This study provides a comprehensive overview of the prominent trends and thematic structure of the Journal of Emerging Market Finance (JEMF). The article uses bibliometric methodology and in doing so, considers measures such as, but not limited to, h-index, annual publications and citation structure, total citations, citation per publication ratio, most productive authors, institutions and countries, and keyword analysis. The thematic structure of the journal is identified using bibliometric coupling analysis of JEMF articles. Findings suggest that there is an increasing trend in JEMF’s count of publication and citation per year. Researchers from India, UK and the USA are frequent contributors to the journal. Issues mostly addressed in the journal include bank penetration, stock price volatility, calendar anomalies, credit default swaps, market efficiency, asset pricing models, and enterprise risk management. This study will be useful for the readers to gain a quick snapshot of the leading trends of the journal and its recent areas of interest. Finally, the study’s findings would aid the editorial team in taking stock of the journal, its past trajectory, and the road ahead, keeping in view contemporary developments in financial markets in general and emerging markets in particular.

JEL Codes: G01, G10, G20

这项研究提供了对新兴市场金融杂志（JEMF）的突出趋势和主题结构的全面概述。本文使用文献计量学方法，并在此过程中考虑了一些指标，例如但不限于h指数，年度出版物和引文结构，总引文，每出版物比率的引文，最有生产力的作者，机构和国家/地区以及关键字分析。使用JEMF文章的文献计量分析来确定期刊的主题结构。研究结果表明，JEMF呈上升趋势每年的发表和引用次数。来自印度，英国和美国的研究人员经常为该期刊投稿。该期刊主要解决的问题包括银行渗透率，股价波动，日历异常，信用违约掉期，市场效率，资产定价模型和企业风险管理。这项研究对于读者快速了解该期刊的主要趋势及其近期关注的领域将是有用的。最后，这项研究的发现将有助于编辑团队评估该期刊，其过去的发展轨迹以及前进的道路，同时考虑到一般金融市场特别是新兴市场的当代发展。

JEL代码： G01，G10，G20