Academic Journal
Q2Review of Quantitative Finance and Accounting
About Review of Quantitative Finance and Accounting
About Review of Quantitative Finance and Accounting
Review of Quantitative Finance and Accounting is a peer-reviewed scholarly journal published by 201 (United States). It focuses on Q2. Publication coverage spans 1991-2026.
Key indicators: ISSN 0924-865X, 1573-7179; H-index 63; Impact Factor 2.2.
Understanding This Journal's Metrics
Journal metrics help researchers assess fit, but they must be interpreted in context:
- H-index (63): Strong citation impact — 63 articles cited at least 63 times each, reflecting solid influence.
- Impact Factor (2.2): Average citations per recent article. Interpret alongside field-specific citation norms.
Publishing in Review of Quantitative Finance and Accounting
An established venue in its field. The journal welcomes solid, well-executed research. Ensure your manuscript fits the stated scope and follows author guidelines carefully.
- Scope fit: Confirm your research aligns with Q2. Off-scope manuscripts are typically desk-rejected quickly.
- 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 Review of Quantitative Finance and Accounting?
0924-865X, 1573-7179.
Who publishes Review of Quantitative Finance and Accounting?
201.
What are Review of Quantitative Finance and Accounting's metrics?
Impact Factor 2.2; H-index 63.
Where do I submit to Review of Quantitative Finance and Accounting?
Via the official website.
Is Review of Quantitative Finance and Accounting peer-reviewed?
Yes — it is a peer-reviewed scholarly journal indexed in major academic databases.
Verified field sources
- Journal Impact Factor: 2.2 — Official source; checked 2026-10-03. Journal metric year and editorial leadership as listed on the Springer Nature journal homepage.
- Impact Factor year: 2025 — Official source; checked 2026-10-03. Journal metric year and editorial leadership as listed on the Springer Nature journal homepage.
Source-backed journal facts
Topics in published research
Corporate Finance and Governance; Financial Markets and Investment Strategies; Auditing, Earnings Management, Governance; Financial Reporting and Valuation Research; Market Dynamics and Volatility; Banking stability, regulation, efficiency.
OpenAlex classifies topics from published works. These topics are not the publisher’s official aims and scope.
Reported open-access list prices
3,190.00 USD; 2,590.00 EUR; 2,290.00 GBP
APC list prices reported by OpenAlex, which obtains this information from DOAJ. Confirm current charges, taxes, waivers and eligibility with the publisher; this is not a fee quotation.
Source: OpenAlex source record. Retrieved 2026-10-03. Source record updated 2026-10-02. OpenAlex metrics are different from SCImago metrics and the Clarivate Journal Impact Factor.
Journal Metrics
Quartile, SJR and the listed SCImago H-index use the 2025 imported SCImago dataset. 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.
Time-varying importance and financial distress prediction: Insights from the financial status of Chinese listed firms
Yanhong Guo, Xin Zhao, Long Ling, Xin Ye et al.
2026-09-16 · DOI: 10.1007/s11156-026-01547-0Board gender diversity and firm outcomes: What really matters for REITs?
Anita Pennathur, Nivine Richie, Deborah Smith
2026-09-16 · DOI: 10.1007/s11156-026-01554-1Does the choice of informed advisors affect deal outcomes? Evidence from the counterparty’s earnings management
Hsiangping Tsai, Hang Thi Dieu Nguyen, I-Ju Chen
2026-09-10 · DOI: 10.1007/s11156-026-01542-5Detecting price manipulation in the Taiwan stock market using intraday equity returns
Donald Lien, Ching-I Chen, Pi-Hsia Hung, Yu Hung Liang et al.
2026-09-07 · DOI: 10.1007/s11156-026-01553-2Do prestigious analysts convey more information during earnings conference calls?
Richard D. Holowczak, Lili Jiu, Hangsoo Kyung, Po-Hsiang Yu et al.
2026-08-24 · DOI: 10.1007/s11156-026-01552-3Rescue measures and stock return: evidence from the US and China stock markets
Luke Lin, Maju Wang, Tsai-Yin Lin, Min-Chien Su et al.
2026-08-21 · DOI: 10.1007/s11156-026-01549-yThe role of internet banking and digital payment on financial inclusion: socioeconomic status as a moderator
Asif Faysal, Fakhrul Hasan
2026-08-20 · DOI: 10.1007/s11156-026-01550-5Mean-risk optimizing portfolios of Dow Jones Industrial Average stocks
Max Heide, Benjamin R. Auer, Frank Schuhmacher
2026-08-19 · DOI: 10.1007/s11156-026-01534-5Which CEOs promote financial inclusion?
Tasawar Nawaz
2026-08-14 · DOI: 10.1007/s11156-026-01551-4Local bias in German stocks: information advantage or familiarity?
Ali Eray Bulut, Cumhur Ekinci
2026-08-01 · DOI: 10.1007/s11156-026-01548-zAre credit-market interest rates downwardly rigid in their risk passthrough?
Ying Wu
2026-07-27 · DOI: 10.1007/s11156-026-01524-7Introducing stepwise causality in Global VAR (GVAR): Evidence from the European financial system
Konstantinos N. Konstantakis, Panos Xidonas, Dimitris Kosmas, Panayotis G. Michaelides et al.
2026-07-23 · DOI: 10.1007/s11156-026-01545-2ESG research: a comprehensive and contemporary review
Cheng-few Lee, Zhiru Lin, Yiyuan Wang, Chunchi Wu et al.
2026-07-21 · DOI: 10.1007/s11156-026-01546-1Technical analysis, fundamental analysis, and momentum strategies: Review and integration
Hong-Yi Chen, Chia-Hsun Hsieh, Cheng-Few Lee, Chieh Lin et al.
2026-07-20 · DOI: 10.1007/s11156-026-01540-7Innovation search strategy and stock price crash risk: the insulating role of ambidexterity
Houdou Basse Mama, Kai Schindelhauer
2026-07-14 · DOI: 10.1007/s11156-026-01537-2Technology-driven new society: artificial intelligence and senior management compensation
Chih-Wei Wang, Weizheng Lin, Jian-Yun Chen
2026-07-11 · DOI: 10.1007/s11156-026-01544-3On the importance of credit rating distance: evidence from mergers and acquisitions
George Alexandridis, Zhenyi Huang, Ioannis Oikonomou
2026-07-09 · DOI: 10.1007/s11156-026-01512-xChinese bank regulatory compliance and its connection with CEO political ties, ownership, and board gender
Jiao Ji, Paul B McGuinness, Hanxiong Zhang
2026-07-02 · DOI: 10.1007/s11156-026-01536-3Bank concentration, credit access, and corporate cash holdings
Wei-Zhong Shi, Min-Lee Chan, Cho-Min Lin, Min-Teh Yu et al.
2026-06-26 · DOI: 10.1007/s11156-026-01539-0Dual-class ownership, borrowing costs, and the life cycle effect
Xiaodan Li, Min-Teh Yu, Yang Zhao
2026-06-26 · DOI: 10.1007/s11156-026-01538-1Reviews
Community Reviews
Version History
October 10, 2026 at 1:08 am
October 2, 2026