Finance journal rankings: Active scholar assessment revisited

Russell R. Currie and Gurupdesh S. Pandher

Journal of Banking & Finance, 2020, vol. 111, issue C

Abstract: This study constructs finance journal rankings and classifications using the active scholar assessment (ASA) methodology with nested effects regression estimation. We observe some interesting changes over the past nine years and also compare the new ASA journal rankings with Scimago's SJR rankings, Thomson Reuters’ JCR rankings and ABS classifications. Responses from active finance scholars in a web survey are used to endogenously rank and classify a broad set of 102 finance journals by quality and importance. Regression estimation with nested random journal-within-tier effects enables journals in the four tier groups (A-D) to be separated into ``upper'', ``middle'' and ``lower'' categories (e.g. A+, A and A-). In addition to citation-based ranking, ASA study results can provide useful information and guidance to authors and editors on active scholar perceptions of journal quality and importance, tenure & promotion committees in assessing research, and university libraries in managing their resources.

Keywords: Finance journal rankings; Active scholar assessment; Nested random-effects regression; SJR; JCR; ABS (search for similar items in EconPapers)
JEL-codes: G14 G15 O16 (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302900

DOI: 10.1016/j.jbankfin.2019.105717

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