Exploring the research landscape of implied volatility index: A bibliometric analysis

Abstract

AbstractThe purpose of this study is to present a comprehensive literature review on Implied Volatility (IV) and its significance for investment decisions. The study employs a combination of bibliometric information, qualitative synthesis, and citation analysis to provide an overview of the current research on IV. Additionally, the study maps the research field by identifying leading journals, authors, research centers, and publications. The findings of the study highlight the importance of IV both theoretically and practically, and the fragmented nature of existing knowledge. The comprehensive literature review conducted in this study contributes to the existing body of knowledge on IV. The research limitations of the study are due to the use of a single database for data extraction, which may have resulted in missing some relevant articles. It is suggested that future studies may use multiple databases to improve the comprehensiveness of the literature review.