A BIBLIOMETRIC STUDY USING VOSVIEWER ON STOCK MARKET VOLATILITY (2000-2022)

Abstract

Purpose: The purpose of this study is to comprehensively review and evaluate the literature on stock market volatility in India. The paper focuses on the research gaps in the existing literature by encapsulating the important findings and methodologies.

Design/Methodology/Approach: This study examines 275 articles and research papers that were published between 2000 and 2022 in various financial, business, management, economics, and social science journals that were indexed by the Scopus database. The selected research papers are arranged to provide an extensive analysis and a summary of the current research in the area of stock market volatility. VOSviewer and R software are used to investigate the gathered data and put in the bibliometric tests such as citation analysis of documents, source, authors, institutions, Co-occurrence analysis of author keywords, co-authorship and Bibliographic coupling of authors.

Findings: After diagnosing the growth in this topic, during the first 10 years, the publication in this area was abruptly low.  Following that, and up until 2022, the rise is impressive. It aids academics and researchers in exploring and developing a quantitative foundation for the India stock market's volatility.

Originality/Value: This is one of the first articles, as far as the author is aware, to discuss the literature on India's stock market volatility from a bibliometric perspective. It offers a thorough compilation and categorization of the literature on India's stock market volatility. Future academics, practitioners, and researchers in the field of stock markets would benefit from this.

Keywords: Stock Market, Volatility, Bibliometric, VoSviewer, R Language