Individual skill
journal-of-financial-markets
Use when targeting Journal of Financial Markets (JFM) or deciding whether a market-microstructure / trading manuscript fits this venue. Encodes the journal's fit, framing, method-and-evidence bar, house style, official-submission re-check, and desk-reject heuristics.
English-SocialScience-Journal-Skills/skills/journal-of-financial-markets/SKILL.md
Source commit 932eb23331721b16e967c59f093781be1928b498
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- Last checked
- Nov 9, 2026
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- Repository last updated
- Sep 27, 2026
- License
- MIT
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# Journal of Financial Markets (journal-of-financial-markets)
## Journal positioning
The Journal of Financial Markets is an Elsevier journal specializing in market microstructure and trading: liquidity, price discovery, market design, order flow, and high-frequency dynamics. It is the natural specialist home for work on how prices form and how markets are organized, judged on whether it advances microstructure understanding. The readership is microstructure and trading-focused financial economists.
This skill is a **fit / venue-selection / re-framing** tool. It does not replace the journal's current official submission guidelines. Before submitting, re-check the live author instructions on the Elsevier / JFM site and the editorial submission system.
## When to trigger
- The author names JFM (or microstructure field venues) as the target venue.
- A paper studies liquidity, price discovery, trading, order flow, market design, or high-frequency dynamics and the author wants a specialist home.
- A general asset-pricing or empirical paper needs re-framing around a microstructure mechanism.
- The author needs JFM's desk-reject risks and a credible microstructure / top-finance alternative list.