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-established or new theories using financial data, the ... click here for full Aims & Scope
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-established or new theories using financial data, the measurement of variables relevant in financial decision-making,
the econometric analysis of financial market data or the development of new econometric methodology with finance applications. Submissions
in any field of finance, corporate, international, asset pricing, market microstructure, etc. are welcome.
Possible topics include
but are not limited to:
• Modelling and forecasting asset returns• Modelling, measuring and forecasting volatility and
risk premia• The capital asset pricing model, multifactor models• Term structure of interest rate models• Empirical
pricing models for options and other derivatives• Empirical studies in corporate finance• Exchange rate determination and
other empirical studies in international finance • Microstructure of security markets• Modelling emerging markets•
Evaluating the performance of portfolio management• Modelling high frequency data, transactions data, non-synchronous trading•
Risk management and hedging• Empirical credit risk modelling
EDITORIAL POLICY
The main features of the Journal
of Empirical Finance are the following:
High Quality Contributions and Double Blind Refereeing Process. This implies that
articles accepted for publication in the journal will be in accord with high methodological standards involving the sophisticated use
of economic reasoning, use of appropriate statistical techniques, and thorough analyses of data. Each paper will be reviewed by one associate
editor and as a rule by (at least) two referees.
Significant Results. The journal favors articles with empirical results that
have important implications for the understanding of financial markets and institutions, asset pricing, forecasting and other financial
decision problems.
Intellectual Integrity. Originality and high standards of reporting results, data, and description of computer
programmes will be strictly enforced. The information obtained by the author(s) must be sufficient for interested readers to be able
to reproduce the results.
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Editors: Contact the Editor
R.T. Baillie
F.C. Palm
Th.J. Vermaelen
C.C.P. Wolff
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