Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Giglio, Stefano and Liao, Yuan and Xiu, Dacheng | 2021 | 10 | 4 | 16.0 | 0.111 | 1.000 | 100% |
| 2 | Fan, Jianqing and Liao, Yuan and Yao, Jiawei | 2015 | 7 | 5 | 12.0 | 0.078 | 1.000 | 100% |
| 3 | Christensen, Kim and Oomen, Roel CA and Reno | 2022 | 12 | 6 | 20.0 | 0.133 | 1.000 | 100% |
| 4 | Hommel, Gerhard | 1988 | 5 | 4 | 7.0 | 0.056 | 1.000 | 100% |
| 5 | Fama, Eugene F and French, Kenneth R | 2015 | 5 | 5 | 8.0 | 0.056 | 1.000 | 100% |
| 6 | Liu, Yaowu and Xie, Jun | 2020 | 15 | 9 | 23.5 | 0.167 | 0.977 | 93% |
| 7 | Holm, Sture | 1979 | 4 | 3 | 5.0 | 0.044 | 0.928 | 100% |
| 8 | Hochberg, Yosef | 1988 | 4 | 3 | 5.0 | 0.044 | 0.928 | 100% |
| 9 | Barras, Laurent and Scaillet, Olivier and Wermers,... (self) | 2010 | 4 | 2 | 6.0 | 0.044 | 0.811 | 100% |
| 10 | Lee, Suzanne S and Mykland, Per A | 2008 | 3 | 1 | 3.0 | 0.033 | 0.585 | 100% |
| 11 | Lee, Suzanne S and Mykland, Per A | 2012 | 2 | 1 | 2.0 | 0.022 | 0.511 | 100% |
| 12 | Harvey, Campbell R and Liu, Yan and Zhu, Heqing | 2016 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 13 | Bajgrowicz, Pierre and Scaillet, Olivier | 2012 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 14 | Sullivan, Ryan and Timmermann, Allan and White, Ha... | 1999 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 15 | Bajgrowicz, Pierre and Scaillet, Olivier and Trecc... | 2016 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 16 | Christensen, Kim and Oomen, Roel CA and Podolskij,... | 2014 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 17 | Shaffer, Juliet Popper | 1995 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 18 | Goeman, Jelle J and Solari, Aldo | 2014 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 19 | Benjamini, Yoav and Hochberg, Yosef | 1995 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 20 | Andersen, Torben G and Bollerslev, Tim and Dobrev,... | 2007 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 21 | White, Halbert | 2000 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 22 | Romano, Joseph P and Wolf, Michael | 2005 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 23 | Romano, Joseph P and Wolf, Michael | 2005 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 24 | Goeman, Jelle J and Solari, Aldo | 2010 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 25 | Heston, Steven L | 1993 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 26 | Barndorff-Nielsen, Ole E and Hansen, P Reinhard an... | 2009 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 27 | Laurent, Se (self) | 2022 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 28 | Ross, SA | 1976 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 29 | Fama, Eugene F and French, Kenneth R | 1992 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 30 | Fama, Eugene F and French, Kenneth R | 1996 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |