In the 21st century, the capital market dominates the financial sector in many countries. For the validity and reliability of the results, the assumptions of homoskedasticity, normality, serial correlations, and model stability were tested. New content alerts RSS. Journal of Financial Economics. We publish the following article types: original research articles, reviews, editorials, letters, and conference reports. 11.999 Q1. This journal supports Open Science Badges, Registered in England & Wales No. B + (better B journals, look OK on CV but do not help much with tenure) ... Review of Quantitative Finance and Accounting Finally, I've seen some people who like the Journal of Financial Services Research and the Journal of Financial Stability. Dr. Kolm is a member of the editorial board of the Journal of Portfolio Management and is a coauthor of Financial Modeling of the 85-103. The Volatility of ASPI return series are proxied by absolute return, squared return and conditional variance derived from fractionally integrated GARCH(FIGARCH) model. Quantitative finance is a very broad field which is continually expanding as new mathematical and statistical models are developed for analysing the “big” data sets that are increasingly available in financial markets. Economist a9db. Journal of Corporate Finance Journal of Financial Intermediation Financial Management Review of Finance Journal of Money, Credit, and Banking. The autoregressive distributed lag (ARDL) bounds testing approach. The acceptance rate of Quantitative Finance is still under calculation. The time domain exact maximum likelihood is used to estimate the ARFIMA model. Transmitting accurate and true information to stakeholders is imperative for market efficiency thereby reducing speculation in asset prices. Accounting Research Journal. It is published by Springer New York LLC. Long memory of stock price return has not received its due attention from researchers in Sri Lanka. 8 years ago # QUOTE 0 Dolphin 3 Shark! The conventional and structural breakpoint unit root tests indicated that the study variables are fractionally integrated.The study employs the ARDL bounds testing approach to examine the long and short run relationship between the variables of interest. Second, findings suggest policies to support the development of value added linkages between major sectors of the economy and government expenditures while emphasizing the need to open the potentially large contribution of sectors of the economy with the view to widening the tax base. CIT and CED indicated a significant positive effect on growth in both the short and long run. 148. The semi parametric geographically weighted regression (GWR) analysis showed that before the financial crisis, a higher degree of financial industry agglomeration enabled banks to benefit more from agglomeration economies, which led to the banks’ improved cost efficiency. This study employs fractional integration approach to explain the behavior of stock price return of All Share Price Index (ASPI) in Sri Lanka. Blätter der DGVFM. We find the evidence to the contrary; however, the theoretical foundation for such an analysis remains an open question. Scientific Journal Selector (2018-2019), we collect latest information of SCI journals, include ISSN, h-index, CiteScore, online submission URL, research area, subject area, submission experience, etc. The structural break dummy variable showed a positive impact on growth that was significant only in the short run. Third, trade policies should be designed to factor in the ambiguous relationship between trade liberalization and international trade taxes. List of issues Latest articles Partial Access; Volume 20 2020 Volume 19 2019 Volume 18 2018 Volume 17 … In the 18th and 19th century there were three great economists who created their own economic systems; the Scott Adam Smith (1723-1790) and the Germans Friedrich List (1789-1846) and Karl Marx (1818-1883). The Journal Impact of an academic journal is a scientometric Metric that reflects the yearly average number of citations that recent articles published in a given journal received. 51.03. Journal of Financial Economics. The paramount importance is to provide a policy mechanism that would help Tanzania raise tax revenue from different sectors of the economy as the requirements for financing service delivery increase and the demand for donors declines in the country. Applied Financial Economics. An Introduction to Quantitative Finance. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. Quantitative finance. However, free trade is likely to lower the tax revenue ratio. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. Then we give a representation formula of this intrinsic price in view of options, and derive that there is a minimizing intrinsic price of jumps associated with hedging strategies in this incomplete market. GDD, PED and FCS all exerted a significant negative effect on growth both in the short and long run period. Probability and risk mapping reasoned Data Stealing/Phishing/Hacktivism as the extremely high rampant menacing. We publish the following article types: original research articles, reviews, editorials, letters, and conference reports. The Journal Impact Quartile of Quantitative Finance is Q1. ISSN 0378-4266. by Chung Yu Wu, ChienHsun Chen, Chun Hung Lin and Chao Cheng Mai, Journal of Quantitative Finance and Economics ,2019, 1(2), 85-109 . The bounds test results confirmed the existence of long-run relationships among the variables of interest. Featured books see all. He is chairman of the board of a pension fund and a board member of two fund management companies. Keywords: Strong Pareto Superior allocation, Fairness, Inequality. We investigate whether their Strong Pareto Superior (SPS) allocation hold in a special scenario, which moves away from their stated axioms. The analysis of this performance with the aim of formulating recommendations to reduce its cost. It is impossible to explain List‘s theory in some sentences and to point out its significance today. In this paper we introduced an approach for estimation of optimal performance of products. Keywords: Financial market, Behavioral aspects, Risks in market offerings. It is published in English. The overall rank of Review of Quantitative Finance and Accounting is 7444. Have you ever submitted your manuscript to Quantitative Finance?Share with us! Subscribe. Economist 6a01. The study therefore recommends improved efficiency in tax collection and administration, diversification of revenue base, fiscal policy adjustment that reduces unproductive expenditure and reduction