Revista da Academia de Estudos Contábeis e Financeiros

1528-2635

Abstrato

Black Scholes Option Pricing Model (BSOPM) - A Bibliometric Analysis

Srijanani Devarakonda, Falguni H Pandya

This research aims to provide an exhaustive and comprehensive overview regarding Black-Scholes option pricing model to identify general research trend in this area. To achieve the stated purpose, the study has used bibliometric analysis approach to examine the above-mentioned objective. The present study has gone through 2509 articles published in the leading journals of finance and economics for a period of 1979 to 2022. After applying screening criteria like minimum citation of 25 per article, 394 articles were finally studied. The study has applied various bibliometric tools like citation-author, bibliographic coupling-authorship and organization, co-citation with cited authors and cited references. Affiliation statistics indicates that the volume of research is mainly concentrated in USA and other countries like United Kingdom, Canada, China, and Germany. The upsurge in year 2018 shows the growing interest among researchers and vistas for further exploration in the context of emerging markets.

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