Forty years of the Journal of Futures Markets: A bibliometric overview

被引：74
|
作者：
Baker, H. Kent [1 ]
Kumar, Satish [2 ,3 ]
Pandey, Nitesh [2 ]
机构：
[1] Amer Univ, Kogod Sch Business, Dept Finance & Real Estate, 4400 Massachusetts Ave NW, Washington, DC 20016 USA
[2] Malaviya Natl Inst Technol Jaipur, Dept Management Studies, Jaipur, Rajasthan, India
[3] Swinburne Univ Technol, Sarawak Campus, Sarawak, Malaysia
来源：
JOURNAL OF FUTURES MARKETS | 2021年 / 41卷 / 07期
关键词：
bibliographic coupling; bibliometric methodology; co‐ authorship analysis; Journal of Futures Markets; performance analysis;
D O I：
10.1002/fut.22211
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
This study uses bibliometrics to present a retrospective on the Journal of Futures Markets (JFM) on its 40th anniversary. The Journal's annual number of publications and citations grew substantially, with US-affiliated authors being the dominant contributors. Authorship analysis reveals an increase in collaboration and diversity among JFM authors. Bibliographic coupling analysis reveals that the Journal's main themes include commodities, volatility, trading, hedging, arbitrage and pricing, forecasting volatility, and credit default swaps. Its primary citation drivers are article age, article length, number of authors, FT100 affiliation, and references.
引用
收藏
页码：1027 / 1054
页数：28
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