in government deficit financing. Issues in Accounting Education. In addition, more money supply, a higher crude oil price, a higher U.S. CPI, and a higher expected price will cause Australia’s CPI to rise. Research in Finance. Not a finance guy, but came across a recently published paper in Quantitative Finance that uses a similar method as I do in one of my papers. Global Finance Journal . He has published in leading finance, economics and operations research journals. Just wondering if it is a crap journal or not? Accelerating research discovery to shape a better future. The uniqueness of this paper is that first, the paper develops a simple analytical model for tax revenue performance based on key sectors of the economy. Similarly, recurrent and development public expenditures, as well as trade openness, tend to exert positive effects on tax revenue performance in the short run and long run. Financial systems play a crucial role in the economic development of a country. European Accounting Review. The Journal of Financial and Quantitative Analysis (JFQA) publishes theoretical and empirical research in financial economics. The allocation is proven for those measures of inequalities which satisfy certain criterion. Conferences: Quant Princeton Conference, Market MicroStructure Confronting Many Viewpoints; an eponym book has been extracted from the 2010 issue of the conference. Review of Quantitative Finance and Accounting. Topics include corporate finance, investments, capital and security markets, and quantitative methods of particular relevance to financial researchers. Not sure I know … Quantitative Finance is a journal indexed in SJR in Finance and Economics, Econometrics and Finance (miscellaneous) with an H index of 61. ... Quantitative Finance for Physicists provides a short, straightforward introduction for those who already have a background in physics. The Analysis of Banking Efficiency in China: A Spatial Panel Data Approach. Mathematics and Financial Economics. This text offers an accessible yet rigorous development of many of the fields of mathematics necessary for success in investment and quantitative finance, covering topics applicable to portfolio theory, investment banking, option pricing, … The return of the ASPI is defined as rt = [ln(ASPIt) – ln(ASPIt–1)]*100. Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. It is imperative to perform a systematic review in this field as the behavioral biases have implications for market participants, regulators, and academicians. 7552. We use cookies to improve your website experience. International Journal of Finance. Citation search. Citation search ... News & offers; Editorial policies; Browse the list of issues and latest articles from Quantitative Finance. The effect was particularly significant for Chongqing and nearby western region as well as for Beijing and the nearby Bohai Economic Rim. To learn about our use of cookies and how you can manage your cookie settings, please see our Cookie Policy. 3099067 Book • 2005. the Quantitative Strategies group at Go ldman Sachs Asset Management, where his responsibilities included research and development of new quantitative investment strategies for the group’s hedge fund. Learn about key topics in … The purpose of the Journal of Quantitative Finance and Economics is to advance knowledge of theoretical and empirical findings in Finance and Economics. Keywords: Tax Revenue, Economic Growth, Nigeria, Bounds Test, Structural Break. Featured journals see all. The study divulges that the Indian investment/financial sector has experienced wide-ranging changes since the nineties as an outcome of the financial sector makeover. Register a free Taylor & Francis Online account today to boost your research and gain these benefits: Register to receive personalised research and resources by email, Modeling and solving portfolio selection problems based on PVaR, Bond flotation with exotic commodity collateral, The impact of US macroeconomic news announcements on Chinese commodity futures, Identifying the influential factors of commodity futures prices through a new text mining approach, Index volatility and the put-call ratio: a tale of three markets, Hedging housing price risks: some empirical evidence from the US, The impact of options introduction on the volatility of the underlying equities: evidence from the Chinese stock markets, Volatility information difference between CDS, options, and the cross section of options returns, Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree, Chinese write-down bonds: issuance and bank capital structure, Price discovery and spillover dynamics in the Chinese stock index futures market: a natural experiment on trading volume restriction, Digital economy era: the role of the telecommunications sector in frequency-dependent default risk connectedness, Neural network-based automatic factor construction. Journal of Quantitative Finance and Economics , Spatial Effects of Uneven Regional Development on the Efficiency of the Banking Industry in China, Testing for Long Memory in Stock Market Returns: Evidence from Sri Lanka: A Fractional Integration Approach, A Simultaneous-Equation Model of Estimating Exchange Rate Pass-Through to Consumer Prices in Australia, On Optimization of the Performance of Equipment Accounting of Cost of Production of the Enterprise, The Impact of Tax Revenue Shocks on Economic Growth in Nigeria, Behavioral Aspects and the Perception of Risk in the Financial Markets: Indian Scenario, Tax Revenue Effect of Sectoral Growth and Public Expenditure in Tanzania: An application of Autoregressive Distributed Lag Model, The Intrinsic Price of Jumps Associated with Hedging Strategies, The Policy of the Future”- The Geopolitical Visions of the German Economist Friedrich List (1789-1846), Journal of Quantitative Finance and Economics, Publication Ethics and Publication Malpractice Statement, Chung-Yu Wu, Chien-Hsun Chen, Chun-Hung Lin and Chao-Cheng Mai. It has an SJR impact factor of 0.769 and it has a best quartile of Q1. 5 Howick Place | London | SW1P 1WG. We propose a problem of intrinsic price of jumps associated with hedging strategies in an incomplete market where the stock price follows Merton jump diffusion model. Review of Quantitative Finance and Accounting is a journal covering the technologies/fields/categories related to Business, Management and Accounting (miscellaneous) (Q1); Accounting (Q2); Finance (Q2). Keywords: China’s uneven regional development; China’s banking industry; Financial industry agglomeration; Spatial econometric analysis; Cost efficiency; Profit efficiency.