Academic Journal
Quartile not availableApplied Financial Economics
About Applied Financial Economics
About Applied Financial Economics
Applied Financial Economics is a peer-reviewed scholarly journal published by Chapman and Hall London.
Key indicators: ISSN 09603107, 14664305.
Understanding This Journal's Metrics
Journal metrics help researchers assess fit, but they must be interpreted in context:
Publishing in Applied Financial Economics
When considering this journal, verify its current indexing status, editorial board, and recent publications to ensure it meets your needs for visibility and credibility.
- Author guidelines: Follow formatting, reference style, and article-type requirements exactly — non-compliant manuscripts may be returned without review.
- Submission: Submit via the official journal website.
Is This Journal Right for Your Paper?
- Audience match: Will the journal's readers cite and build on your findings?
- Timeline: Higher-tier journals mean longer review and higher rejection risk. Balance prestige against your schedule.
- Indexing: Confirm indexing in Web of Science, Scopus, and PubMed (if biomedical) meets your institutional requirements.
- Open access needs: Check funder mandates and whether the journal offers compliant OA options.
Frequently Asked Questions
What is the ISSN of Applied Financial Economics?
09603107, 14664305.
Who publishes Applied Financial Economics?
Chapman and Hall London.
Where do I submit to Applied Financial Economics?
Via the official website.
Is Applied Financial Economics peer-reviewed?
Yes — it is a peer-reviewed scholarly journal indexed in major academic databases.
Journal Metrics
A quartile may vary by subject category. Values without a source or reporting year are unverified historical entries. Verify the current Journal Impact Factor with Clarivate or the publisher before using it.
Aims & Scope
The publisher’s official aims and scope have not yet been verified for this profile. Use the journal website to check subject fit and accepted article types before submitting.
Recent Research Articles
Latest publications matched automatically by ISSN.
Editorial Board
2014-12-17 · DOI: 10.1080/09603107.2014.972304Announcement
2014-12-17 · DOI: 10.1080/09603107.2014.972305The reverse volatility asymmetry in Chinese financial market
Die Wan, Ke Cheng, Xiaoguang Yang
2014-12-17 · DOI: 10.1080/09603107.2013.818208Exchange-traded funds, liquidity and volatility
Timothy Krause, Sina Ehsani, Donald Lien
2014-12-17 · DOI: 10.1080/09603107.2014.941530Financial development and local growth: evidence from highly disaggregated Italian data
S. Destefanis, C. Barra, G. Lubrano Lavadera
2014-12-17 · DOI: 10.1080/09603107.2014.941529A study of salary satisfaction and job enthusiasm – mediating effects of psychological contract
Hung-Wen Lee, Mei-Chun Lin
2014-12-17 · DOI: 10.1080/09603107.2013.829197The value of being systemically important: event study on regulatory announcements for banks
Jacob Kleinow, Tobias Nell, Silvia Rogler, Andreas Horsch et al.
2014-12-17 · DOI: 10.1080/09603107.2014.925055A default prediction model for Italian SMEs: the relevance of the capital structure
M. Modina, F. Pietrovito
2014-12-02 · DOI: 10.1080/09603107.2014.927566High-yield versus investment-grade bonds: less risk and greater returns?
Hsi Li, Joseph McCarthy, Coleen Pantalone
2014-10-18 · DOI: 10.1080/09603107.2014.925049How does market value earnings smoothing under uncertainty?
Minhua Yang, Hui Zhu
2014-10-18 · DOI: 10.1080/09603107.2014.925060SEO cost differences between Europe and the US
Svein Olav Krakstad, Peter Molnár
2014-11-02 · DOI: 10.1080/09603107.2014.925066The Euro and European stock market efficiency
Andrew Urquhart
2014-10-02 · DOI: 10.1080/09603107.2014.924292Systematic trading behaviour and its informational effect: evidence from the OMXH
Annica Rose
2014-11-17 · DOI: 10.1080/09603107.2014.925067Investor overreaction and unobservable portfolios: evidence from an emerging market
Hisham Farag
2014-10-18 · DOI: 10.1080/09603107.2014.925058Volatility forecasting performance of two-scale realized volatility
S. Garg, Vipul
2014-09-02 · DOI: 10.1080/09603107.2014.924293Determinants of risk: electric utilities pre- and post-deregulation era
Helena Rados-Derr, Mukesh K. Chaudhry, Robert J. Boldin
2014-11-17 · DOI: 10.1080/09603107.2014.925069The development of an indicator for measuring information quality of discretionary accruals
Shen-Ho Chang, Shaio Yan Huang, Teng-Shih Wang, Dennis B. K. Hwang et al.
2014-09-17 · DOI: 10.1080/09603107.2014.925047How do income diversification, firm size and capital ratio affect performance? Evidence for bank holding companies
Paola Brighi, Valeria Venturelli
2014-11-02 · DOI: 10.1080/09603107.2014.925064Short-sale constraints and short-selling strategies: the case of SEC’s revocation of the uptick rule in 2007
Kevin M. Zhao
2014-09-17 · DOI: 10.1080/09603107.2014.925050The Black–Litterman model: the definition of views based on volatility forecasts
Andi Duqi, Leonardo Franci, Giuseppe Torluccio
2014-10-02 · DOI: 10.1080/09603107.2014.925056Reviews
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Version History
October 11, 2026 at 1:21 am
October 9, 2026