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You can publish an open access article in this journal

Description

Journal of Derivatives and Quantitative Studies: 선물연구 (JDQS) is a fully open access journal and publishes theoretically based, empirically supported peer-reviewed research papers, covering all aspects of derivatives and quantitative finance.

The journal welcomes research papers that draw on contributions from all functional areas of derivatives and quantitative finance.

The title coverage includes but is not limited to the following topics:

  • Futures and options
  • Exotic derivatives
  • Credit default swaps
  • Equity linked securities
  • Warrants
  • Stock options
  • Structured products
  • Price Discovery
  • Risk management and control
  • Financial engineering
  • New financial instruments
  • Hedging strategies
  • Analysis of trading systems
  • Security analysis and valuation
  • Fixed income and structured finance
  • Factors, risk premia
  • Portfolio management/multi-asset allocation
  • Quantitative methods
  • Risk management
  • Real assets/alternative investments/private equity
  • Long-term/retirement investing
  • Performance measurement
  • Legal/regulatory/public policy
  • International Investing
  • Mutual funds/passive investing/indexing

To sumit to the journal, please go to ScholarOne manuscript portal. Please follow the author guidelines before submitting.
All articles are published Open Access, so are made freely available at no charge to the author.

JDQS  is published by Emerald Publishing on behalf of Korea Derivatives Association. JDQS is published under a platinum OA arrangement, in that all charges for publishing an OA article in the Journal are funded by Korea Derivatives Association. Therefore, there is no charge to the author.

  • Editor

    • Eun Jung Lee
      Hanyang University, South Korea
  • Publishing Services Manager

  • Journal Editorial Office (For queries related to pre-acceptance)

  • Supplier Project Manager (For queries related to post-acceptance)

  • Associate Editor

    • Byeong-Je An
      Nanyang Technology University, Singapore
    • Kwangil Bae
      Chonnam National University, South Korea
    • Jaewon Choi
      University of Illinois at Urbana-Champaign, USA
    • Sujung Choi
      Soongsil University, South Korea
    • Chulwoo Han
      Durham University, United Kingdom
    • Jungsuk Han
      Seoul National University, South Korea
    • Yeejin Jang
      University of New South Wales, Australia
    • Byounghyun Jeon
      Marquette University, USA
    • Byoung Uk Kang
      Hongkong Polytechnic University, Hong Kong
    • Byung Jin Kang
      Soongsil Univerity, South Korea
    • Hyoung-Goo Kang
      Hanyang University, South Korea
    • Hugh Hoikwang Kim
      University of South Carolina, USA
    • Jun Sik Kim
      Incheon National University, South Korea
    • Jungmu Kim
      Yeungnam University, South Korea
    • Kyoung-Kuk Kim
      Korea Advanced Institute of Science and Technology, South Korea
    • Noolee Kim
      Hanyang University, South Korea
    • Ryumi Kim
      Chungbuk National University, South Korea
    • Dongyoup Lee
      Kookmin University, South Korea
    • Jeongmin Lee
      Washington University in St. Louis, USA
    • Jun-Youp Lee
      Ulsan National Institute of Science and Technology, South Korea
    • Byoungkyu Min
      Hanyang University, South Korea
    • Joonki Noh
      Case Western Reserve University, USA
    • Ji Yeol Jimmy Oh
      Hanyang University, South Korea
    • Yuen Jung Park
      Hallym University, South Korea
    • Sung Won Seo
      Konkuk University, South Korea
    • Shu-Feng Wang
      Ajou University, South Korea
    • Sun-Joong Yoon
      Dongguk University, South Korea
  • Editorial Advisory Board

