Journals

Finance

"Big 3"

• Journal of Finance
• Review of Financial Studies
• Journal of Financial Economics

Others

• Journal of Financial and Quantitative Analysis
• Review of Finance
• Review of Asset Pricing Studies
• Review of Corporate Finance Studies
• Journal of Financial and Quantitative Analysis
• Journal of Banking and Finance

Portfolio Management

• Journal of Portfolio Management
• Journal of Investing

Economics

"Big 5"

• American Economic Review
• Econometrica
• Journal of Political Economy
• Quarterly Journal of Economics
• Review of Economic Studies

Quant Finance History

• Pre 1959: Value Investing and Technical Analysis
  • Value Investing (B.Graham)
  • Technical Analysis( McGee and Edwards)
• 1959-1973: "The Golden Age of Quantitative Finance"
  • Markowitz Portfolio Theory(1952-1959)
  • Modigliani-Miller Foundations of Corporate Finance and Capital Structure(1958-1963)
  • CAPM(1964)
  • The behavior of stock market prices(non-normal returns, Fama, 1965)
  • Efficient Market Hypothesis(Fama, 1970)
  • Black Scholes Merton option pricing formula(1973)
• 1973-1993: The era of the efficient market hypothesis
• 1993-2002: The rise of statistical arbitrage
• 2002-2016: The rise of electronic trading and high-frequency finance
• 2018-2016: Structural Changes in Financial Service Industry (Dodd-Frank and similar regulations)
• 2014-now: Rise of machine learning and big data applied to trading strategies