Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Moreira, Alan and Muir, Tyler | 2017 | 16 | 11 | 26.5 | 0.101 | 1.000 | 100% |
| 2 | Cederburg, Scott and O’Doherty, Michael S and Wang... | 2020 | 13 | 8 | 22.0 | 0.082 | 1.000 | 100% |
| 3 | Barroso, Pedro and Detzel, Andrew | 2021 | 13 | 9 | 22.5 | 0.082 | 1.000 | 100% |
| 4 | Corsi, Fulvio | 2009 | 10 | 3 | 11.0 | 0.063 | 1.000 | 100% |
| 5 | Darjus Hosszejni and Gregor Kastner | 2021 | 5 | 4 | 8.0 | 0.031 | 1.000 | 100% |
| 6 | Chan, Joshua CC and Yu, Xuewen | 2022 | 8 | 5 | 12.5 | 0.050 | 1.000 | 100% |
| 7 | Wang, Feifei and Yan, Xuemin Sterling | 2021 | 5 | 4 | 8.5 | 0.031 | 1.000 | 100% |
| 8 | Barroso, Pedro and Santa-Clara, Pedro | 2015 | 4 | 4 | 7.0 | 0.025 | 0.928 | 100% |
| 9 | Jegadeesh, Narasimhan and Titman, Sheridan | 1993 | 3 | 3 | 4.0 | 0.019 | 0.843 | 100% |
| 10 | Bongaerts, Dion and Kang, Xiaowei and van Dijk, Ma... | 2020 | 3 | 3 | 3.5 | 0.019 | 0.843 | 100% |
| 11 | Taylor, Stephen J | 1994 | 3 | 3 | 5.0 | 0.019 | 0.843 | 100% |
| 12 | Daniel, Kent and Moskowitz, Tobias J | 2016 | 3 | 3 | 6.0 | 0.019 | 0.843 | 100% |
| 13 | Ledoit, Oliver and Wolf, Michael | 2008 | 4 | 2 | 5.0 | 0.025 | 0.811 | 100% |
| 14 | J. Durbin and S. J. Koopman | 2000 | 3 | 2 | 2.0 | 0.019 | 0.737 | 100% |
| 15 | 3 | 3 | 3.5 | 0.019 | 0.737 | 67% | ||
| 16 | Jensen, Theis Ingerslev and Kelly, Bryan T and Ped... | 2022 | 3 | 2 | 5.0 | 0.019 | 0.737 | 100% |
| 17 | Gibbons, Michael R and Ross, Stephen A and Shanken... | 1989 | 3 | 2 | 6.0 | 0.019 | 0.737 | 100% |
| 18 | 3 | 3 | 4.5 | 0.019 | 0.737 | 67% | ||
| 19 | Patton, Andrew J and Weller, Brian M | 2020 | 2 | 2 | 3.0 | 0.013 | 0.644 | 100% |
| 20 | Fama, Eugene F and French, Kenneth R | 1996 | 2 | 2 | 2.0 | 0.013 | 0.644 | 100% |
| 21 | Harvey, Andrew and Ruiz, Esther and Shephard, Neil | 1994 | 2 | 2 | 1.5 | 0.013 | 0.644 | 100% |
| 22 | A.Ronald Gallant and David Hsieh and George Tauche... | 1997 | 2 | 2 | 1.5 | 0.013 | 0.644 | 100% |
| 23 | 2 | 2 | 1.5 | 0.013 | 0.644 | 100% | ||
| 24 | 2 | 2 | 1.5 | 0.013 | 0.644 | 100% | ||
| 25 | 2 | 2 | 1.5 | 0.013 | 0.644 | 100% | ||
| 26 | Hansen, Peter R and Lunde, Asger | 2005 | 2 | 2 | 3.0 | 0.013 | 0.644 | 100% |
| 27 | Bianchi, Daniele and De Polis, Andrea and Petrella... (self) | 2022 | 2 | 2 | 4.0 | 0.013 | 0.644 | 100% |
| 28 | Harvey, Campbell R and Hoyle, Edward and Korgaonka... | 2018 | 2 | 2 | 2.5 | 0.013 | 0.644 | 100% |
| 29 | Liu, Fang and Tang, Xiaoxiao and Zhou, Guofu | 2019 | 2 | 1 | 1.0 | 0.013 | 0.511 | 100% |
| 30 | David Rohde and Wand, M. P. | 2016 | 2 | 2 | 2.5 | 0.013 | 0.511 | 50% |
| 31 | Fama, Eugene F and French, Kenneth R | 2015 | 2 | 1 | 4.0 | 0.013 | 0.511 | 100% |
| 32 | Torben G. Andersen and Bent E. Sørensen | 1996 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 33 | Eric Ghysels and Andrew C. Harvey and Eric Renault | 1996 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 34 | Bali, Turan G | 2000 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 35 | Yu, Jun | 2005 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 36 | Han, Yufeng | 2006 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 37 | Hansen, Lars Peter and Heaton, John C and Li, Nan | 2008 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 38 | Bansal, Ravi and Kiku, Dana and Yaron, Amir | 2010 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 39 | Schorfheide, Frank and Song, Dongho and Yaron, Ami... | 2018 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 40 | Shephard, Neil | 2020 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 41 | Angelo Melino and Stuart M. Turnbull | 1990 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 42 | Esther Ruiz | 1994 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 43 | Sangjoon Kim and Neil Shephard and Siddhartha Chib | 1998 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 44 | Deborah Gefang and Gary Koop and Aubrey Poon | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% | |
| 45 | Koop, Gary and Korobilis, Dimitris | 2020 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 46 | Bishop, Christopher M | 2006 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 47 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% | ||
| 48 | Sakurai, Jun John | 1994 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 49 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% | ||
| 50 | Hinton, Geoffrey and Van Camp, Drew | 1993 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 51 | Jordan, Michael I and Ghahramani, Zoubin and Jaakk... | 1999 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 52 | Blei, David M and Kucukelbir, Alp and McAuliffe, J... | 2017 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 53 | Ormerod, John T and Wand, Matt P | 2010 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 54 | Gunawan, David and Kohn, Robert and Nott, David | 2021 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 55 | Hou, Kewei and Xue, Chen and Zhang, Lu | 2015 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 56 | Frazzini, Andrea and Pedersen, Lasse Heje | 2014 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 57 | Jobson, J Dave and Korkie, Bob M | 1981 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 58 | Frazzini, Andrea and Israel, Ronen and Moskowitz, ... | 2012 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 59 | Joshua C. C. Chan and Gary Koop and Xuewen Yu | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |