Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Campbell, J. Y. and Yogo, M | 2006 | 10 | 4 | 16.0 | 0.061 | 1.000 | 100% |
| 2 | Maynard, A., Shimotsu, K., and Wang, Y (self) | 2011 | 8 | 5 | 13.0 | 0.048 | 1.000 | 100% |
| 3 | Xiao, Z | 2009 | 10 | 5 | 18.0 | 0.061 | 1.000 | 100% |
| 4 | Lee, J. H | 2016 | 14 | 8 | 24.0 | 0.085 | 1.000 | 100% |
| 5 | Fan, R. and Lee, J. H | 2019 | 6 | 4 | 9.0 | 0.036 | 1.000 | 100% |
| 6 | Cai, Z., Chen, H., and Liao, X | 2023 | 17 | 5 | 28.0 | 0.103 | 1.000 | 100% |
| 7 | --- | 2014 | 10 | 6 | 17.0 | 0.061 | 1.000 | 100% |
| 8 | Hansen, B. E | 1992 | 11 | 5 | 22.0 | 0.067 | 1.000 | 100% |
| 9 | Stock, J. H | 1991 | 4 | 4 | 7.0 | 0.024 | 0.928 | 100% |
| 10 | Goyal, A. and Welch, I | 2008 | 6 | 2 | 11.0 | 0.036 | 0.874 | 100% |
| 11 | Elliott, G., Muller, U. K., and Watson, M | 2015 | 5 | 2 | 8.0 | 0.030 | 0.874 | 100% |
| 12 | Cenesizoglu, T. and Timmermann, A | 2008 | 3 | 3 | 5.0 | 0.018 | 0.843 | 100% |
| 13 | --- | 2006 | 3 | 3 | 5.0 | 0.018 | 0.843 | 100% |
| 14 | Cavanagh, C. L., Elliott, G., and Stock, J. H | 1995 | 4 | 2 | 5.0 | 0.024 | 0.811 | 100% |
| 15 | Knight, K | 1989 | 3 | 2 | 6.0 | 0.018 | 0.737 | 100% |
| 16 | Koenker, R. and Bassett, G. S | 1978 | 2 | 2 | 3.0 | 0.012 | 0.644 | 100% |
| 17 | Hjalmarsson, E | 2007 | 2 | 2 | 3.0 | 0.012 | 0.644 | 100% |
| 18 | 2 | 2 | 3.0 | 0.012 | 0.644 | 100% | ||
| 19 | Gungor, S. and Luger, R | 2019 | 2 | 2 | 3.0 | 0.012 | 0.644 | 100% |
| 20 | 2 | 2 | 4.0 | 0.012 | 0.644 | 100% | ||
| 21 | Bickel, P. J | 1975 | 3 | 1 | 6.0 | 0.018 | 0.585 | 100% |
| 22 | --- | 1999 | 2 | 1 | 2.0 | 0.012 | 0.511 | 100% |
| 23 | Shiller, R | 1984 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 24 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% | ||
| 25 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% | ||
| 26 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% | ||
| 27 | Hodrick, R | 1992 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 28 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% | ||
| 29 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% | ||
| 30 | Stambaugh, R. F | 1986 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 31 | Phillips, P. C. B. and Magdalinos, T | 2009 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 32 | Kostakis, A., Magdalinos, T., and Stamatogiannis, ... | 2015 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 33 | Jansson, M. and Moreira, M. J | 2006 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 34 | Cai, Z. and Wang, Y | 2014 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 35 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% | ||
| 36 | Lewellen, J | 2004 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 37 | --- | 2011 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 38 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% | ||
| 39 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% | ||
| 40 | --- | 2020 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 41 | Linton, O. and Whang, Y. J | 2007 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 42 | Han, H., Linton, O., Oka, T., and Whang, Y.-J | 2016 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 43 | Lee, J. H., Linton, O., and Whang, Y.-J | 2020 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 44 | Chen, X., Koenker, R., and Xiao, Z | 2009 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 45 | Engle, R. and Manganelli, S | 2004 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 46 | Gourieroux, C. and Jasiak, J | 2008 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 47 | Koenker, R. and Xiao, Z | 2004 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 48 | Galvao, A. F | 2009 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 49 | Cho, J. S., Kim, T., and Shin, Y | 2015 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 50 | Carrasco, M. and Chen, X | 2002 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 51 | Phillips, P. C. B | 1989 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 52 | --- | 2012 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 53 | Galvao, A. F. and Yoon, J | 2023 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 54 | Silverman, B. W | 1986 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 55 | Corsi, F | 2009 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 56 | Andrews, D. W. K | 1991 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 57 | Pollard, D | 1991 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 58 | 1 | 1 | 1.0 | 0.006 | 0.087 | 0% |