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Citation Analysis

On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices
Koichiro Moriya, Akihiko Noda
https://arxiv.org/abs/2305.05998
91
Citation mentions
46
Cited references
6
Sections
6,039
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 Chen, N., Roll, R., and Ross, S. A 1986 6 3 9.0 0.066 1.000 100%
2 Hamao, Y 1988 9 4 14.0 0.099 1.000 100%
3 Azeez, A. A. and Yonezawa, Y 2006 5 4 7.0 0.055 1.000 100%
4 Tsuji, C 2007 7 4 12.0 0.077 1.000 100%
5 Kaneko, T. and Lee, B 1995 4 2 7.0 0.044 0.811 100%
6 Thorbecke, W 2020 4 2 5.0 0.044 0.811 100%
7 Ross, S. A 1976 3 2 5.0 0.033 0.737 100%
8 Noda, A (self) 2016 3 2 4.0 0.033 0.737 100%
9 Homma, T., Tsutsui, Y., and Benzion, U 2005 3 2 4.0 0.033 0.737 100%
10 Sharpe, W. F 1964 2 2 3.0 0.022 0.644 100%
11 Lintner, J 1965 2 2 3.0 0.022 0.644 100%
12 He, J. and Ng, K 1998 2 2 3.0 0.022 0.644 100%
13 Doukas, J., Hall, P. H., and Lang, L. H. P 1999 2 2 3.0 0.022 0.644 100%
14 Kamstra, M, J. and Shi, R 2023 2 2 3.0 0.022 0.644 100%
15 Kim, J. H., Shamsuddin, A., and Lim, K. P 2011 2 1 2.0 0.022 0.511 100%
16 Ito, M., Noda, A., and Wada, T (self) 2016 2 1 2.0 0.022 0.511 100%
17 Shanken, J 1992 2 1 4.0 0.022 0.511 100%
18 Finta, M. A. and Aboura, S 2020 2 1 4.0 0.022 0.511 100%
19 Merton, R. C 1973 1 1 1.0 0.011 0.406 100%
20 Roll, R 1977 1 1 2.0 0.011 0.406 100%
21 Hansen, L. P., Heaton, J., and Yaron, A 1996 1 1 2.0 0.011 0.406 100%
22 Gibbons, M. R., Ross, S. A., and Shanken, J 1989 1 1 2.0 0.011 0.406 100%
23 Sargan, J. D. and Bhargava, A 1983 1 1 2.0 0.011 0.406 100%
24 Silvennoinen, A. and Thorp, S 2013 1 1 2.0 0.011 0.406 100%
25 Diebold, F. X. and Yilmaz, K 2012 1 1 2.0 0.011 0.406 100%
26 --- 2014 1 1 2.0 0.011 0.406 100%
27 Greenwood-Nimmo, M., Nguyen, V. H., and Shin, Y 2021 1 1 2.0 0.011 0.406 100%
28 Harada, K. and Okimoto, T 2021 1 1 2.0 0.011 0.406 100%
29 Yang, Z., Zhou, Y., and Cheng, X 2019 1 1 2.0 0.011 0.406 100%
30 Hui, C., Wong, A., and Lo, C 2022 1 1 2.0 0.011 0.406 100%
31 Fukuda, S 2018 1 1 2.0 0.011 0.406 100%
32 Wen, F., Shui, A., Chen, Y., and Gong, X 2022 1 1 2.0 0.011 0.406 100%
33 Inoue, T. and Okimoto, T 1 1 2.0 0.011 0.406 100%
34 --- 1 1 2.0 0.011 0.406 100%
35 Bansal, R., Miller, S., Song, D., and Yaron, A 2021 1 1 2.0 0.011 0.406 100%
36 Choudhry, T., Lu, L., and Peng, K 2007 1 1 2.0 0.011 0.406 100%
37 Thuraisamy, K. S., Sharma, S. S., and Ahmed, H. J.... 2013 1 1 2.0 0.011 0.406 100%
38 Zhang, W. and Hamori, S 2021 1 1 2.0 0.011 0.406 100%
39 Okimoto, T. and Takaoka, S 2017 1 1 2.0 0.011 0.406 100%
40 --- 2022 1 1 2.0 0.011 0.406 100%
41 Aslam, F., Aziz, S., Nguyen, D. K., Mughal, K. S.,... 2020 1 1 2.0 0.011 0.406 100%
42 Hong, Y., Zhang, R., and Zhang, F 2023 1 1 2.0 0.011 0.406 100%
43 Baker, S. R., Bloom, N., and Davis, S. J 2016 1 1 2.0 0.011 0.406 100%
44 Shaikh, I 2019 1 1 2.0 0.011 0.406 100%
45 2 1 1.0 0.022 0.110 0%
46 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.

Citation intensity data generated from LaTeX source analysis.