{"title":"The Journal of Emerging Market Finance: A Bibliometric Overview (2002–2019)","authors":"Satish Kumar, V. Madhavan, R. Sureka","doi":"10.1177/0972652720944329","DOIUrl":null,"url":null,"abstract":"This study provides a comprehensive overview of the prominent trends and thematic structure of the Journal of Emerging Market Finance (JEMF). The article uses bibliometric methodology and in doing so, considers measures such as, but not limited to, h-index, annual publications and citation structure, total citations, citation per publication ratio, most productive authors, institutions and countries, and keyword analysis. The thematic structure of the journal is identified using bibliometric coupling analysis of JEMF articles. Findings suggest that there is an increasing trend in JEMF’s count of publication and citation per year. Researchers from India, UK and the USA are frequent contributors to the journal. Issues mostly addressed in the journal include bank penetration, stock price volatility, calendar anomalies, credit default swaps, market efficiency, asset pricing models, and enterprise risk management. This study will be useful for the readers to gain a quick snapshot of the leading trends of the journal and its recent areas of interest. Finally, the study’s findings would aid the editorial team in taking stock of the journal, its past trajectory, and the road ahead, keeping in view contemporary developments in financial markets in general and emerging markets in particular. JEL Codes: G01, G10, G20","PeriodicalId":44100,"journal":{"name":"Journal of Emerging Market Finance","volume":"19 1","pages":"326 - 352"},"PeriodicalIF":1.2000,"publicationDate":"2020-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1177/0972652720944329","citationCount":"13","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Emerging Market Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1177/0972652720944329","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
引用次数: 13
Abstract
This study provides a comprehensive overview of the prominent trends and thematic structure of the Journal of Emerging Market Finance (JEMF). The article uses bibliometric methodology and in doing so, considers measures such as, but not limited to, h-index, annual publications and citation structure, total citations, citation per publication ratio, most productive authors, institutions and countries, and keyword analysis. The thematic structure of the journal is identified using bibliometric coupling analysis of JEMF articles. Findings suggest that there is an increasing trend in JEMF’s count of publication and citation per year. Researchers from India, UK and the USA are frequent contributors to the journal. Issues mostly addressed in the journal include bank penetration, stock price volatility, calendar anomalies, credit default swaps, market efficiency, asset pricing models, and enterprise risk management. This study will be useful for the readers to gain a quick snapshot of the leading trends of the journal and its recent areas of interest. Finally, the study’s findings would aid the editorial team in taking stock of the journal, its past trajectory, and the road ahead, keeping in view contemporary developments in financial markets in general and emerging markets in particular. JEL Codes: G01, G10, G20
期刊介绍:
The Journal of Emerging Market Finance is a forum for debate and discussion on the theory and practice of finance in emerging markets. While the emphasis is on articles that are of practical significance, the journal also covers theoretical and conceptual aspects relating to emerging financial markets. Peer-reviewed, the journal is equally useful to practitioners and to banking and investment companies as to scholars.