Data for: Chaos in financial markets: Research insights, measures, and influences

The 180 literature sample is scrutinized and used to perform a meta-literature review on chaotic detection and behaviour in financial markets to provide valuable insights on prolific authors and affiliations, productive institutions, countries, and journals, trending topics, and impactful studies. The sampled documents are linked to 347 authors, published in 98 journals, with stock indices and currency exchange as the top-2 dominant asset markets. China, Canada, Italy and the US accounted for 23.9% of the studies. Lahmiri Salim and Serletis Apostolos are joint prolific authors, with the former being the most influential author. Chaos, Solitons and Fractals, and ESCA School of Management are respectfully the most productive and impactful journal and institution. Our content analysis provide insights on the evidence for, and against chaos in financial markets using the empirical positions of the literature sample.