Asset pricing in global scenario: a bibliometric analysis

Autor: Aditya Keshari, Amit Gautam
Jazyk: angličtina
Rok vydání: 2023
Předmět:
Zdroj: IIM Ranchi Journal of Management Studies, Vol 2, Iss 1, Pp 48-69 (2023)
Druh dokumentu: article
ISSN: 2754-0146
2754-0138
DOI: 10.1108/IRJMS-02-2022-0025/full/pdf
Popis: Purpose – This study aims to organise and present the development of asset pricing models in the international environment. The stock market integration and cross-listing lead us to another objective of bibliometric analysis for “International Asset Pricing” to provide a complete overview and give scope and directions for future research. Design/methodology/approach – Web of Science database is used to search with “International Asset Pricing.” Of 3,438 articles, 2,487 articles are selected for the final bibliometric analysis. Various research such as citation analysis, keyword analysis, author’s and corresponding author's analysis have been conducted. Findings – The bibliometric analysis finds that the USA comes out to be the country where the maximum research was conducted on the topic. The keyword analysis was also analysed to evaluate the significant areas of the research. Risk, return and international asset pricing are the most frequently used keywords. The year 2020 has the maximum number of published research articles and citations due to the change in the market structure worldwide and the effect of Covid-19 across the world. Originality/value – The present paper provides the collection, classification and comprehensive analysis of “International Asset pricing,” which may help the academicians, researchers and practitioners for future research for the relevant subject area.
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