    • Kook Hyun Chang
      Konkuk University, South Korea
    • Jong Yeon Choi
      Hanyang University, South Korea
    • Youngsoo Choi
      Hankuk University of Foreign Studies, South Korea
    • Jang Koo Kang
      KAIST, South Korea
    • Bum J. Kim
      Soongsil University, South Korea
    • Myung Jig Kim
      Hanyang University, South Korea
    • Sol Kim
      Hankuk University of Foreign Studies, South Korea
    • Tong Suk Kim
      KAIST, South Korea
    • Joon Hee Rhee
      Soongsil University, South Korea
    • Chang Hyun Yun
      University of Seoul, South Korea
    • Jeongsun Yun
      Kookmin University, South Korea

Before you start

For queries relating to the status of your paper pre decision, please contact the Editor or Journal Editorial Office. For queries post acceptance, please contact the Supplier Project Manager. These details can be found in the Editorial Team section.

Author responsibilities

Our goal is to provide you with a professional and courteous experience at each stage of the review and publication process. There are also some responsibilities that sit with you as the author. Our expectation is that you will:

  • Respond swiftly to any queries during the publication process.
  • Be accountable for all aspects of your work. This includes investigating and resolving any questions about accuracy or research integrity
  • Treat communications between you and the journal editor as confidential until an editorial decision has been made.
  • Read about our research ethics for authorship. These state that you must:
    • Include anyone who has made a substantial and meaningful contribution to the submission (anyone else involved in the paper should be listed in the acknowledgements).
    • Exclude anyone who hasn’t contributed to the paper, or who has chosen not to be associated with the research.
  • If your article involves human participants, you must ensure you have considered whether or not you require ethical approval for your research, and include this information as part of your submission. Find out more about informed consent.

Research and publishing ethics

Our editors and employees work hard to ensure the content we publish is ethically sound. To help us achieve that goal, we closely follow the advice laid out in the guidelines and flowcharts on the COPE (Committee on Publication Ethics) website.

We have also developed our research and publishing ethics guidelines. If you haven’t already read these, we urge you to do so – they will help you avoid the most common publishing ethics issues.

A few key points:

  • Any manuscript you submit to this journal should be original. That means it should not have been published before in its current, or similar, form. Exceptions to this rule are outlined in our pre-print and conference paper policies.  If any substantial element of your paper has been previously published, you need to declare this to the journal editor upon submission. Please note, the journal editor may use Crossref Similarity Check to check on the originality of submissions received. This service compares submissions against a database of 49 million works from 800 scholarly publishers.
  • Your work should not have been submitted elsewhere and should not be under consideration by any other publication.
  • If you have a conflict of interest, you must declare it upon submission; this allows the editor to decide how they would like to proceed. Read about conflict of interest in our research and publishing ethics guidelines.
  • By submitting your work to Emerald, you are guaranteeing that the work is not in infringement of any existing copyright.

Third party copyright permissions

Prior to article submission, you need to ensure you’ve applied for, and received, written permission to use any material in your manuscript that has been created by a third party. Please note, we are unable to publish any article that still has permissions pending. The rights we require are:

  • Non-exclusive rights to reproduce the material in the article or book chapter.
  • Print and electronic rights.
  • Worldwide English-language rights.
  • To use the material for the life of the work. That means there should be no time restrictions on its re-use e.g. a one-year licence.

We are a member of the International Association of Scientific, Technical, and Medical Publishers (STM) and participate in the STM permissions guidelines, a reciprocal free exchange of material with other STM publishers.  In some cases, this may mean that you don’t need permission to re-use content. If so, please highlight this at the submission stage.

Please take a few moments to read our guide to publishing permissions to ensure you have met all the requirements, so that we can process your submission without delay.

Open access information

This is a sponsored open access journal, also referred to as platinum open access. Because it is published in partnership with an organisation, your article will be published open access, but you will not have to pay an APC (article processing charge) - publication is free. Your article will be published with a Creative Commons CC BY 4.0 user licence, which outlines how readers can reuse your work.

You can find out more about our open access routes and read our FAQs on our open research page. 

Find out about open

Transparency and Openness Promotion (TOP) Guidelines

We are a signatory of the Transparency and Openness Promotion (TOP) Guidelines, a framework that supports the reproducibility of research through the adoption of transparent research practices. That means we encourage you to:

  • Cite and fully reference all data, program code, and other methods in your article.
  • Include persistent identifiers, such as a Digital Object Identifier (DOI), in references for datasets and program codes. Persistent identifiers ensure future access to unique published digital objects, such as a piece of text or datasets. Persistent identifiers are assigned to datasets by digital archives, such as institutional repositories and partners in the Data Preservation Alliance for the Social Sciences (Data-PASS).
  • Follow appropriate international and national procedures with respect to data protection, rights to privacy and other ethical considerations, whenever you cite data. For further guidance please refer to our research and publishing ethics guidelines. For an example on how to cite datasets, please refer to the references section below.

Prepare your submission

Manuscript support services

We are pleased to partner with Editage, a platform that connects you with relevant experts in language support, translation, editing, visuals, consulting, and more. After you’ve agreed a fee, they will work with you to enhance your manuscript and get it submission-ready.

This is an optional service for authors who feel they need a little extra support. It does not guarantee your work will be accepted for review or publication.

Visit Editage

Manuscript requirements

Before you submit your manuscript, it’s important you read and follow the guidelines below. You will also find some useful tips in our structure your journal submission how-to guide.

Format

Article files should be provided in Microsoft Word format

While you are welcome to submit a PDF of the document alongside the Word file, PDFs alone are not acceptable. LaTeX files can also be used but only if an accompanying PDF document is provided. Acceptable figure file types are listed further below.

Article length / word count

Articles should be up to a maximum of 9000 words in length. This includes all text, for example, the structured abstract, references, all text in tables, and figures and appendices.

 

Please allow 280 words for each figure or table.

Article title

A concisely worded title should be provided.

Author details

The names of all contributing authors should be added to the ScholarOne submission; please list them in the order in which you’d like them to be published. Each contributing author will need their own ScholarOne author account, from which we will extract the following details:

  • Author email address (institutional preferred).
  • Author name. We will reproduce it exactly, so any middle names and/or initials they want featured must be included.
  • Author affiliation. This should be where they were based when the research for the paper was conducted.

In multi-authored papers, it’s important that ALL authors that have made a significant contribution to the paper are listed. Those who have provided support but have not contributed to the research should be featured in an acknowledgements section. You should never include people who have not contributed to the paper or who don’t want to be associated with the research. Read about our research ethics for authorship.

Biographies and acknowledgements

If you want to include these items, save them in a separate Microsoft Word document and upload the file with your submission. Where they are included, a brief professional biography of not more than 100 words should be supplied for each named author.

Research funding

Your article must reference all sources of external research funding in the acknowledgements section. You should describe the role of the funder or financial sponsor in the entire research process, from study design to submission.

Structured abstract

All submissions must include a structured abstract, following the format outlined below.

These four sub-headings and their accompanying explanations must always be included:

  • Purpose
  • Design/methodology/approach
  • Findings
  • Originality

The following three sub-headings are optional and can be included, if applicable:

  • Research limitations/implications
  • Practical implications
  • Social implications


You can find some useful tips in our write an article abstract how-to guide.

The maximum length of your abstract should be 250 words in total, including keywords and article classification (see the sections below).

Keywords

Your submission should include up to 12 appropriate and short keywords that capture the principal topics of the paper. Our Creating an SEO-friendly manuscript how to guide contains some practical guidance on choosing search-engine friendly keywords.

Please note, while we will always try to use the keywords you’ve suggested, the in-house editorial team may replace some of them with matching terms to ensure consistency across publications and improve your article’s visibility.

Article classification

During the submission process, you will be asked to select a type for your paper; the options are listed below. If you don’t see an exact match, please choose the best fit:

You will also be asked to select a category for your paper. The options for this are listed below. If you don’t see an exact match, please choose the best fit:

Research paper. Reports on any type of research undertaken by the author(s), including:

  • The construction or testing of a model or framework
  • Action research
  • Testing of data, market research or surveys
  • Empirical, scientific or clinical research
  • Papers with a practical focus

Viewpoint. Covers any paper where content is dependent on the author's opinion and interpretation. This includes journalistic and magazine-style pieces.

Technical paper. Describes and evaluates technical products, processes or services.

Conceptual paper. Focuses on developing hypotheses and is usually discursive. Covers philosophical discussions and comparative studies of other authors’ work and thinking.

Case study. Describes actual interventions or experiences within organizations. It can be subjective and doesn’t generally report on research. Also covers a description of a legal case or a hypothetical case study used as a teaching exercise.

Literature review. This category should only be used if the main purpose of the paper is to annotate and/or critique the literature in a particular field. It could be a selective bibliography providing advice on information sources, or the paper may aim to cover the main contributors to the development of a topic and explore their different views.

General review. Provides an overview or historical examination of some concept, technique or phenomenon. Papers are likely to be more descriptive or instructional (‘how to’ papers) than discursive.

Headings

Headings must be concise, with a clear indication of the required hierarchy. 

The preferred format is for first level headings to be in bold, and subsequent sub-headings to be in medium italics.

Notes/endnotes

Notes or endnotes should only be used if absolutely necessary. They should be identified in the text by consecutive numbers enclosed in square brackets. These numbers should then be listed, and explained, at the end of the article.

Figures

All figures (charts, diagrams, line drawings, webpages/screenshots, and photographic images) should be submitted electronically. Both colour and black and white files are accepted.

There are a few other important points to note:

  • All figures should be supplied at the highest resolution/quality possible with numbers and text clearly legible.
  • Acceptable formats are .ai, .eps, .jpeg, .bmp, and .tif.
  • Electronic figures created in other applications should be supplied in their original formats and should also be either copied and pasted into a blank MS Word document, or submitted as a PDF file.
  • All figures should be numbered consecutively with Arabic numerals and have clear captions.
  • All photographs should be numbered as Plate 1, 2, 3, etc. and have clear captions.
Classification Code

An appropriate number of JEL codes should be included in you manuscript. This classification system is prepared and published by the Journal of Economic Literature, see: https://www.aeaweb.org/econlit/jelCodes.php?view=jel

Tables

Tables should be typed and submitted in a separate file to the main body of the article. The position of each table should be clearly labelled in the main body of the article with corresponding labels clearly shown in the table file. Tables should be numbered consecutively in Roman numerals (e.g. I, II, etc.).

Give each table a brief title. Ensure that any superscripts or asterisks are shown next to the relevant items and have explanations displayed as footnotes to the table, figure or plate.

References

All references in your manuscript must be formatted using one of the recognised Harvard styles. You are welcome to use the Harvard style Emerald has adopted – we’ve provided a detailed guide below. Want to use a different Harvard style? That’s fine, our typesetters will make any necessary changes to your manuscript if it is accepted. Please ensure you check all your citations for completeness, accuracy and consistency.

Emerald’s Harvard referencing style

References to other publications in your text should be written as follows:

  • Single author: (Adams, 2006)
  • Two authors: (Adams and Brown, 2006)
  • Three or more authors: (Adams et al., 2006) Please note, ‘et al' should always be written in italics.

A few other style points. These apply to both the main body of text and your final list of references.

  • When referring to pages in a publication, use ‘p.(page number)’ for a single page or ‘pp.(page numbers)’ to indicate a page range.
  • Page numbers should always be written out in full, e.g. 175-179, not 175-9.
  • Where a colon or dash appears in the title of an article or book chapter, the letter that follows that colon or dash should always be lower case.
  • When citing a work with multiple editors, use the abbreviation ‘Ed.s’.

At the end of your paper, please supply a reference list in alphabetical order using the style guidelines below. Where a DOI is available, this should be included at the end of the reference.

