Financial Analysts Journal Template
Write in a clean editor, then format for Financial Analysts Journal in one click — DocuGuru applies the official Taylor & Francis template with author–year references and exports a submission-ready PDF plus the editable LaTeX source. Free to start.
About the Financial Analysts Journal format
Financial Analysts Journal is a peer-reviewed journal published by Taylor & Francis, covering Financial Markets and Investment Strategies, Financial Reporting and Valuation Research, Corporate Finance and Governance.
| Publisher | Taylor & Francis |
|---|---|
| Reference style | Author–year (Chicago, T&F) Author–year — (Smith, 2023) in the text Smith, Ada, Ben Jones, and Cara Lee. 2023. "A Representative Article Title." Financial Analysts Journal 12 (3): 45–58.
Formats any DOI in Financial Analysts Journal style. No sign-up. |
| Publishes research in | Financial Markets and Investment Strategies Financial Reporting and Valuation Research Corporate Finance and Governance Insurance and Financial Risk Management Auditing, Earnings Management, Governance |
| ISSN | 0015-198X |
| Citation impact (2-yr) | 2.51 |
| h-index | 167 |
| i10-index | 1,444 |
| Total citations | 132,426 |
| Top institutions publishing here | CFA Institute |
| Journal website | www.tandfonline.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Papers published in Financial Analysts Journal per year
Citation impact of Financial Analysts Journal by publication year
Citations each year’s papers have accumulated so far — the most recent years are still building up.
Most-cited papers in Financial Analysts Journal
Using survey data from mainstream investment organizations, we provide insights into why and how investors use reported environmental, social, and governance (ESG) information. Relevance to investment performance is the most frequent motivation, followed by client demand, product strategy, and then, ethical considerations. An important impediment to the use of ESG information is the lack of…
For this study of the simple properties of commodity futures as an asset class, an equally weighted index of monthly returns of commodity futures was constructed for the July 1959 through December 2004 period. Fully collateralized commodity futures historically have offered the same return and Sharpe ratio as U.S. equities. Although the risk premium on…
This presentation comes from the Improving Portfolio Performance With Quantitative Models conference held in New York on April 13, 1989.
Presented are a profile of a sample of earnings manipulators, their distinguishing characteristics, and a suggested model for detecting manipulation. The model's variables are designed to capture either the financial statement distortions that can result from manipulation or preconditions that might prompt companies to engage in such activity. The results suggest a systematic relationship between…