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Citation Analysis

When is cross impact relevant?
Victor Le Coz, Iacopo Mastromatteo, Damien Challet, Michael Benzaquen
https://arxiv.org/abs/2305.16915
135
Citation mentions
78
Cited references
11
Sections
5,100
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 Tomas, Mehdi and Mastromatteo, Iacopo and Benzaque... (self) 2022 11 8 17.5 0.081 0.969 91%
2 Bouchaud, Jean-Philippe and Bonart, Julius and Don... 2018 9 5 11.5 0.067 0.962 89%
3 Patzelt, Felix and Bouchaud, Jean-Philippe 2017 3 3 5.0 0.022 0.843 100%
4 Patzelt, Felix and Bouchaud, Jean-Philippe 2018 3 3 5.0 0.022 0.843 100%
5 Benzaquen, Michael and Mastromatteo, Iacopo and Ei... (self) 2017 4 4 5.5 0.030 0.843 75%
6 Schneider, M. and Lillo, F. 2019 4 3 4.5 0.030 0.843 75%
7 Hopman, Carl 2007 3 2 4.0 0.022 0.737 100%
8 Bouchaud, Jean-Philippe and Kockelkoren, Julien an... 2006 3 3 3.5 0.022 0.737 67%
9 Alfonsi, Aure 2016 3 3 3.5 0.022 0.737 67%
10 Hasbrouck, J and Seppi, Duane J. 2001 3 2 4.0 0.022 0.737 100%
11 Harford, Jarrad and Kaul, Aditya 2005 3 2 4.0 0.022 0.737 100%
12 Pasquariello, Paolo and Vega, Clara 2007 3 2 4.0 0.022 0.737 100%
13 Pasquariello, Paolo and Vega, Clara 2015 3 2 4.0 0.022 0.737 100%
14 Tomas, Mehdi and Mastromatteo, Iacopo and Benzaque... (self) 2021 3 2 4.0 0.022 0.737 100%
15 Toth, Bence and Kertesz, Janos 2009 3 2 6.0 0.022 0.737 100%
16 Kempf, Alexander and Korn, Olaf 1999 2 2 3.0 0.015 0.644 100%
17 Plerou, Vasiliki and Gopikrishnan, Parameswaran an... 2002 2 2 3.0 0.015 0.644 100%
18 Evans, Martin D. D. and Lyons, Richard K. 2002 2 2 3.0 0.015 0.644 100%
19 Chordia, Tarun and Subrahmanyam, Avanidhar 2004 2 2 3.0 0.015 0.644 100%
20 Gabaix, X. and Gopikrishnan, P. and Plerou, V. and... 2006 2 2 3.0 0.015 0.644 100%
21 Gatheral, Jim 2010 2 2 3.0 0.015 0.644 100%
22 Schneider, Michael 2019 2 2 3.0 0.015 0.644 100%
23 Epps, Thomas W. 1979 2 2 4.0 0.015 0.644 100%
24 To 2017 2 1 2.0 0.015 0.511 100%
25 Bouchaud, J. P. 2009 2 2 2.5 0.015 0.511 50%
26 Cont, Rama and Cucuringu, Mihai and Zhang, Chao 2023 2 1 4.0 0.015 0.511 100%
27 Kyle, Albert S. 1985 1 1 1.0 0.007 0.406 100%
28 Loeb, Thomas F. 1983 1 1 1.0 0.007 0.406 100%
29 Plerou, Vasiliki and Stanley, H Eugene and Gabaix,... 2004 1 1 1.0 0.007 0.406 100%
30 Almgren, Robert and Thum, Chee and Hauptmann, Emma... 2005 1 1 1.0 0.007 0.406 100%
31 Kissell, Robert and Malamut, Roberto 2005 1 1 1.0 0.007 0.406 100%
32 Moro, Esteban and Vicente, Javier and Moyano, Luis... 2009 1 1 1.0 0.007 0.406 100%
33 Toth, Bence and Lemperiere, Yves and Deremble, Cyr... 2011 1 1 1.0 0.007 0.406 100%
34 Mastromatteo, Iacopo and Toth, Bence and Bouchaud,... (self) 2014 1 1 1.0 0.007 0.406 100%
35 Donier, J. and Bonart, J. 2015 1 1 1.0 0.007 0.406 100%
36 Zarinelli, Elia and Treccani, Michele and Farmer, ... 2015 1 1 1.0 0.007 0.406 100%
