Journal of Empirical Finance

Aims & Scope

The Journal of Empirical Finance is a financial economics journal whose aim is to publish high quality articles in empirical finance.

Empirical finance is interpreted broadly to include any type of empirical work in financial economics, financial econometrics, and also theoretical work with clear empirical implications, even when there is no empirical analysis.

The Journal welcomes articles in all fields of finance, such as asset pricing, corporate finance, financial econometrics, banking, international finance, microstructure, behavioural finance, etc.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	2.4

SJR (SCImago Journal Rank)

Year	Value
2024	0.944

Quartile

Year	Value
2024	Q1

h-index

Year	Value
2024	98

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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.

• A long memory property of stock market returns and a new model

  Citation: 2389

  Authors: Zhuanxin, Clive W.J., Robert F.

• Improved estimation of the covariance matrix of stock returns with an application to portfolio selection

  Citation: 1218

  Authors: Olivier, Michael

• Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

  Citation: 1149

  Authors: Alexander J., Rüdiger

• Investor sentiment and the near-term stock market

  Citation: 952

  Authors: Gregory W., Michael T.

• Intraday periodicity and volatility persistence in financial markets

  Citation: 910

  Authors: Torben G., Tim

• Robust performance hypothesis testing with the Sharpe ratio

  Citation: 770

  Authors: Oliver, Michael

• The forward discount anomaly and the risk premium: A survey of recent evidence

  Citation: 667

  Authors: Charles

• Investor sentiment and stock returns: Some international evidence

  Citation: 662

  Authors: Maik

• International comovement of stock market returns: A wavelet analysis

  Citation: 623

  Authors: António, Luís C.

• Measuring financial contagion: A Copula approach

  Citation: 618

  Authors: Juan Carlos

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