缩写名/全名 |
QUANT FINANC
QUANTITATIVE FINANCE |
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ISSN号 | 1469-7688 | ||||||||||||||||||||
研究方向 | 社会科学-数学跨学科应用 | ||||||||||||||||||||
影响因子 | 2015:0.794, 2016:0.96, 2017:1.17, 2018:1.357, 2019:1.491, | ||||||||||||||||||||
出版国家 | ENGLAND | ||||||||||||||||||||
出版周期 | Bimonthly | ||||||||||||||||||||
年文章数 | 117 | ||||||||||||||||||||
出版年份 | 0 | ||||||||||||||||||||
是否OA | No | ||||||||||||||||||||
审稿周期(仅供参考) | 偏慢,4-8周 |
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录用比例 | 容易 | ||||||||||||||||||||
投稿链接 | http://mc.manuscriptcentral.com/rquf | ||||||||||||||||||||
投稿官网 | http://www.tandfonline.com/toc/rquf20/current | ||||||||||||||||||||
h-index | 61 | ||||||||||||||||||||
CiteScore |
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PubMed Central (PMC)链接 | http://www.ncbi.nlm.nih.gov/nlmcatalog?term=1469-7688%5BISSN%5D | ||||||||||||||||||||
中科院SCI期刊分区 ( 2018年新版本) |
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中科院SCI期刊分区 ( 2020年新版本) |
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中国学者近期发表的论文 | |
1. | Volatility forecasting in the Chinese commodity futures market with intraday data Author: ying.jiang Journal: QUANTITATIVE FINANCE, 2016. |
2. | Volatility forecasting in the Chinese commodity futures market with intraday data Author: xiaoquan.liu Journal: QUANTITATIVE FINANCE, 2016. |
3. | Diversification of pre-IPO ownership and foreign IPO performance Author: jian Journal: QUANTITATIVE FINANCE, 2016. |
4. | Contractual mutual fund governance: the case of Author: stian Journal: QUANTITATIVE FINANCE, 2016. |
5. | Do political connections affect stock price crash risk? Firm-level evidence from Author: LihongWang Journal: QUANTITATIVE FINANCE, 2016. |
6. | Do political connections affect stock price crash risk? Firm-level evidence from Author: LihongWang Journal: QUANTITATIVE FINANCE, 2016. |
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