Citation Analysis

Volatility of Volatility and Leverage Effect from Options
Carsten H. Chong, Viktor Todorov
https://arxiv.org/abs/2305.04137

Citation mentions

Cited references

Sections

7,190

Words (approx)

References by Citation Intensity

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

#	Mentions	Breadth	Sec. Wtd	Share	Composite	Main %
1	8	3	12.0	0.090	1.000	100%
2	5	3	7.0	0.056	1.000	100%
3	8	5	12.5	0.090	0.957	88%
4	3	3	6.0	0.034	0.843	100%
5	4	2	6.0	0.045	0.811	100%
6	3	2	4.0	0.034	0.737	100%
7	3	2	5.0	0.034	0.737	100%
8	3	2	5.0	0.034	0.737	100%
9	5	3	4.5	0.056	0.737	40%
10	2	2	3.0	0.022	0.644	100%
11	2	2	4.0	0.022	0.644	100%
12	3	1	6.0	0.034	0.585	100%
13	2	1	2.0	0.022	0.511	100%
14	2	1	4.0	0.022	0.511	100%
15	2	1	4.0	0.022	0.511	100%
16	1	1	1.0	0.011	0.406	100%
17	1	1	1.0	0.011	0.406	100%
18	1	1	1.0	0.011	0.406	100%
19	1	1	1.0	0.011	0.406	100%
20	1	1	1.0	0.011	0.406	100%
21	1	1	1.0	0.011	0.406	100%
22	1	1	1.0	0.011	0.406	100%
23	1	1	1.0	0.011	0.406	100%
24	1	1	1.0	0.011	0.406	100%
25	1	1	1.0	0.011	0.406	100%
26	1	1	1.0	0.011	0.406	100%
27	1	1	1.0	0.011	0.406	100%
28	1	1	1.0	0.011	0.406	100%
29	1	1	1.0	0.011	0.406	100%
30	1	1	1.0	0.011	0.406	100%
31	1	1	1.0	0.011	0.406	100%
32	1	1	1.0	0.011	0.406	100%
33	1	1	1.0	0.011	0.406	100%
34	1	1	2.0	0.011	0.406	100%
35	1	1	2.0	0.011	0.406	100%
36	1	1	2.0	0.011	0.406	100%
37	1	1	2.0	0.011	0.406	100%
38	1	1	2.0	0.011	0.406	100%
39	1	1	2.0	0.011	0.406	100%
40	1	1	2.0	0.011	0.406	100%
41	5	1	2.5	0.056	0.149	0%
42	3	1	1.5	0.034	0.126	0%
43	1	1	0.5	0.011	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.