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|ISO 4||J. Financ. Quant. Anal.|
|ISSN|| 0022-1090 (print)|
The Journal of Financial and Quantitative Analysis is a peer-reviewed bimonthly academic journal published by the Michael G. Foster School of Business at the University of Washington in cooperation with the W. P. Carey School of Business at Arizona State University and the University of North Carolina's Kenan-Flagler Business School. It publishes theoretical and empirical research in financial economics. Topics include corporate finance, investments, capital markets, securities markets, and quantitative methods of particular relevance to financial researchers.
Together with the Journal of Finance , the Journal of Financial Economics and the Review of Financial Studies , the JFQA is considered to be one of the top-tier academic journals covering the discipline of finance. The acceptance rate for articles submitted to the JFQA is only 8.0%.
Eugene Francis "Gene" Fama is an American economist, best known for his empirical work on portfolio theory, asset pricing, and the efficient-market hypothesis.
Nottingham University Business School (NUBS) is the business school of the University of Nottingham, United Kingdom situated on the university's Jubilee Campus. The current dean of the business school is Professor Duncan Angwin.
The Journal of Financial Economics is a peer-reviewed academic journal covering the field of finance. It is considered to be one of the premier finance journals. The editor-in-chief is G. William Schwert. According to the Journal Citation Reports, the journal has a 2017 impact factor of 5.162.
Kenneth Ronald "Ken" French is the Roth Family Distinguished Professor of Finance at the Tuck School of Business, Dartmouth College. He has previously been a faculty member at MIT, the Yale School of Management, and the University of Chicago Booth School of Business. He is most famous for his work on asset pricing with Eugene Fama. They wrote a series of papers that cast doubt on the validity of the Capital Asset Pricing Model (CAPM), which posits that a stock's beta alone should explain its average return. These papers describe two factors above and beyond a stock's market beta which can explain differences in stock returns: market capitalization and "value". They also offer evidence that a variety of patterns in average returns, often labeled as "anomalies" in past work, can be explained with their Fama–French three-factor model.
Sanford "Sandy" Jay Grossman is an American economist and hedge fund manager specializing in quantitative finance. Grossman’s research has spanned the analysis of information in securities markets, corporate structure, property rights, and optimal dynamic risk management. He has published widely in leading economic and business journals, including American Economic Review, Journal of Econometrics, Econometrica, and Journal of Finance. His research in macroeconomics, finance, and risk management has earned numerous awards. Grossman is currently Chairman and CEO of QFS Asset Management, an affiliate of which he founded in 1988. QFS Asset Management shut down its sole remaining hedge fund in January 2014.
Thomas (Tom) Smith is an Australian finance academic. He has been ranked as the number one finance academic in Australia and New Zealand by both the Journal of Financial Literature and the Pacific Basin Finance Journal.
Robert Ward Vishny is an American economist and is the Myron S. Scholes Distinguished Service Professor of Finance at the University of Chicago Booth School of Business. He was the Eric J. Gleacher Distinguished Service Professor of Finance at the University of Chicago Booth School of Business.
The Journal of Finance is a peer-reviewed academic journal published by Wiley-Blackwell on behalf of the American Finance Association. It was established in 1946. The editor-in-chief is Stefan Nagel. It is considered to be one of the premier finance journals. According to the Journal Citation Reports, it had a 2015 impact factor of 5.290, ranking it first out of 94 journals in the category "Business/Finance" and 4th out of 345 in the category "Economics". It is listed as one of the 50 journals used by the Financial Times to compile its business-school research ranks and Bloomberg Businessweek's Top 20 Journals.
Daniel Orr was an economist. He was a Princeton University Ph.D, and the retired economics chair at the University of Illinois at Urbana-Champaign. He was a published author in the field of economics, especially in academic circles, and has worked for the United States Treasury Department. He became Trustee of Oberlin College in 1993.
Sugato Chakravarty is a Professor of Consumer Economics and Management at Purdue University. He serves as Associate Editor of the Journal of Financial Markets.
Richard Roll is an American economist, best known for his work on portfolio theory and asset pricing, both theoretical and empirical.
The Accounting Review is a bimonthly peer-reviewed academic journal published by the American Accounting Association (AAA) that covers accounting with a scope encompassing any accounting-related subject and any research methodology.The Accounting Review is one of the oldest accounting journals, and recent studies considered it to be one of the leading academic journals in accounting.
George S. Oldfield is a prominent academic in the field of finance. He has been published extensively, and is cited for his work on the effects of a firm's unvested pension benefits on its share price published in the Journal of Money, Credit and Banking in 1977.
Alok Bhargava is an Indian econometrician. He studied mathematics at Delhi University and economics and econometrics at the London School of Economics. He is currently a full professor at the University of Maryland School of Public Policy.
Michael Mikhail is the dean of the College of Business Administration at the University of Illinois at Chicago. Prior to assuming his role as dean in 2012, Mikhail was the KPMG Professor, and Director of the School of Accountancy at Arizona State University. At ASU, he was named a DC 100 Distinguished Scholar.
Kevin Keasey, FRSA is Professor of Financial Services, Director of the International Institute of Banking and Financial Services (IIBFS) and Director of the Centre for Advanced Studies in Finance at Leeds University Business School, University of Leeds. He is a Fellow of the Royal Society of Arts, the CEO Circle and the Northern Region Advisory panel of the Stock Exchange.
Campbell Russell "Cam" Harvey is a Canadian economist, known for his work on asset allocation with changing risk and risk premiums and the problem of separating luck from skill in investment management. He is currently the J. Paul Sticht Professor of International Business at Duke University's Fuqua School of Business in Durham, North Carolina, as well as a research associate with the National Bureau of Economic Research in Cambridge, Massachusetts. He is also a research associate with the Institute of International Integration Studies at Trinity College Dublin and a visiting researcher at the University of Oxford. He served as the 2016 president of the American Finance Association.
The Society for Financial Studies (SFS) is a nonprofit, academic society in the field of finance. It owns and runs three academic journals: (1) the Review of Financial Studies, (2) the Review of Asset Pricing Studies, and (3) the Review of Corporate Finance Studies. It organizes the SFS Cavalcade North America and the SFS Cavalcade Asia-Pacific, which are annual academic conferences. It financially supports and co-sponsors many independent finance academic conferences. Its governing board is the nine-member, SFS Council.
Factor investing is an investment approach that involves targeting quantifiable firm characteristics or “factors” that can explain differences in stock returns. Over the last 50 years, academic research has identified hundreds of factors that impact stock returns. Security characteristics that may be included in a factor-based approach includes size, value, momentum, asset growth, profitability, leverage, term and carry.