Agent Skills
› brycewang-stanford/Awesome-Journal-Skills
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journal-of-financial-economics
GitHub用于评估金融论文是否适合投稿至JFE，提供选题定位、方法证据标准、写作风格及拒稿风险建议。适用于目标期刊为JFE或需在顶级金融期刊间选择时，辅助进行稿件适配性分析与重构。
Trigger Scenarios
作者将JFE或金融顶刊列为目标投稿期刊
拥有严谨研究设计或新发现的金融论文需在JF/JFE/RFS间选择
需将应用型金融数据论文重构为符合JFE标准的贡献
需要了解JFE的拒稿风险及替代期刊列表
Install
npx skills add brycewang-stanford/Awesome-Journal-Skills --skill journal-of-financial-economics -g -y
SKILL.md
Frontmatter
{
"name": "journal-of-financial-economics",
"description": "Use when targeting Journal of Financial Economics (JFE) or deciding whether a finance manuscript fits this venue. Encodes the journal's fit, framing, method-and-evidence bar, house style, official-submission re-check, and desk-reject heuristics."
}
Journal of Financial Economics (journal-of-financial-economics)
Journal positioning
The Journal of Financial Economics is an Elsevier journal and, with JF and RFS, one of the finance "top-3." It publishes the most consequential empirical and theoretical work across asset pricing, corporate finance, banking/intermediation, and household finance, with a long-standing reputation for quantitatively serious, often structural, analysis and an unusually high robustness-and-identification bar. The readership is the whole finance profession, so a paper must clear a top-3 importance threshold and not merely a field-journal one.
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 / JFE site and the editorial submission system.
When to trigger
- The author names JFE (or the finance top-3) as the target venue.
- A finance paper has a tight research design, a structural model, or a genuinely new asset-pricing/corporate-finance result, and the author is choosing among JF / JFE / RFS.
- An applied paper using financial data needs re-framing into a finance contribution rather than an economics or accounting one.
- The author needs JFE's desk-reject risks and a credible top-3 / top-field alternative list.
Scope & topic fit
- Asset pricing (empirical and theoretical), cross-section of returns, factor models, intermediary and macro-finance asset pricing — with a very high bar for "new factor / new anomaly" claims.
- Corporate finance, governance, M&A, capital structure, payout, ownership, with credible identification.
- Financial intermediation, banking, liquidity, market microstructure, household and behavioral finance.
- Structural and quantitative work where a model is estimated or calibrated and confronted with data.
Method & evidence bar
- JFE is known for a demanding robustness-and-identification bar: a corporate-finance causal claim needs a real source of variation (shocks, regulation, discontinuities) with modern DiD/IV/RDD rigor and pre-empted confounders.
- Asset-pricing empirics are held to current inference standards (multiple-testing/p-hacking concerns, proper standard errors, factor-zoo skepticism, out-of-sample and placebo evidence).
- Structural papers must identify their parameters, justify functional-form and calibration choices, and report fit and counterfactuals credibly.
- Theory must deliver testable, economically interpretable implications, not only existence results.
Structure & house style
- The introduction states the question, the economic mechanism, the identification or model, and the headline magnitude early, and explains why it matters for finance broadly.
- Distinguish the contribution from the nearest JF/JFE/RFS papers explicitly; "no one has tested X" is not a contribution.
- JFE uses an unstructured abstract and JEL codes; an Internet Appendix carries robustness, derivations, and secondary results.
- Exhibits report economic magnitudes (not only t-stats); the central result should be readable from one table or one figure.
Official-submission checklist
- Before giving submission-ready advice, read
../../resources/source-basis.mdand../../resources/official-source-map.md; start from the official source anchors for this journal family, then cite the current journal-specific page you checked. - Search the live site for "Journal of Financial Economics guide for authors" and follow the current Elsevier/JFE version.
- Re-check the submission fee, formatting, abstract/JEL, anonymization, and the disclosure policy (data sources, conflicts, prior circulation).
- Re-check the current data/code and Internet Appendix requirements and any replication expectations.
- If the live official instructions conflict with this skill, the official instructions win.
Pre-submission self-check
- One sentence stating why this result matters to the broad finance profession.
- The contribution is stated as mechanism / identification / structural insight / new measurement, not as a significant coefficient.
- The introduction positions the paper against the most recent JF/JFE/RFS work on this question.
- Inference is robust to current standards (clustering, multiple testing, out-of-sample, placebo) and any structural estimation is identified.
- Disclosure, data sources, and the Internet Appendix are ready.
Common desk-reject triggers
- A "new anomaly / new factor" paper that does not clear the multiple-testing and robustness bar.
- A corporate-finance regression with endogeneity and no credible source of variation.
- A structural model that is calibrated arbitrarily or not confronted with data.
- A paper that is really accounting (
the-accounting-review,journal-of-accounting-and-economics) or economics (journal-of-political-economy) framed as finance.
Re-routing decision
- Equally strong but more methodologically innovative / theory-forward →
review-of-financial-studies; broad top-3 importance →journal-of-finance. - Second-tier-elite finance →
review-of-finance,journal-of-financial-and-quantitative-analysis,journal-of-corporate-finance. - Banking/intermediation, markets, or international →
journal-of-financial-intermediation,journal-of-financial-markets,journal-of-international-money-and-finance; large-volume applied →journal-of-banking-and-finance. - Pure quantitative/derivatives theory →
mathematical-finance; econometrics-of-finance methods →journal-of-empirical-finance; macro-finance →journal-of-monetary-economics.
Output format
[Fit] High / Medium / Low (one-line reason)
[Target] Journal of Financial Economics
[Topic tags] <2–3 closest topics>
[Method/evidence] <does the identification / model / mechanism clear the finance top-3 bar?>
[Top risk] <the single most likely reason for rejection>
[Official items to re-check] <submission system / fee / disclosure / Internet Appendix / data>
[Re-route suggestion] <if not a fit, a better-matched venue>
Version History
- 1839142 Current 2026-07-05 13:09
