Example of Journal of Empirical Finance format
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Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format
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Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format Example of Journal of Empirical Finance format
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This content is only for preview purposes. The original open access content can be found here.
open access Open Access

Journal of Empirical Finance — Template for authors

Publisher: Elsevier
Categories Rank Trend in last 3 yrs
Finance #58 of 288 up up by 7 ranks
Economics and Econometrics #155 of 661 up up by 55 ranks
journal-quality-icon Journal quality:
High
calendar-icon Last 4 years overview: 263 Published Papers | 893 Citations
indexed-in-icon Indexed in: Scopus
last-updated-icon Last updated: 02/06/2020
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Related Journals

open access Open Access

Springer

Quality:  
High
CiteRatio: 3.4
SJR: 0.372
SNIP: 0.88
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Cambridge University Press

Quality:  
High
CiteRatio: 5.3
SJR: 4.657
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Elsevier

Quality:  
High
CiteRatio: 9.6
SJR: 11.673
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recommended Recommended

Elsevier

Quality:  
High
CiteRatio: 6.3
SJR: 5.445
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Journal Performance & Insights

CiteRatio

SCImago Journal Rank (SJR)

Source Normalized Impact per Paper (SNIP)

A measure of average citations received per peer-reviewed paper published in the journal.

Measures weighted citations received by the journal. Citation weighting depends on the categories and prestige of the citing journal.

Measures actual citations received relative to citations expected for the journal's category.

3.4

17% from 2019

CiteRatio for Journal of Empirical Finance from 2016 - 2020
Year Value
2020 3.4
2019 2.9
2018 2.1
2017 2.1
2016 1.6
graph view Graph view
table view Table view

1.467

45% from 2019

SJR for Journal of Empirical Finance from 2016 - 2020
Year Value
2020 1.467
2019 1.013
2018 1.072
2017 0.915
2016 0.907
graph view Graph view
table view Table view

1.618

11% from 2019

SNIP for Journal of Empirical Finance from 2016 - 2020
Year Value
2020 1.618
2019 1.462
2018 1.174
2017 1.022
2016 1.116
graph view Graph view
table view Table view

insights Insights

  • CiteRatio of this journal has increased by 17% in last years.
  • This journal’s CiteRatio is in the top 10 percentile category.

insights Insights

  • SJR of this journal has increased by 45% in last years.
  • This journal’s SJR is in the top 10 percentile category.

insights Insights

  • SNIP of this journal has increased by 11% in last years.
  • This journal’s SNIP is in the top 10 percentile category.

Journal of Empirical Finance

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Elsevier

Journal of Empirical Finance

The Journal of Empirical Finance provides an international forum for empirical researchers in the intersection of the fields of econometrics and finance. The Journal welcomes high quality articles in empirical finance. Empirical finance encompasses the testing of well-establis...... Read More

Finance

Economics and Econometrics

Economics, Econometrics and Finance

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Last updated on
02 Jun 2020
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ISSN
0927-5398
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Impact Factor
High - 1.651
i
Open Access
No
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Sherpa RoMEO Archiving Policy
Green faq
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Plagiarism Check
Available via Turnitin
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Endnote Style
Download Available
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Bibliography Name
elsarticle-num
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Citation Type
Numbered
[25]
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Bibliography Example
G. E. Blonder, M. Tinkham, T. M. Klapwijk, Transition from metallic to tunneling regimes in superconducting microconstrictions: Excess current, charge imbalance, and supercurrent conversion, Phys. Rev. B 25 (7) (1982) 4515–4532. URL 10.1103/PhysRevB.25.4515

Top papers written in this journal

Journal Article DOI: 10.1016/0927-5398(93)90006-D
A long memory property of stock market returns and a new model
Zhuanxin Ding1, Clive W. J. Granger1, Robert F. Engle1

Abstract:

A ‘long memory’ property of stock market returns is investigated in this paper. It is found that not only there is substantially more correlation between absolute returns than returns themselves, but the power transformation of the absolute return ¦rt¦d also has quite high autocorrelation for long lags. It is possible to char... A ‘long memory’ property of stock market returns is investigated in this paper. It is found that not only there is substantially more correlation between absolute returns than returns themselves, but the power transformation of the absolute return ¦rt¦d also has quite high autocorrelation for long lags. It is possible to characterize ¦rt¦d to be ‘long memory’ and this property is strongest when d is around 1. This result appears to argue against ARCH type specifications based upon squared returns. But our Monte-Carlo study shows that both ARCH type models based on squared returns and those based on absolute return can produce this property. A new general class of models is proposed which allows the power δ of the heteroskedasticity equation to be estimated from the data. read more read less

