SCOPUS
Journal of Derivatives and Quantitative Studies
Emerald Publishing, United Kingdom
Journal of Derivatives and Quantitative Studies is an academic journal published by Emerald Publishing (United Kingdom). Identifiers: ISSN 1229-988X, eISSN 2713-6647. Indexed in SCOPUS. Metrics: CiteScore 1.2, SJR 0.220, SNIP 0.51. tlooto lists 406 papers from this journal.
CiteScore
1.20
Scopus citation metric
SJR
0.220
SCImago rank
SNIP
0.51
Source normalized impact
Percentage rank
-
JIF percentile rank
Journal profile
- ISSN
- 1229-988X
- eISSN
- 2713-6647
- Abbreviation
- -
- Publisher
- Emerald Publishing
- Country
- United Kingdom
Web of Science categories
No Web of Science category data available.
Scopus ASJC categories
2003 Finance
Papers in this journal
Recent papers
- Empirical estimation of realized higher-order (joint) cumulants and their practical issues
2026
- Portfolio return optimization under an endogenous investment set: evidence from P2P lending
2026
- The efficiency cost of ESG investing: evidence from the Korean stock market
2026
- Time-frequency connectedness between Thailand and international stock markets during crises
2026
- NLM-CD: a regime-conditional neighbourhood linkage method for central counterparty risk classification
2026
Most cited papers
- A Study on the Price Discovery in Korea Stock Index Markets : KODEX200, KOSPI200, and KOSPI200 Futures
2009 · 37 citations
- Derivatives Use, Firm Value, Risk and Determinants : Evidence of Korean Firms
2011 · 30 citations
- Lead-Lag Relationship between Return and Volume in the KOSPI200 Spot and Option Markets
2007 · 28 citations
- A Research on Enhancing Forecasting Power for the Realized Volatility of KOSPI200
2009 · 25 citations
- Information Contents of Call-Put Options Trading Value Ratio
2007 · 24 citations