Journal of Financial Markets

Aims & Scope

The Journal of Financial Markets publishes high quality original research on applied and theoretical issues related to securities trading and pricing.

Area of coverage includes the analysis and design of trading mechanisms, optimal order placement strategies, the role of information in securities markets, financial intermediation as it relates to securities investments - for example, the structure of brokerage and mutual fund industries, and analyses of short and long run horizon price behaviour.

The journal strives to maintain a balance between theoretical and empirical work, and aims to provide prompt and constructive reviews to paper submitters.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	2.1

Journal Rank

Year	Value
2024	2264

Journal Citation Indicator

Year	Value
2024	384

SJR (SCImago Journal Rank)

Year	Value
2024	1.544

Quartile

Year	Value
2024	Q1

h-index

Year	Value
2024	74

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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.

• Illiquidity and stock returns: cross-section and time-series effects

  Citation: 8079

  Authors: Yakov

• Market liquidity as a sentiment indicator

  Citation: 898

  Authors: Malcolm, Jeremy C

• Liquidity and stock returns: An alternative test

  Citation: 875

  Authors: Vinay T., Narayan, Robert

• Optimal control of execution costs

  Citation: 783

  Authors: Dimitris, Andrew W.

• Market microstructure: A survey

  Citation: 653

  Authors: Ananth

• Low-latency trading

  Citation: 613

  Authors: Joel, Gideon

• High frequency trading and the new market makers

  Citation: 505

  Authors: Albert J.

• Order flow composition and trading costs in a dynamic limit order market

  Citation: 489

  Authors: Thierry

• Optimal trading strategy and supply/demand dynamics

  Citation: 424

  Authors: Anna A., Jiang

• Price discovery and common factor models

  Citation: 422

  Authors: Richard T., G., Yiuman, Tatyana

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