37 Kyle, Albert S and Obizhaeva, Anna A 2023 1 1 1.0 0.007 0.406 100%
38 Bacry, Emmanuel and Iuga, Adrian and Lasnier, Matt... 2015 1 1 1.0 0.007 0.406 100%
39 Hasbrouck, Joel 1991 1 1 1.0 0.007 0.406 100%
40 Chen, Zhiwu and Stanzl, Werner and Watanabe, Masah... 2002 1 1 1.0 0.007 0.406 100%
41 Lillo, Fabrizio and Farmer, J. Doyne and Mantegna,... 2003 1 1 1.0 0.007 0.406 100%
42 Potters, Marc and Bouchaud, Jean-Philippe 2003 1 1 1.0 0.007 0.406 100%
43 Zhou, Wei-Xing 2012 1 1 1.0 0.007 0.406 100%
44 Gomber, Peter and Schweickert, Uwe and Theissen, E... 2015 1 1 1.0 0.007 0.406 100%
45 Taranto, D E and Bormetti, G and Lillo, F 2014 1 1 1.0 0.007 0.406 100%
46 Bouchaud, Jean-Philippe and Gefen, Yuval and Potte... 2004 1 1 1.0 0.007 0.406 100%
47 Bouchaud, Jean-Philippe and Farmer, J. Doyne and L... 2009 1 1 1.0 0.007 0.406 100%
48 Gatheral, Jim and Schied, Alexander 2013 1 1 1.0 0.007 0.406 100%
49 G\^a 2016 1 1 1.0 0.007 0.406 100%
50 Taranto, Damian Eduardo and Bormetti, Giacomo and ... 2018 1 1 1.0 0.007 0.406 100%
51 Ekren, Ibrahim and Muhle-Karbe, Johannes 2019 1 1 1.0 0.007 0.406 100%
52 Chordia, Tarun and Subrahmanyam, Avanidhar and Ans... 2001 1 1 1.0 0.007 0.406 100%
53 Evans, Martin D D and Lyons, Richard K 2001 1 1 1.0 0.007 0.406 100%
54 Andrade, Sandro C. and Chang, Charles and Seashole... 2008 1 1 1.0 0.007 0.406 100%
55 Tookes, Heather E. 2008 1 1 1.0 0.007 0.406 100%
56 Wang, Shanshan and Guhr, Thomas 2017 1 1 1.0 0.007 0.406 100%
57 Brigo, Damiano and Graceffa, Federico and Neuman, ... 2022 1 1 1.0 0.007 0.406 100%
58 Wang, Shanshan 2017 1 1 1.0 0.007 0.406 100%
59 Zumbach, Gilles and Lynch, Paul 2001 1 1 1.0 0.007 0.406 100%
60 Lynch, Paul E and Zumbach, Gilles O 2003 1 1 1.0 0.007 0.406 100%
61 Cordi, Marcus and Challet, Damien and Kassibrakis,... (self) 2021 1 1 1.0 0.007 0.406 100%
62 Rosenbaum, Mathieu and Tomas, Mehdi 2022 1 1 1.0 0.007 0.406 100%
63 1 1 1.0 0.007 0.406 100%
64 del Molino 2018 1 1 2.0 0.007 0.406 100%
65 Cleveland, William S. 1979 1 1 2.0 0.007 0.406 100%
66 Reno 2003 1 1 2.0 0.007 0.406 100%
67 Theil, Henri 1992 1 1 2.0 0.007 0.406 100%
68 Sen, Pranab Kumar 1968 1 1 2.0 0.007 0.406 100%
69 Siegel, Andrew F. 1982 1 1 2.0 0.007 0.406 100%
70 Brigo, Damiano and Mercurio, Fabio 2006 1 1 2.0 0.007 0.406 100%
71 Kra 1989 1 1 0.5 0.007 0.087 0%
72 Box, G. E. P. and Watson, G. S. 1962 1 1 0.5 0.007 0.087 0%
73 MacKinnon, James G and White, Halbert 1985 1 1 0.5 0.007 0.087 0%
74 Long, J. Scott and Ervin, Laurie H. 2000 1 1 0.5 0.007 0.087 0%
75 Goeman, Jelle J. and Solari, Aldo 2014 1 1 0.5 0.007 0.087 0%
76 Frane, Andrew V 2015 1 1 0.5 0.007 0.087 0%
77 Benjamini, Yoav and Hochberg, Yosef 1995 1 1 0.5 0.007 0.087 0%
78 Lillo, Fabrizio and Farmer, J. Doyne 2004 1 1 0.5 0.007 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.