{"title":"危机期间的股市波动：文献计量分析","authors":"Priyanka Goyal, Pooja Soni","doi":"10.1108/qrfm-06-2023-0143","DOIUrl":null,"url":null,"abstract":"<h3>Purpose</h3>\n<p>Given the dearth of thorough summaries in the literature, this systematic review and bibliometric analysis attempt to take a meticulous approach meant to present knowledge on the constantly developing subject of stock market volatility during crises. In outline, this study aims to map the extant literature available on stock market volatility during crisis periods.</p><!--/ Abstract__block -->\n<h3>Design/methodology/approach</h3>\n<p>The present study reviews 1,283 journal articles from the Scopus database published between 1994 and 2022, using the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) 2020 flow diagram. 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引用次数: 0
摘要
目的鉴于文献中缺乏详尽的总结，本系统综述和文献计量分析试图采用一种细致的方法来介绍危机期间股市波动性这一不断发展的主题的相关知识。本研究采用 2020 年系统综述和元分析首选报告项目（Preferred Reporting Items for Systematic Reviews and Meta-Analyses，PRISMA）流程图，对 Scopus 数据库中 1994 年至 2022 年间发表的 1283 篇期刊论文进行了综述。通过 R studio 和 VOSviewer 等软件进行了文献计量分析，即年度出版趋势分析、期刊分析、引文分析、作者影响力分析、从属关系分析、国家和地区分析、关键词分析、主题图谱、共现分析、书目耦合、共引分析、布拉德福德定律和洛特卡定律，以绘制现有文献图谱并找出差距。 研究结果近年来，有关危机对金融市场波动性影响的文献越来越多。研究发现，危机期间波动性加剧。这种波动的加剧与 COVID-19 和 2008 年全球金融危机有关，因为这两次危机都对世界经济产生了巨大影响。此外，我们还发现了导致波动性增加的具体模式和因素，为进一步的研究和决策提供了宝贵的见解。研究局限性/意义本研究仅限于经济学、计量经济学和金融、商业、管理和会计以及社会科学领域。原创性/价值现有文献大多集中于某些特定危机对金融市场波动性的影响。本研究并不局限于某些特定的危机，建议的研究方向将为今后的研究提供指导。
Stock markets volatility during crises periods: a bibliometric analysis
Purpose
Given the dearth of thorough summaries in the literature, this systematic review and bibliometric analysis attempt to take a meticulous approach meant to present knowledge on the constantly developing subject of stock market volatility during crises. In outline, this study aims to map the extant literature available on stock market volatility during crisis periods.
Design/methodology/approach
The present study reviews 1,283 journal articles from the Scopus database published between 1994 and 2022, using the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) 2020 flow diagram. Bibliometric analysis through software like R studio and VOSviewer has been performed, that is, annual publication trend analysis, journal analysis, citation analysis, author influence analysis, analysis of affiliations, analysis of countries and regions, keyword analysis, thematic mapping, co-occurrence analysis, bibliographic coupling, co-citation analysis, Bradford’s law and Lotka’s law, to map the existing literature and identify the gaps.
Findings
The literature on the effects of crises on volatility in financial markets has grown in recent years. It was discovered that volatility intensified during crises. This increased volatility can be linked to COVID-19 and the global financial crisis of 2008, as both had massive effects on the world economy. Moreover, we identify specific patterns and factors contributing to increased volatility, providing valuable insights for further research and decision-making.
Research limitations/implications
The present study is confined to the areas of economics, econometrics and finance, business, management and accounting and social sciences. Future studies could be conducted considering a broader perspective.
Originality/value
Most of the available literature has focused on the impact of some particular crises on the volatility of financial markets. The present study is not limited to some specific crises, and the suggested research directions will serve as a guide for future research.
期刊介绍：
Qualitative Research in Financial Markets is the only peer-reviewed journal dedicated to exploring the rapidly-growing area of research activity in finance that uses qualitative methods. Building on a long pedigree of finance research, the journal publishes international and innovative analyses and novel insights into financial markets worldwide
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