Journal of Derivatives and Quantitative Studies

Aims & Scope

Journal of Derivatives and Quantitative Studies (JDQS) is the official publication of the Korea Derivatives Association (KDA) and publishes both empirical and theoretical research articles ranging from major research fields in financial derivatives to broader topics in quantitative finance.

The aim of the Journal of Derivatives and Quantitative Studies is to provide a forum in which leading researchers present timely and important topics related to pricing and/or risk management of various financial derivatives as well as financial assets in general.

The Journal's purpose is not only to share important scholarly results across finance academics and practitioners, but also to extend communications to policymakers and general audience.

The Journal mainly focuses on pure or applied theoretical works with testable implications and empirical or policy research papers that are based on the solid economic backgrounds and motivations.

Started from 1993, the Journal of Derivatives and Quantitative Studies is one of the oldest and most widely-recognized financial derivatives related journals in the Asia-pacific region.

Given the large size of the Korean derivatives market in the Asia-pacific region and the fast-growing amount of research works using the derivatives market in Korea as well as the Asia-pacific region, the editorial board of the Journal consists of a large number of experts in the derivatives market in Korea as well as in the Asia-pacific region as a whole.

Metrics & Ranking

Abstracting & Indexing

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

• Scopus
• Google Scholar
• Directory of Open Access Journals (DOAJ)

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.

Licensing & Copyright

This journal operates under an Open Access model. Articles are freely accessible to the public immediately upon publication. The content is licensed under a Creative Commons Attribution 4.0 International License (CC BY 4.0), allowing users to share and adapt the work with proper attribution.

Copyright remains with the author(s), and no permission is required for non-commercial use, provided the original source is cited.

Policy Links

This section provides access to essential policy documents, guidelines, and resources related to the journal’s publication and submission processes.

• Aims scope
• Homepage
• Oa statement
• Author instructions
• License terms
• Review url
• Board url
• Copyright url
• Plagiarism url
• Preservation url
• Apc url
• License

Plagiarism Policy

This journal follows a plagiarism policy. All submitted manuscripts are screened using reliable plagiarism detection software to ensure originality and academic integrity. Authors are responsible for proper citation and acknowledgment of all sources, and any form of plagiarism, including self-plagiarism, will not be tolerated.

For more details, please refer to our official: Plagiarism Policy.

APC Details

The journal’s Article Processing Charge (APC) policies support open access publishing in Economics, Econometrics and Finance, ensuring accessibility and quality in research dissemination.

This journal does not charge a mandatory Article Processing Charge (APC). However, optional open access publication may incur fees based on the publisher’s policies.

Explore journals without APCs for alternative publishing options.

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.

• Green bonds: a survey

  Citation: 46

  Authors: Chiyoung, Jaewon

• The impact of ESG rating disagreement on corporate value

  Citation: 28

  Authors: Ryumi, Bonha

• Bitcoin and stock markets: a revisit of relationship

  Citation: 14

  Authors: Hassanudin, Abdollah

• A VECM analysis of Bitcoin price using time-varying cointegration approach

  Citation: 10

  Authors: Yong, Joon Hee

• Time-varying preferences for ESG investments: evidence from an emerging market

  Citation: 8

  Authors: Eunyoung

• Information asymmetry, time until deal completion and post-M&A performance

  Citation: 7

  Authors: Ephraim Kwashie, Changki

• Investment strategy via analyst report text mining

  Citation: 6

  Authors: Cheol-Won

• Thirty years of the <i>Journal of Derivatives and Quantitative Studies</i>: a bibliometric analysis

  Citation: 6

  Authors: Jun Sik, Sol

• Market anomalies in the Korean stock market

  Citation: 5

  Authors: Minyeon, Dong-Hyun, Hyoung-Goo

• Earnings quality, foreign investor and dividends

  Citation: 5

  Authors: Jong Hwa