Citation Analysis

\bf Estimation of Characteristics-based Quantile Factor Models
Liang Chen, Juan Jose Dolado, Jesus Gonzalo, Haozi Pan
https://arxiv.org/abs/2304.13206

Citation mentions

Cited references

Sections

6,628

Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

#	Reference	Year	Mentions	Breadth	Sec. Wtd	Share	Composite	Main %
1	Connor, G., M. Hagmann, and O. Linton	2012	8	3	12.0	0.098	1.000	100%
2	Fan, J., Y. Liao, and W. Wang	2016	23	8	42.0	0.280	1.000	100%
3	Ma, S., O. Linton, and J. Gao	2021	14	6	26.0	0.171	1.000	100%
4	Chen, L., J. J. Dolado, and J. Gonzalo (self)	2021	10	8	18.0	0.122	1.000	100%
5	Connor, G. and O. Linton	2007	4	2	5.0	0.049	0.811	100%
6	Stock, J. H. and M. W. Watson	2002	2	2	3.0	0.024	0.644	100%
7	Bai, J. and S. Ng	2002	2	2	3.0	0.024	0.644	100%
8	Bai, J	2003	2	2	3.0	0.024	0.644	100%
9	Horowitz, J. L. and S. Lee	2005	2	2	4.0	0.024	0.644	100%
10	Chen, X. and X. Shen (self)	1998	2	1	4.0	0.024	0.511	100%
11	Chamberlain, G. and M. Rothschild	1983	1	1	1.0	0.012	0.406	100%
12	Fan, J., K. Li, and Y. Liao	2021	1	1	1.0	0.012	0.406	100%
13	Fama, E. F. and K. R. French	1993	1	1	1.0	0.012	0.406	100%
14	Fama, E. F. and K. R. French	2015	1	1	1.0	0.012	0.406	100%
15	Hausman, J., H. Liu, Y. Luo, and C. Palmer	2021	1	1	2.0	0.012	0.406	100%
16	Shen, D., H. Shen, and J. S. Marron	2013	1	1	2.0	0.012	0.406	100%
17	Jung, S. and J. S. Marron	2009	1	1	2.0	0.012	0.406	100%
18	Chen, X (self)	2007	1	1	2.0	0.012	0.406	100%
19	Connor, G. and R. A. Korajczyk	1993	1	1	2.0	0.012	0.406	100%
20	Lee, J. and P. M. Robinson	2016	1	1	2.0	0.012	0.406	100%
21	Kato, K., A. F. Galvao, and G. V. Montes-Rojas	2012	1	1	2.0	0.012	0.406	100%
22	Ahn, S. C. and A. R. Horenstein	2013	1	1	2.0	0.012	0.406	100%
23	Elton, E. J	1999	1	1	2.0	0.012	0.406	100%

Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.