A bibliometric analysis of idiosyncratic volatility literature in emerging markets
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Tarih
2022
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Adana Alparslan Türkeş Bilim ve Teknoloji Üniversitesi
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
Kendine özgü volatilite firma ve sektör değişkenlerinden kaynaklanan sistematik volatiliteden bağımsız bir volatilite bileşenidir. Bibliyometrik analiz, belirli bir konuda daha önce yapılmış çalışmaları istatistiksel yöntemlerle analiz ederek araştırma ögelerinin performanslarını ve bu çalışmaların birbiriyle olan ilişkisini gösterir. Tez çalışmasının amacı yükselen piyasalarda kendine özgü volatilite literatürünün bibliyometrik analizini yaparak bu literatürün güncel durumunu ortaya koymaktır. Bu tez çalışmasında 1 Ocak 2006- 25 Temmuz 2022 tarihleri arasında yükselen piyasalardaki kendine özgü volatilite üzerine yapılmış olan 106 çalışma için bibliyometrik analiz yapılmıştır. Bibliyografik veri Web of Science veri tabanından elde edilmiş olup bibliyometrik analiz ve görselleştirme VOSviewer programından faydalanılarak yapılmıştır. Bibliyometrik analiz yöntemlerinden performans analizi, atıf analizi, ortak-atıf analizi, bibliyografik eşleşme, ortak kelime analizi ve ortak yazar analizi uygulanmıştır. Yapılan bibliyometrik analiz ile yükselen piyasalarda kendine özgü volatilite literatürünün temel istatistikleri, çalışmalar arasındaki ilişkileri gösteren bağlantı ve kümeler bulunmuştur. Gelecek çalışmalar için rehber niteliği taşıyacak başlangıç ipuçları verilmiş, literatürdeki potansiyel boşluklara dikkat çekilmiştir.
Idiosyncratic volatility is a volatility component independent of systematic volatility arising from a firm and sector variables. Bibliometric analysis shows the performance of research items and the relationship between these studies by analyzing previous studies on a particular subject with statistical methods. The thesis study aims to present the current status of this literature by making a bibliometric analysis of the idiosyncratic volatility literature in emerging markets. In this thesis, bibliometric analysis was performed for 106 studies on idiosyncratic volatility in emerging markets between January 1, 2006- July 25, 2022. Bibliographic data was obtained from the Web of Science database, and bibliometric analysis and visualization were made using the VOSviewer. Among the bibliometric analysis methods; performance analysis, citation analysis, co-citation analysis, bibliographic coupling, co-occurrence analysis and co-authorship analysis were applied. With the applied bibliometric analysis, the basic statistics of idiosyncratic volatility literature in emerging markets, connections and clusters showing the relationships between the studies were found. Initial ideas that will serve as a guide for future studies are given, and potential gaps in the literature are pointed out.
Idiosyncratic volatility is a volatility component independent of systematic volatility arising from a firm and sector variables. Bibliometric analysis shows the performance of research items and the relationship between these studies by analyzing previous studies on a particular subject with statistical methods. The thesis study aims to present the current status of this literature by making a bibliometric analysis of the idiosyncratic volatility literature in emerging markets. In this thesis, bibliometric analysis was performed for 106 studies on idiosyncratic volatility in emerging markets between January 1, 2006- July 25, 2022. Bibliographic data was obtained from the Web of Science database, and bibliometric analysis and visualization were made using the VOSviewer. Among the bibliometric analysis methods; performance analysis, citation analysis, co-citation analysis, bibliographic coupling, co-occurrence analysis and co-authorship analysis were applied. With the applied bibliometric analysis, the basic statistics of idiosyncratic volatility literature in emerging markets, connections and clusters showing the relationships between the studies were found. Initial ideas that will serve as a guide for future studies are given, and potential gaps in the literature are pointed out.
Açıklama
Sosyal Bilimler Enstitüsü, İşletme Ana Bilim Dalı
Anahtar Kelimeler
İşletme, Business Administration
