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Discipline | Financial Economics |
---|---|
Language | English |
Publication details | |
History | 1966–present |
Publisher | |
Frequency | 8/year |
5.525 (2021) | |
Standard abbreviations | |
ISO 4 | J. Financ. Quant. Anal. |
Indexing | |
ISSN | 0022-1090 (print) 1756-6916 (web) |
JSTOR | jfinaquananal |
OCLC no. | 781598756 |
The Journal of Financial and Quantitative Analysis is a peer-reviewed academic journal published eight times a year 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, Boston College Carroll School of Management, HEC Paris, the Purdue University Krannert School of Management, and the University of Illinois at Urbana-Champaign Gies College of Business. 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.
Robert Cox Merton is an American economist, Nobel Memorial Prize in Economic Sciences laureate, and professor at the MIT Sloan School of Management, known for his pioneering contributions to continuous-time finance, especially the first continuous-time option pricing model, the Black–Scholes–Merton model. In 1997 Merton together with Myron Scholes were awarded the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel for the method to determine the value of derivatives.
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.
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. He is one of the most-cited financial economists in the world, with over 200,000 citations on Google Scholar as of 2024.
Michael Cole Jensen was an American economist who worked in the field of financial economics. From 1967-1988, he was on the University of Rochester's faculty. Between 2000 and 2009 he worked for the Monitor Company Group, a strategy-consulting firm which became "Monitor Deloitte" in 2013. Until 2000, he held the position of Jesse Isidor Straus Professor of Business Administration at Harvard University.
Robert (Bob) Arthur Haugen was a financial economist and a pioneer in the field of quantitative investing and low-volatility investing. He was President of Haugen Custom Financial Systems and also consulted and spoke globally.
Sugato Chakravarty is a visiting professor of management at Purdue University. He serves as Associate Editor of the Journal of Financial Markets.
Richard Roll is an American economist and professor of finance at UCLA, best known for his work on portfolio theory and asset pricing, both theoretical and empirical.
George S. Oldfield is a financial economist. 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.
Michael Mikhail is Dean Emeritus 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.
Raymond J. (Ray) Ball is a researcher and educator in accounting and financial economics. He is the Sidney Davidson Distinguished Service Professor of Accounting in the University of Chicago’s Booth School of Business. He has published foundational research on the economics of financial reporting and financial markets.
Carl H. Lindner College of Business, also referred to as "Lindner" and "Lindner College," is a college of the University of Cincinnati. The college is located in Carl H. Lindner Hall. On June 21, 2011, the college was named after Carl Henry Lindner, Jr. in honor of the contributions he has made to the university, college, and the business community. The college has three undergraduate degree options, five master's degrees, and a doctoral program spread out over seven departments.
Douglas Warren Diamond is an American economist. He is currently the Merton H. Miller Distinguished Service Professor of Finance at the University of Chicago Booth School of Business, where he has taught since 1979. Diamond specializes in the study of financial intermediaries, financial crises, and liquidity. He is a former president of the American Finance Association (2003) and the Western Finance Association (2001-02).
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.
Söhnke Matthias Bartram is a professor in the Department of Finance at Warwick Business School (WBS). He is also a research fellow in the Financial Economics programme and the International Macroeconomics and Finance programme of the Centre for Economic Policy Research (CEPR), a charter member of Risk Who's Who, and a member of an international think tank for policy advice to the German government. Prior to joining the University of Warwick, he held faculty positions at Lancaster University and Maastricht University and worked for several years in quantitative investment management at State Street Global Advisors as Head of the London Advanced Research Center.
Craig Woodworth Holden was the finance department chair and Gregg T. and Judith A. Summerville Chair of Finance at the Kelley School of Business at Indiana University. His research focused on market microstructure. He was secretary-treasurer of the Society for Financial Studies. He was an associate editor of the Journal of Financial Markets. His M.B.A. and Ph.D. were from the Anderson School of Management at UCLA. He received the Fama-DFA Prize for the second best paper in capital markets published in the Journal of Financial Economics in 2009, the Spangler-IQAM Award for the best investments paper published in the Review of Finance in 2017-2018, and the Philip Brown Prize for the best paper published in 2017 using SIRCA data. His research has been cited more than 4,300 times. He has written two books on financial modeling in Excel: Excel Modeling in Investments and Excel Modeling in Corporate Finance. He has chaired 22 dissertations, been a member or chair of 62 dissertations, and serves on the program committees of the Western Finance Association and European Finance Association.
Mara Faccio is an economist and currently the Duke Realty Chair in Finance and Professor of Finance at the Krannert School of Management at Purdue University.
Ehsan H. Feroz is a Bangladeshi-born Muslim American professor, researcher, and an author. He is a tenured full professor of accounting at the University of Washington Tacoma’s Milgard School of Business and served as the Director of the Master of Accounting Program.
Ahmed Rashad Abdel-khalik is an American scholar who was born in Egypt. He is the V. K. Zimmerman Professor of International Accounting, Professor of Accountancy, and Director of the V. K. Zimmerman Center for International Education and Research in Accounting at University of Illinois at Urbana–Champaign.
Paul A. Griffin is an accountant, academic, and author. He is Distinguished Professor Emeritus at the Graduate School of Management, University of California, Davis.