Topics:

Absolute return (59%)59% related to the paper, Returns to scale (58%)58% related to the paper, Stock market (52%)52% related to the paper
3,292 Citations
open accessOpen access Journal Article DOI: 10.1016/S0927-5398(03)00007-0
Improved Estimation of the Covariance Matrix of Stock Returns With an Application to Portfolio Selection
Olivier Ledoit1, Olivier Ledoit2, Michael Wolf3

Abstract:

This paper proposes to estimate the covariance matrix of stock returns by an optimally weighted average of two existing estimators: the sample covariance matrix and single-index covariance matrix. This method is generally known as shrinkage, and it is standard in decision theory and in empirical Bayesian statistics. Our shrin... This paper proposes to estimate the covariance matrix of stock returns by an optimally weighted average of two existing estimators: the sample covariance matrix and single-index covariance matrix. This method is generally known as shrinkage, and it is standard in decision theory and in empirical Bayesian statistics. Our shrinkage estimator can be seen as a way to account for extra-market covariance without having to specify an arbitrary multi-factor structure. For NYSE and AMEX stock returns from 1972 to 1995, it can be used to select portfolios with significantly lower out-of-sample variance than a set of existing estimators, including multi-factor models. read more read less

Topics:

Estimation of covariance matrices (71%)71% related to the paper, Covariance function (66%)66% related to the paper, Covariance (66%)66% related to the paper, Matérn covariance function (63%)63% related to the paper, Covariance matrix (63%)63% related to the paper
View PDF
1,475 Citations
Journal Article DOI: 10.1016/S0927-5398(97)00004-2
Intraday periodicity and volatility persistence in financial markets
Torben G. Andersen1, Tim Bollerslev2

Abstract:

The pervasive intraday periodicity in the return volatility in foreign exchange and equity markets is shown to have a strong impact on the dynamic properties of high frequency returns. Only by taking account of this strong intraday periodicity is it possible to uncover the complex intraday volatility dynamics that exists both... The pervasive intraday periodicity in the return volatility in foreign exchange and equity markets is shown to have a strong impact on the dynamic properties of high frequency returns. Only by taking account of this strong intraday periodicity is it possible to uncover the complex intraday volatility dynamics that exists both within and across different financial markets. The explicit periodic modeling procedure developed here provides such a framework and thus sets the stage for a formal integration of standard volatility models with market microstructure variables to allow for a more comprehensive empirical investigation of the fundamental determinants behind the volatility clustering phenomenon. read more read less

Topics:

Forward volatility (67%)67% related to the paper, Implied volatility (65%)65% related to the paper, Volatility smile (65%)65% related to the paper, Volatility swap (64%)64% related to the paper, Volatility risk premium (62%)62% related to the paper
View PDF
1,327 Citations
open accessOpen access Journal Article DOI: 10.1016/0927-5398(95)00016-X
The forward discount anomaly and the risk premium: A survey of recent evidence
Charles Engel1

Abstract:

Forward exchange rate unbiasedness is rejected in tests from the current floating exchange rate era. This paper surveys advances in this area since the publication of Hodrick's (1987) survey. It documents that the change in the future exchange rate is generally negatively related to the forward discount. Properties of the exp... Forward exchange rate unbiasedness is rejected in tests from the current floating exchange rate era. This paper surveys advances in this area since the publication of Hodrick's (1987) survey. It documents that the change in the future exchange rate is generally negatively related to the forward discount. Properties of the expected forward forecast error are reviewed. Issues such as the relation of uncovered interest parity to real interest parity, and the implications of uncovered interest parity for cointegration of various quantities are discussed. The modeling and testing for risk premiums is surveyed. Included in this area are tests of the consumption CAPM, tests of the latent variable model, and portfolio-balance models of risk premiums. General equilibrium models of the risk premium are examined and their empirical implications explored. The survey does not cover the important areas of learning and peso problems, tests of rational expectations based on survey data, or the models of irrational expectations and speculative bubbles. read more read less

Topics:

Forward exchange rate (69%)69% related to the paper, Interest rate parity (67%)67% related to the paper, Forward premium anomaly (64%)64% related to the paper, Exchange rate (57%)57% related to the paper, Risk premium (56%)56% related to the paper
View PDF
973 Citations
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Journal of Empirical Finance format uses elsarticle-num citation style.

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Frequently asked questions

1. Can I write Journal of Empirical Finance in LaTeX?

Absolutely not! Our tool has been designed to help you focus on writing. You can write your entire paper as per the Journal of Empirical Finance guidelines and auto format it.