For books

Surname, initials (year), title of book, publisher, place of publication.

e.g. Harrow, R. (2005), No Place to Hide, Simon & Schuster, New York, NY.

For book chapters

Surname, initials (year), "chapter title", editor's surname, initials (Ed.), title of book, publisher, place of publication, page numbers.

e.g. Calabrese, F.A. (2005), "The early pathways: theory to practice – a continuum", Stankosky, M. (Ed.), Creating the Discipline of Knowledge Management, Elsevier, New York, NY, pp.15-20.

For journals

Surname, initials (year), "title of article", journal name, volume issue, page numbers.

e.g. Capizzi, M.T. and Ferguson, R. (2005), "Loyalty trends for the twenty-first century", Journal of Consumer Marketing, Vol. 22 No. 2, pp.72-80.

For published 
conference proceedings

Surname, initials (year of publication), "title of paper", in editor’s surname, initials (Ed.), title of published proceeding which may include place and date(s) held, publisher, place of publication, page numbers.

e.g. Wilde, S. and Cox, C. (2008), “Principal factors contributing to the competitiveness of tourism destinations at varying stages of development”, in Richardson, S., Fredline, L., Patiar A., & Ternel, M. (Ed.s), CAUTHE 2008: Where the 'bloody hell' are we?, Griffith University, Gold Coast, Qld, pp.115-118.

For unpublished 
conference proceedings

Surname, initials (year), "title of paper", paper presented at [name of conference], [date of conference], [place of conference], available at: URL if freely available on the internet (accessed date).

e.g. Aumueller, D. (2005), "Semantic authoring and retrieval within a wiki", paper presented at the European Semantic Web Conference (ESWC), 29 May-1 June, Heraklion, Crete, available at: http://dbs.uni-leipzig.de/file/aumueller05wiksar.pdf (accessed 20 February 2007).

For working papers

Surname, initials (year), "title of article", working paper [number if available], institution or organization, place of organization, date.

e.g. Moizer, P. (2003), "How published academic research can inform policy decisions: the case of mandatory rotation of audit appointments", working paper, Leeds University Business School, University of Leeds, Leeds, 28 March.

For encyclopaedia entries 
(with no author or editor)

Title of encyclopaedia (year), "title of entry", volume, edition, title of encyclopaedia, publisher, place of publication, page numbers.

e.g. Encyclopaedia Britannica (1926), "Psychology of culture contact", Vol. 1, 13th ed., Encyclopaedia Britannica, London and New York, NY, pp.765-771.

(for authored entries, please refer to book chapter guidelines above)

For newspaper 
articles (authored)

Surname, initials (year), "article title", newspaper, date, page numbers.

e.g. Smith, A. (2008), "Money for old rope", Daily News, 21 January, pp.1, 3-4.

For newspaper 
articles (non-authored)

Newspaper (year), "article title", date, page numbers.

e.g. Daily News (2008), "Small change", 2 February, p.7.

For archival or other unpublished sources

Surname, initials (year), "title of document", unpublished manuscript, collection name, inventory record, name of archive, location of archive.

e.g. Litman, S. (1902), "Mechanism & Technique of Commerce", unpublished manuscript, Simon Litman Papers, Record series 9/5/29 Box 3, University of Illinois Archives, Urbana-Champaign, IL.

For electronic sources

If available online, the full URL should be supplied at the end of the reference, as well as the date that the resource was accessed.

Surname, initials (year), “title of electronic source”, available at: persistent URL (accessed date month year).

e.g. Weida, S. and Stolley, K. (2013), “Developing strong thesis statements”, available at: https://owl.english.purdue.edu/owl/resource/588/1/ (accessed 20 June 2018)

Standalone URLs, i.e. those without an author or date, should be included either inside parentheses within the main text, or preferably set as a note (Roman numeral within square brackets within text followed by the full URL address at the end of the paper).

