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

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 incr...

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Veröffentlicht in:The journal of futures markets Jg. 41; H. 7; S. 1027 - 1054
Hauptverfasser: Baker, H. Kent, Kumar, Satish, Pandey, Nitesh
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Hoboken John Wiley & Sons, Inc 01.07.2021
Wiley Periodicals Inc
Schlagworte:
Arbitrage
Authorship
Bibliographic coupling
bibliometric methodology
Bibliometrics
Citations
Commodities
co‐authorship analysis
Forecasting
Futures market
Hedging
Hedging (Finance)
Journal of Futures Markets
Markets
performance analysis
Swaps (Finance)
Trading
Volatility
Writers
ISSN:0270-7314, 1096-9934
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Zusammenfassung: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.
Bibliographie:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0270-7314
1096-9934
DOI:10.1002/fut.22211