2. Do you follow the Journal of Empirical Finance guidelines?

Yes, the template is compliant with the Journal of Empirical Finance guidelines. Our experts at SciSpace ensure that. If there are any changes to the journal's guidelines, we'll change our algorithm accordingly.

3. Can I cite my article in multiple styles in Journal of Empirical Finance?

Of course! We support all the top citation styles, such as APA style, MLA style, Vancouver style, Harvard style, and Chicago style. For example, when you write your paper and hit autoformat, our system will automatically update your article as per the Journal of Empirical Finance citation style.

4. Can I use the Journal of Empirical Finance templates for free?

Sign up for our free trial, and you'll be able to use all our features for seven days. You'll see how helpful they are and how inexpensive they are compared to other options, Especially for Journal of Empirical Finance.

5. Can I use a manuscript in Journal of Empirical Finance that I have written in MS Word?

Yes. You can choose the right template, copy-paste the contents from the word document, and click on auto-format. Once you're done, you'll have a publish-ready paper Journal of Empirical Finance that you can download at the end.

6. How long does it usually take you to format my papers in Journal of Empirical Finance?

It only takes a matter of seconds to edit your manuscript. Besides that, our intuitive editor saves you from writing and formatting it in Journal of Empirical Finance.

7. Where can I find the template for the Journal of Empirical Finance?

It is possible to find the Word template for any journal on Google. However, why use a template when you can write your entire manuscript on SciSpace , auto format it as per Journal of Empirical Finance's guidelines and download the same in Word, PDF and LaTeX formats? Give us a try!.

8. Can I reformat my paper to fit the Journal of Empirical Finance's guidelines?

Of course! You can do this using our intuitive editor. It's very easy. If you need help, our support team is always ready to assist you.

9. Journal of Empirical Finance an online tool or is there a desktop version?

SciSpace's Journal of Empirical Finance is currently available as an online tool. We're developing a desktop version, too. You can request (or upvote) any features that you think would be helpful for you and other researchers in the "feature request" section of your account once you've signed up with us.

10. I cannot find my template in your gallery. Can you create it for me like Journal of Empirical Finance?

Sure. You can request any template and we'll have it setup within a few days. You can find the request box in Journal Gallery on the right side bar under the heading, "Couldn't find the format you were looking for like Journal of Empirical Finance?”

11. What is the output that I would get after using Journal of Empirical Finance?

After writing your paper autoformatting in Journal of Empirical Finance, you can download it in multiple formats, viz., PDF, Docx, and LaTeX.

12. Is Journal of Empirical Finance's impact factor high enough that I should try publishing my article there?

To be honest, the answer is no. The impact factor is one of the many elements that determine the quality of a journal. Few of these factors include review board, rejection rates, frequency of inclusion in indexes, and Eigenfactor. You need to assess all these factors before you make your final call.

13. What is Sherpa RoMEO Archiving Policy for Journal of Empirical Finance?

SHERPA/RoMEO Database

We extracted this data from Sherpa Romeo to help researchers understand the access level of this journal in accordance with the Sherpa Romeo Archiving Policy for Journal of Empirical Finance. The table below indicates the level of access a journal has as per Sherpa Romeo's archiving policy.

RoMEO Colour Archiving policy
Green Can archive pre-print and post-print or publisher's version/PDF
Blue Can archive post-print (ie final draft post-refereeing) or publisher's version/PDF
Yellow Can archive pre-print (ie pre-refereeing)
White Archiving not formally supported
FYI:
  1. Pre-prints as being the version of the paper before peer review and
  2. Post-prints as being the version of the paper after peer-review, with revisions having been made.

14. What are the most common citation types In Journal of Empirical Finance?

The 5 most common citation types in order of usage for Journal of Empirical Finance are:.

S. No. Citation Style Type
1. Author Year
2. Numbered
3. Numbered (Superscripted)
4. Author Year (Cited Pages)
5. Footnote

15. How do I submit my article to the Journal of Empirical Finance?

It is possible to find the Word template for any journal on Google. However, why use a template when you can write your entire manuscript on SciSpace , auto format it as per Journal of Empirical Finance's guidelines and download the same in Word, PDF and LaTeX formats? Give us a try!.

16. Can I download Journal of Empirical Finance in Endnote format?

Yes, SciSpace provides this functionality. After signing up, you would need to import your existing references from Word or Bib file to SciSpace. Then SciSpace would allow you to download your references in Journal of Empirical Finance Endnote style according to Elsevier guidelines.

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