Thirty years of the Journal of Derivatives and Quantitative Studies: a bibliometric analysis

This paper aims to provide a retrospective on the Journal of Derivatives and Quantitative Studies (JDQS) on its 30th anniversary based on a bibliometric analysis.,The authors use the performance analysis to analyze patterns in JDQS's publications, citations and citation indices over the years. To investigate the relationship among keywords and authors, the authors of this paper employ science mapping by analyzing keyword-level networks and author-level networks using the KCI- Korean Journal Database of WOS. The authors use VOSviewer for bibliographic analysis and cluster analysis at the keyword and author levels. To study the effect of JDQS articles' attributes on citations of the articles, the authors conduct a regression analysis with KCI data. The authors regress the citations for each article on the article's attributes.,JDQS's yearly publications, citations, impact factors and centrality indices grew in the early 2010s before diminishing in 2020. Keyword network analysis reveals that JDQS's main keywords include behavioral finance, implied volatility, information asymmetry, price discovery, KOSPI200 futures, volatility and KOSPI200 options. Citations of JDQS articles are mainly driven by article age, demeaned age squared, conference, nonacademic authors and language. Based on the number of views and downloads of JDQS articles, the authors find that recent changes in publisher and editorial and publishing policies have increased the journal's visibility.,This study quantitatively analyzed the bibliographic information of papers published in JDQS, a representative Korean academic journal in the finance area. This confirms the academic contribution of JDQS over the past 30 years and provides implications for future strategies of the journal. It shows the patterns in JDQS's publications, citations and citation indices and identifies the main authors and most cited papers. However, there is no such bibliometric analysis on Korean financial journals; thus, this study can contribute to the literature in this point.