Research Trends and Mapping of Price Limits and Stock Prices in ASEAN 5 : A Bibliometric Analysis

The stock market has used price limits to prevent bankruptcy in the market. The question of the effectiveness of price limits has long attracted the attention of researchers. Proponents of price limits claim that price limits reduce the volatility of stock returns, overcome overreaction, and do not interfere with trading activities. On the other hand, opponents of fee limits argue that fee limits increase volatility the following day, prevent expenditures from reaching an environmentally friendly equilibrium level, and disrupt buying and selling activities due to limitations imposed by fee limits. Empirical investigation no longer provides a definitive guide for either position. This study uses bibliometric analysis of the Scopus database from 1996 to 2022. The charge limits and inventory expenditures search string uses Scopus's English titles, abstracts, keywords, and articles.Additional screening by analyzing article content unrelated to rate limits and share expenses in ASEAN 5 to weed out irrelevant articles. The search results are analyzed using the VOSviewer software program to determine the characteristics and co-occurrence of article keywords. Between 1996 and 2022, one hundred articles have been selected, with publication numbers increasing each year. Indonesia, Malaysia, Philippines, Thailand, and Singapore have significant roles in price-limit articles and share prices on Scopus