Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Caner, Mehmet and Medeiros, Marcelo and Vasconcelo... | 2022 | 5 | 2 | 8.0 | 0.053 | 0.874 | 100% |
| 2 | Peralta, Gustavo and Zareei, Abalfazl | 2016 | 4 | 2 | 6.0 | 0.043 | 0.811 | 100% |
| 3 | Ha | 2016 | 3 | 2 | 4.0 | 0.032 | 0.737 | 100% |
| 4 | Katsouris, Christis (self) | 2021 | 3 | 2 | 4.0 | 0.032 | 0.737 | 100% |
| 5 | Adrian, Tobias and Brunnermeier, Markus K | 2016 | 3 | 2 | 5.0 | 0.032 | 0.737 | 100% |
| 6 | Billio, Monica and Getmansky, Mila and Lo, Andrew ... | 2012 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 7 | Diebold, Francis X and Yilmaz, Kamil | 2012 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 8 | Barigozzi, Matteo and Hallin, Marc | 2017 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 9 | Olmo, Jose | 2021 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 10 | Engelke, Sebastian and Hitz, Adrien S | 2020 | 2 | 2 | 1.5 | 0.021 | 0.644 | 100% |
| 11 | Azadkia, Mona and Chatterjee, Sourav | 2021 | 2 | 2 | 2.5 | 0.021 | 0.644 | 100% |
| 12 | Guo, X and Tang, CY | 2021 | 2 | 2 | 2.5 | 0.021 | 0.644 | 100% |
| 13 | Katz, Leo | 1953 | 2 | 2 | 4.0 | 0.021 | 0.644 | 100% |
| 14 | Browne, Michael W | 1984 | 2 | 1 | 1.0 | 0.021 | 0.511 | 100% |
| 15 | Negahban, Sahand and Oh, Sewoong and Shah, Devavra... | 2017 | 2 | 1 | 1.0 | 0.021 | 0.511 | 100% |
| 16 | P. Bonacich | 1972 | 2 | 1 | 4.0 | 0.021 | 0.511 | 100% |
| 17 | Sadler, Evan | 2022 | 2 | 1 | 4.0 | 0.021 | 0.511 | 100% |
| 18 | Anufriev, Mikhail and Panchenko, Valentyn | 2015 | 2 | 1 | 4.0 | 0.021 | 0.511 | 100% |
| 19 | Roverato, Alberto and Whittaker, Joe | 1998 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 20 | Salgueiro, M Fa | 2005 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 21 | Hong, Yongmiao and Liu, Yanhui and Wang, Shouyang | 2009 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 22 | Blasques, Francisco and Koopman, Siem Jan and Luca... | 2016 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 23 | Barun\'\i | 2018 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 24 | Lin, Weidong and Olmo, Jose and Taamouti, Abderrah... | 2022 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 25 | White, Halbert and Kim, Tae-Hwan and Manganelli, S... | 2015 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 26 | Fan, Jianqing and Liao, Yuan and Shi, Xiaofeng | 2015 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 27 | Callot, Laurent and Caner, Mehmet and O | 2021 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 28 | Ledoit, Olivier and Wolf, Michael | 2012 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 29 | Gnecco, Nicola and Meinshausen, Nicolai and Peters... | 2021 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 30 | Dombry, Cle | 2016 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 31 | Brown, Robert L and Durbin, James and Evans, James... | 1975 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 32 | Drton, Mathias and Kuriki, Satoshi and Hoff, Peter | 2021 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 33 | Dendramis, Yiannis and Giraitis, Liudas and Kapeta... | 2021 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 34 | Aamari, Eddie and Arias-Castro, Ery and Berenfeld,... | 2021 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 35 | McGee, Richard and Olmo, Jose | 2020 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 36 | Ledoit, Olivier and Wolf, Michael and Zhao, Zhao | 2018 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 37 | Einmahl, John HJ and Li, Jun and Liu, Regina Y | 2015 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 38 | Li, Zeng and Wang, Qinwen and Li, Runze | 2021 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 39 | Chang, Jinyuan and Cheng, Guanghui and Yao, Qiwei | 2022 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 40 | Liu, L and Zhang, D | 2021 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 41 | Chang, Jinyuan and Chen, Xiaohui and Wu, Mingcong | 2021 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 42 | Schenone, Pablo | 2018 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 43 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% | ||
| 44 | Roger Koenker and Zhijie Xiao | 2002 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 45 | Newey, Whitney K and Powell, James L | 1987 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 46 | Gonzalo, Jesu | 2021 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 47 | Markowitz, Harry | 1956 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 48 | Sharpe, William F | 1964 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 49 | Fishburn, Peter C | 1977 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 50 | Jagannathan, Ravi and Ma, Tongshu | 2003 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 51 | H Markowitz | 1952 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 52 | Bommier, Antoine and Kochov, Asen and Le Grand, Fr... | 2017 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 53 | Janssen, Arnold and Pauls, Thorsten | 2003 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 54 | Chao, Shih-Kang and Ha | 2018 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 55 | Vargas Jr, Roger and Waldron, Abigail and Sharma, ... | 2017 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 56 | Bonacich, Phillip | 1987 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 57 | Van Mieghem, Piet | 2014 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 58 | Diebold, Francis X and Y\i | 2014 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 59 | Gupta, Abhimanyu and Kokas, Sotirios and Michaelid... | 2017 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 60 | Hu | 2016 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 61 | Davison, AC and Smith, PWF and Whittaker, J | 1991 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 62 | Yu, K-B | 1991 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 63 | Chang, Jinyuan and Qiu, Yumou and Yao, Qiwei and Z... | 2018 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 64 | He, Yi and Hou, Yanxi and Peng, Liang and Shen, Ha... | 2020 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 65 | Lee, Ji Hyung | 2016 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 66 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% | ||
| 67 | Fan, Zhou and Johnstone, Iain M | 2017 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 68 | Badreau, Marie and Pro\"\i | 2023 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |