Generated by GPT-5-mini| Frontiers in Finance | |
|---|---|
| Title | Frontiers in Finance |
| Discipline | Finance |
| Abbreviation | Front. Finance |
| Publisher | Frontiers Media |
| Country | Switzerland |
| Frequency | Continuous |
| History | 2020–present |
Frontiers in Finance is a peer-reviewed publication focusing on contemporary research and debate at the intersection of financial theory, applied practice, and policy. It publishes articles that connect quantitative methods, market design, regulatory practice, and socio-environmental concerns across global centers of finance. Contributors include academics, practitioners, and policymakers from institutions ranging from University of Chicago to European Central Bank affiliates.
Frontiers in Finance covers topics spanning asset pricing, corporate finance, market microstructure, risk management, and financial intermediation with contributions from scholars associated with Harvard University, Massachusetts Institute of Technology, London School of Economics, University of Oxford, Stanford University, Princeton University, Yale University, Columbia University, University of Pennsylvania, New York University, University of California, Berkeley, University of Cambridge, University of Michigan, Northwestern University, University of Toronto, University of Chicago Booth School of Business, INSEAD, HEC Paris, University College London, University of Hong Kong, Peking University, Tsinghua University, National University of Singapore, Seoul National University, Bocconi University, IE Business School, University of Sydney, Monash University, University of Melbourne, Federal Reserve Bank of New York, Bank for International Settlements, International Monetary Fund, World Bank, Securities and Exchange Commission (United States), Financial Conduct Authority, European Commission, People's Bank of China, Bank of England, Swiss National Bank, Deutsche Bundesbank, Bank of Japan, Reserve Bank of India, Bank of Canada, and Australian Prudential Regulation Authority.
Early thematic issues drew on work by authors affiliated with Nobel Memorial Prize in Economic Sciences laureates and leading centers such as Cowles Foundation, National Bureau of Economic Research, Centre for Economic Policy Research, Institute for Advanced Study, Centre for Economic Policy Research (UK), and research groups at Morgan Stanley, Goldman Sachs, J.P. Morgan, BlackRock, Vanguard Group, State Street Corporation, UBS, Credit Suisse, Barclays, Deutsche Bank, Citigroup, HSBC, Nomura, Mizuho Financial Group, Sumitomo Mitsui Financial Group, Banco Santander, BBVA, ING Group, Société Générale, BNP Paribas, Royal Bank of Scotland, and Lloyds Banking Group. Milestones include special issues on high-frequency trading drawing on datasets from Nasdaq, New York Stock Exchange, London Stock Exchange, Chicago Board Options Exchange, Euronext, Hong Kong Stock Exchange, and event-driven studies using episodes such as the 2008 financial crisis, the European sovereign debt crisis, the COVID-19 pandemic, and the Flash Crash of 2010.
The journal highlights research on fintech developments linked to firms and projects like Coinbase, Binance, Ripple, Ethereum Foundation, Hyperledger, R3, Chainlink, Ripple Labs, Square, Inc., PayPal, Ant Group, Tencent, Stripe, Robinhood Markets, SoFi, Revolut, Nubank, Plaid (company), TransferWise, and innovations in distributed ledger prototypes informed by regulatory sandboxes run by Financial Services Agency (Japan), Hong Kong Monetary Authority, Monetary Authority of Singapore, FinCEN, and European Securities and Markets Authority. Articles explore algorithmic trading systems inspired by models from Black–Scholes model, empirical methods related to datasets from CRSP, Compustat, TRACE, Refinitiv, Bloomberg L.P., S&P Global, and testing frameworks used by MIT Media Lab and Stanford Crypto groups.
Frontiers in Finance publishes experimental studies drawing on lab and field methods associated with researchers from Behavioral Economics programs at University of Chicago Booth School of Business, Harvard Kennedy School, Princeton University School of Public and International Affairs, University of California, Berkeley Haas School of Business, Yale School of Management, and collaborations with behavioral units at BlackRock, Cambridge Centre for Alternative Finance, Oxford Saïd Business School, INSEAD Behavioural Lab, Columbia Business School, Wharton School, Sloan School of Management, Kellogg School of Management, Duke University Fuqua School of Business, Tuck School of Business, Sloan School of Management (MIT), and experimental platforms like Amazon Mechanical Turk, Prolific (research platform), Qualtrics, and field experiments connected to central banks' research wings.
Coverage includes market architecture analyses referencing institutions such as Financial Industry Regulatory Authority, Commodity Futures Trading Commission, International Organization of Securities Commissions, Basel Committee on Banking Supervision, Group of Twenty, World Trade Organization, Organisation for Economic Co-operation and Development, European Banking Authority, European Investment Bank, Inter-American Development Bank, Asian Development Bank, African Development Bank, Federal Deposit Insurance Corporation, Office of the Comptroller of the Currency, Consumer Financial Protection Bureau, Pension Benefit Guaranty Corporation, Public Company Accounting Oversight Board, International Accounting Standards Board, and cases involving Enron, Lehman Brothers, Long-Term Capital Management, and regulatory responses after the Dodd–Frank Wall Street Reform and Consumer Protection Act.
The journal explores sustainable finance work connecting researchers and practitioners at United Nations Environment Programme Finance Initiative, PRI (Principles for Responsible Investment), World Economic Forum, Green Climate Fund, Intergovernmental Panel on Climate Change, Task Force on Climate-related Financial Disclosures, International Finance Corporation, European Investment Fund, Climate Bonds Initiative, Ceres (organization), Carbon Disclosure Project, CDP, Science Based Targets initiative, and asset managers such as BlackRock, State Street Global Advisors, Vanguard, AXA, Allianz, Legal & General Investment Management, PIMCO, Schroders, Amundi, BNP Paribas Asset Management, Aberdeen Standard Investments, Man Group, Franklin Templeton Investments, and research drawing on case studies from Shell plc, BP, ExxonMobil, Tesla, Inc., Volkswagen, Apple Inc., Amazon (company), Microsoft, Google LLC, Facebook, Alibaba Group, BHP, Rio Tinto (corporation), TotalEnergies, and sovereign bond issuances by Republic of France, Kingdom of Sweden, Federative Republic of Brazil, Republic of India, United States Department of the Treasury.
Future agendas emphasize interdisciplinary work bridging teams at National Institutes of Health, European Space Agency, NASA, Defense Advanced Research Projects Agency, CERN, Max Planck Society, Wellcome Trust, Carnegie Mellon University, Imperial College London, ETH Zurich, University of Zurich, University of Basel, Kyoto University, Osaka University, Indian Statistical Institute, Tata Institute of Fundamental Research, Brazilian Development Bank (BNDES), Mexican Stock Exchange, Securities and Exchange Commission of Brazil, Financial Services Commission (South Korea), and challenges emerging from digital asset regulation, climate transition risk, systemic cyber risk, data governance, model risk, and macro-financial linkages highlighted in dialogues with G20 Summit, United Nations Conference on Trade and Development, International Monetary Fund Annual Meeting, World Economic Forum Annual Meeting, and academic conferences such as American Finance Association Annual Meeting, European Finance Association Annual Meeting, Asian Finance Association Conference, Western Finance Association Conference, NBER Summer Institute, CESifo Venice Summer Institute, Society for Financial Studies Cavalcade.
Category:Finance journals