Yükselen piyasalarda kendine özgü volatilite literatürünün bibliyometrik analizi

Idiosyncratic volatility is a volatility component independent of systematic volatility arising from a firm and sector variables. Bibliometric analysis shows the performance of research items and the relationship between these studies by analyzing previous studies on a particular subject with statistical methods. The thesis study aims to present the current status of this literature by making a bibliometric analysis of the idiosyncratic volatility literature in emerging markets. In this thesis, bibliometric analysis was performed for 106 studies on idiosyncratic volatility in emerging markets between January 1, 2006- July 25, 2022. Bibliographic data was obtained from the Web of Science database, and bibliometric analysis and visualization were made using the VOSviewer. Among the bibliometric analysis methods; performance analysis, citation analysis, co-citation analysis, bibliographic coupling, co-occurrence analysis and co-authorship analysis were applied. With the applied bibliometric analysis, the basic statistics of idiosyncratic volatility literature in emerging markets, connections and clusters showing the relationships between the studies were found. Initial ideas that will serve as a guide for future studies are given, and potential gaps in the literature are pointed out.