Evolución de la producción científica en el Mercado Eficiente: Estudio bibliométrico

Autores/as

DOI:

https://doi.org/10.19094/contextus.2024.92462

Palabras clave:

finanzas, mercado eficiente, producción científica, análisis bibliométrico, agenda de estudios de futuro

Resumen

Contextualización: El texto destaca la importancia de la Eficiencia del Mercado en el dinámico y complejo entorno del mercado, la cual ha sido ampliamente estudiada y analizada. El abordaje de este tema despierta interés en el ámbito académico y ha sido objeto de varios estudios. 

Objetivo: El estudio tiene como objetivo mapear la producción científica relacionada con el concepto de Mercado Eficiente, analizando la evolución del trabajo académico y de las investigaciones sobre el tema a lo largo del tiempo. 

Método: La investigación adopta un enfoque descriptivo con enfoque cuantitativo y análisis bibliométrico para medir índices de productividad científica sobre un tema específico. Se identificaron 478 artículos relevantes en las bases de datos Web of Science y Scopus desde 1977 hasta 2023. Para el análisis se utilizaron los software EndNote y Bibliometrix R, seguido de la creación de tablas estadísticas y gráficos para su presentación en los software biblioshiny y VOSviewer. 

Resultados: El análisis de los datos reveló un aumento constante de publicaciones en el campo de las finanzas relacionadas con el tema, con énfasis en revistas específicas. Las afiliaciones a revistas se concentraron principalmente en las regiones de América, Europa y Asia, en áreas como estadística, economía, negocios y gestión. Las referencias y temas importantes cubiertos incluyeron la eficiencia del mercado, las finanzas conductuales y la eficiencia del mercado de valores. Eugene Fama fue destacado como el autor más influyente. En cuanto a las tendencias futuras, se han identificado áreas como el análisis de la eficiencia del mercado, la gestión de riesgos y la previsibilidad en períodos de conflictos globales, que requieren métodos complejos e innovadores. 

Conclusiones: Estos resultados contribuyen a ampliar el conocimiento y la comprensión sobre la eficiencia del mercado, fomentando la búsqueda de enfoques innovadores y complejos para avanzar aún más en este campo de estudio. 

Biografía del autor/a

  • Alexandra Kelly de Moraes, Universidade Federal de Lavras(PPGA/UFLA)

    Doutoranda em Administração na Universidade Federal de Lavras (PPGA/UFLA)

    Mestre em Administração e Desenvolvimento pela Universidade Federal Rural de Pernambuco (UFRPE)

  • Andressa Aparecida Santana Furtini, Universidade Federal de Lavras(PPGA/UFLA)

    Doutoranda em Administração na Universidade Federal de Lavras (PPGA/UFLA)

    Mestre em Administração Pública pela Universidade Federal de Lavras (UFLA)  

  • José Willer do Prado, Universidade Federal de Lavras(PPGA/UFLA)

    Professor do Programa de Pós-graduação em Administração da Universidade Federal de Lavras (PPGA/UFLA)  

    Doutor em Administração pela Universidade Federal de Lavras (UFLA) 

  • Luiz Gonzaga de Castro Junior, Universidade Federal de Lavras(PPGA/UFLA)

    Professor do Programa de Pós-graduação em Administração da Universidade Federal de Lavras (UFLA)  

    Doutor em Economia Aplicada pela Universidade de São Paulo (USP)  

  • Paulo Sergio Ceretta, Universidade Federal de Santa Maria (UFSM)

    Professor do Programa de Pós-graduação em Administração da Universidade Federal de Santa Maria (UFSM) 

    Doutor em Engenharia de Produção e Sistemas pela Universidade Federal de Santa Catarina (UFSC) 

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Publicado

16-04-2024

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Cómo citar

Evolución de la producción científica en el Mercado Eficiente: Estudio bibliométrico. (2024). Contextus - Revista Contemporânea De Economia E Gestão, 22, e92642. https://doi.org/10.19094/contextus.2024.92462