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Thirty years of the Journal of Derivatives and Quantitative Studies: a bibliometric analysis

This paper investigates a retrospective on the Journal of Derivatives and Quantitative Studies (JDQS) on its 30th anniversary based on bibliometric. JDQSs yearly publications, citations, impact factors, and centrality indices grew up in early 2010s, and diminished in 2020. Keyword network analysis r...

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Bibliographic Details
Published in:Seonmul yeongu (Online) 2021, 29(4), , pp.258-279
Main Authors: Kim, Jun Sik, Kim, Sol
Format: Article
Language:English
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Summary:This paper investigates a retrospective on the Journal of Derivatives and Quantitative Studies (JDQS) on its 30th anniversary based on bibliometric. JDQSs yearly publications, citations, impact factors, and centrality indices grew up in early 2010s, and diminished in 2020. Keyword network analysis reveals the JDQS's main keywords including behavioral finance, implied volatility, information asymmetry, price discovery, KOSPI200 futures, volatility, and KOSPI200 options. Citations of JDQS articles are mainly driven by article age, demeaned age squared, conference, nonacademic authors and language. In comparison between number of views and downloads for JDQS articles, we find that recent changes in publisher and editorial and publishing policies have increased visibility of JDQS.
ISSN:1229-988X
2713-6647
2713-6647
DOI:10.1108/JDQS-08-2021-0020