For data

Surname, initials (year), title of dataset, name of data repository, available at: persistent URL, (accessed date month year).

e.g. Campbell, A. and Kahn, R.L. (2015), American National Election Study, 1948, ICPSR07218-v4, Inter-university Consortium for Political and Social Research (distributor), Ann Arbor, MI, available at: https://doi.org/10.3886/ICPSR07218.v4 (accessed 20 June 2018)

This journal is included in the following abstract and indexing services:

  • British Library
  • Cabells
  • Directory of Open Access Journals (DOAJ) 
  • EBSCO - Business Source Ultimate Database
  • EBSCO - Business Source Complete Database
  • EBSCO Discovery Service
  • Google Scholar
  • Korea Citation Index (KCI)
  • ProQuest One Business
  • Business Premium Collection (ProQuest)
  • ABI/INFORM Collection (ProQuest)
  • ABI/INFORM Global (ProQuest)
  • ProQuest Central
  • ProQuest Central Essentials
  • ProQuest Central Student
  • ProQuest Central Basic (Korea)
  • Publicly Available Content Database (ProQuest)
  • Summons (ProQuest)
  • WorldCat

Transparency statement for Journal of Derivatives and Quantitative Studies: 선물연구

  1. Journal Ownership: Journal of Derivatives and Quantitative Studies is published by Emerald Publishing on behalf of Korea Derivatives Association. 

 

  1. Governing Body: The editorial team is appointed and managed by the Korea Derivatives Association. The journal is governed by the editorial team in collaboration with Emerald Publishing. 
     

  1. Peer Review Process: The journal operates a double blind peer review model. All articles undergo an initial assessment by the journal editor. If they are considered suitable for consideration, articles will then be a reviewed by a minimum of two external reviewers to assess suitability for publication. Final responsibility for editorial decisions rests with the Editor-in-Chief of the journal.  

 

  1. Editorial team/contact information: Contact details for the editorial team can be found on the journal homepage. Queries may also be directed to Emerald’s Publishing team as follows: 
    Judy Yeh – [email protected]  

 

  1. Copyright: All articles in the journal are published Open Access under a Creative Commons Attribution license (CC BY-4.0). This allows authors to retain copyright of their work whilst others can share, use and build upon this work created as long as appropriate attribution is given.  

 

  1. Author Fees: The journal is published under a Platinum Open Access arrangement, in that all costs associated with publishing an Open Access article in the journal are funded by the Korea Derivatives Association. There are currently no Article Processing Charges to the author(s). 
     

  1. Allegations of Misconduct: All journals published by Emerald are members of and subscribe to the principles of the Committee on Publication Ethics. In the event of any allegation of research or publication misconduct the publisher and editor will adhere to COPE guidelines in dealing with such allegations.  

 

  1. Conflicts of interest: Authors are asked to declare any financial or ethical conflicts of interest upon submitting their work to the journal. Difficult cases will be referred to the Committee on Publishing Ethics (COPE) for advice. 
     

  1. Frequency: The journal currently publishes four issues per annum 
     

  1. Access: All journal articles are published Open Access on EmeraldInsight.com - http://www.emeraldinsight.com/loi/jdqs under a CCBY 4.0 licence (please see section 5). 
       

  1. Revenue sources: The journal is published under a platinum Open Access arrangement, in that all costs associated with publishing an Open Access article in the journal are funded by the Korea Derivatives Association. 
     

  1. Advertising: The journal does not accept direct advertising  
     

  1. Archiving: Emerald provides perpetual access for all e-journal content by working with digital preservation schemes Portico, LOCKSS and CLOCKSS.  
     

  1. Direct marketing: On occasion the journal will use direct marketing activities (primarily email campaigns) to raise awareness of the journal and to invite authors to submit articles. Marketing activities are conducted by the Korea Derivatives Association unless otherwise agreed with Emerald.  

 

This statement was updated by Judy Yeh (Emerald Publishing) on 16th Feb 2020.