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jfm-workflow

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Use when deciding which jfm-* sub-skill to invoke next, or when sequencing work on a Journal of Financial Markets (JFM) manuscript from topic selection through rebuttal. Routes — it does not replace — the specialized microstructure-focused skills.

Journal-of-Financial-Markets-Skills/skills/jfm-workflow/SKILL.md

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# JFM Workflow Router (jfm-workflow)

## Overview

This is the router for a manuscript aimed at the **Journal of Financial Markets (JFM)** — Elsevier's specialized field journal for **market microstructure and the functioning of financial markets**: liquidity, price formation and discovery, order flow, trading-mechanism and venue design, high-frequency dynamics, market-based asset pricing, and market regulation. JFM rewards papers built on **deep institutional knowledge of how markets actually trade** plus a **careful empirical design on market data** (TAQ/order-book/proprietary feeds) or **microstructure theory**. It is small, fast, and specialist — not a broad-finance generalist.

The single most useful thing this router does is keep you from mis-targeting. The fatal JFM error is submitting a paper whose mechanism is corporate finance, broad asset pricing, or banking with a thin "and we look at liquidity" wrapper. JFM referees are microstructure insiders; the mechanism, not the dataset, must be about market trading.

Verify volatile process facts before relying on them: publisher **Elsevier**; submission via **Editorial Manager** (检索于 2026-06；以官网为准); review model double-blind 待核实; ISSN 1386-4181 (print) / 1878-576X (online). Editor names, abstract/length limits, APC: 待核实.

## When to trigger

- A user asks "what should I do next?" on a markets/microstructure paper
- A draft is ping-ponging between mechanism framing, data design, exhibits, and the response letter
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