Citation Analysis

Large Global Volatility Matrix Analysis Based on Observation Structural Information
Sung Hoon Choi, Donggyu Kim
https://arxiv.org/abs/2305.01464
99
Citation mentions
49
Cited references
8
Sections
9,354
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 Fan, Jianqing and Furger, Alex and Xiu, Dacheng 2016 4 3 6.0 0.040 0.928 100%
2 Sung Hoon Choi and Donggyu Kim (self) 2023 16 8 21.5 0.162 0.883 69%
3 Ahn, Seung C and Horenstein, Alex R 2013 3 3 6.0 0.030 0.843 100%
4 Bekaert, Geert and Hodrick, Robert J and Zhang, Xi... 2009 3 2 4.0 0.030 0.737 100%
5 Fama, Eugene F and French, Kenneth R 2012 3 2 4.0 0.030 0.737 100%
6 Fan, Jianqing and Liu, Han and Wang, Weichen 2018 3 2 5.0 0.030 0.737 100%
7 Fan, Jianqing and Liao, Yuan and Mincheva, Martina 2013 4 4 4.0 0.040 0.737 50%
8 Fan, Jianqing and Wang, Weichen and Zhong, Yiqiao 2018 9 3 9.0 0.091 0.693 33%
9 Bai, Jushan 2003 2 2 3.0 0.020 0.644 100%
10 Stock, James H and Watson, Mark W 2002 2 2 3.0 0.020 0.644 100%
11 Ait-Sahalia, Yacine and Xiu, Dacheng 2017 2 2 3.0 0.020 0.644 100%
12 Wang, Weichen and Fan, Jianqing 2017 2 2 3.0 0.020 0.644 100%
13 Ando, Tomohiro and Bai, Jushan 2017 2 2 3.0 0.020 0.644 100%
14 Chib, Siddhartha and Nardari, Federico and Shephar... 2006 2 2 3.0 0.020 0.644 100%
15 Hou, Kewei and Karolyi, G Andrew and Kho, Bong-Cha... 2011 2 2 3.0 0.020 0.644 100%
16 Bickel, Peter J and Levina, Elizaveta 2008 3 3 3.0 0.030 0.585 33%
17 Rothman, Adam J and Levina, Elizaveta and Zhu, Ji 2009 3 3 3.0 0.030 0.585 33%
18 Fan, Jianqing and Kim, Donggyu (self) 2019 2 1 2.0 0.020 0.511 100%
19 Cai, Tony and Liu, Weidong 2011 2 2 2.5 0.020 0.511 50%
20 Bernanke, Ben S and Boivin, Jean and Eliasz, Piotr 2005 1 1 1.0 0.010 0.406 100%
21 Chaieb, Ines and Langlois, Hugues and Scaillet, Ol... 2021 1 1 1.0 0.010 0.406 100%
22 Kose, M Ayhan and Otrok, Christopher and Whiteman,... 2003 1 1 1.0 0.010 0.406 100%
23 Moench, Emanuel and Ng, Serena and Potter, Simon 2013 1 1 1.0 0.010 0.406 100%
24 Ando, Tomohiro and Bai, Jushan 2015 1 1 1.0 0.010 0.406 100%
25 Ando, Tomohiro and Bai, Jushan 2016 1 1 1.0 0.010 0.406 100%
26 Bai, Jushan and Wang, Peng 2015 1 1 1.0 0.010 0.406 100%
27 Choi, In and Kim, Dukpa and Kim, Yun Jung and Kwar... (self) 2018 1 1 1.0 0.010 0.406 100%
28 Han, Xu 2021 1 1 1.0 0.010 0.406 100%
29 Jung, Kwangmin and Kim, Donggyu and Yu, Seunghyeon (self) 2022 1 1 1.0 0.010 0.406 100%
30 A\"\i 2010 1 1 1.0 0.010 0.406 100%
31 Dai, Chaoxing and Lu, Kun and Xiu, Dacheng 2019 1 1 1.0 0.010 0.406 100%
32 Hautsch, Nikolaus and Kyj, Lada M and Oomen, Roel ... 2012 1 1 1.0 0.010 0.406 100%
33 Lunde, Asger and Shephard, Neil and Sheppard, Kevi... 2016 1 1 1.0 0.010 0.406 100%
34 Burns, Patrick and Engle, Robert and Mezrich, Jose... 1998 1 1 1.0 0.010 0.406 100%
35 Sun, Yucheng and Xu, Wen 2022 1 1 1.0 0.010 0.406 100%
36 Gagliardini, Patrick and Ossola, Elisa and Scaille... 2016 1 1 2.0 0.010 0.406 100%
37 Gagliardini, Patrick and Ossola, Elisa and Scaille... 2020 1 1 2.0 0.010 0.406 100%
38 Bai, Jushan and Ng, Serena 2002 1 1 2.0 0.010 0.406 100%
39 Fortin, Alain-Philippe and Gagliardini, Patrick an... 2023 1 1 2.0 0.010 0.406 100%
40 Gagliardini, Patrick and Ossola, Elisa and Scaille... 2019 1 1 2.0 0.010 0.406 100%
41 Onatski, Alexei 2010 1 1 2.0 0.010 0.406 100%
42 Gary Chamberlain and Michael Rothschild 1983 1 1 2.0 0.010 0.406 100%
43 Lam, Clifford and Yao, Qiwei 2012 1 1 2.0 0.010 0.406 100%
44 Vershynin, Roman 2010 1 1 2.0 0.010 0.406 100%
45 Fan, Jianqing and Li, Quefeng and Wang, Yuyan 2017 1 1 2.0 0.010 0.406 100%
46 Fan, Jianqing and Wang, Weichen and Zhu, Ziwei 2021 1 1 2.0 0.010 0.406 100%
47 Fan, Jianqing and Zhang, Jingjin and Yu, Ke 2012 1 1 2.0 0.010 0.406 100%
48 Jagannathan, Ravi and Ma, Tongshu 2003 1 1 2.0 0.010 0.406 100%
49 Fan, Jianqing and Liao, Yuan and Mincheva, Martina 2011 1 1 0.5 0.010 0.087 0%
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.