<abstract xmlns="http://www.w3.org/1999/xhtml"><p>The objective of the paper is to identify predictive models in stock market prediction focusing on a scenario of the emerging markets. An exploratory analysis and conceptual modelling based on the extant literature during 1933 to 2020 have been used in the study. The databases of Web of Science, Scopus, and JSTOR ensure the reliability of the literature. Bibliometrics and scientometric techniques have been applied to the retrieved articles to create a conceptual framework by mapping interlinks and limitations in past studies. Focus of research is hybrid models that integrate big data, social media, and real-time streaming data. Key finding is that actual phenomena affecting stock market sectors are diverse and, hence, limited in generalization. The future research must focus on models empirically validated within the emerging markets. Such an approach will offer an insight to analysts and researchers, policymakers or regulators.</p></abstract>

The objective of the paper is to identify predictive models in stock market prediction focusing on a scenario of the emerging markets. An exploratory analysis and conceptual modelling based on the extant literature during 1933 to 2020 have been used in the study. The databases of Web of Science, Scopus, and JSTOR ensure the reliability of the literature. Bibliometrics and scientometric techniques have been applied to the retrieved articles to create a conceptual framework by mapping interlinks and limitations in past studies. Focus of research is hybrid models that integrate big data, social media, and real-time streaming data. Key finding is that actual phenomena affecting stock market sectors are diverse and, hence, limited in generalization. The future research must focus on models empirically validated within the emerging markets. Such an approach will offer an insight to analysts and researchers, policymakers or regulators.

A Bibliometric Review of Stock Market Prediction: Perspective of Emerging Markets

Applied Computer Systems

This work is licensed under the Creative Commons Attribution 4.0 International License.

The objective of the paper is to identify predictive models in stock market prediction focusing on a scenario of the emerging markets. An exploratory analysis...

A Bibliometric Review of Stock Market Prediction: Perspective of Emerging Markets

Publié en ligne: 28 déc. 2020

Pages: 77 - 86

DOI: https://doi.org/10.2478/acss-2020-0010

Mots clés
Bibliometrics, emerging markets, stock market prediction, systematic review

© 2020 Arjun Remadevi Somanathan et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

A Bibliometric Review of Stock Market Prediction: Perspective of Emerging Markets

Publié en ligne: 28 déc. 2020

Pages: 77 - 86

DOI: https://doi.org/10.2478/acss-2020-0010

Mots clésBibliometrics, emerging markets, stock market prediction, systematic review

© 2020 Arjun Remadevi Somanathan et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Mots clés
Bibliometrics, emerging markets, stock market prediction, systematic review