continuous processes under small transaction costs

  Citation: 80

  Authors: Paolo, Miklós, Walter

• A risk assessment model for banks

  Citation: 78

  Authors: Charles A.E., Pojanart, Dimitrios P.

• Analysing financial contagion and asymmetric market dependence with volatility indices via copulas

  Citation: 75

  Authors: Yue, Wing Lon

• Towards a measure of financial fragility

  Citation: 74

  Authors: Oriol, Charles A. E., Dimitrios P., Lea

• Relative arbitrage in volatility-stabilized markets

  Citation: 73

  Authors: Robert, Ioannis

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