Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Welch, Ivo and Goyal, Amit | 2007 | 6 | 5 | 11.0 | 0.038 | 1.000 | 100% |
| 2 | Gu, Shihao and Kelly, Bryan and Xiu, Dacheng | 2020 | 13 | 6 | 20.5 | 0.082 | 0.974 | 92% |
| 3 | Goulet Coulombe, Philippe (self) | 2020 | 6 | 2 | 12.0 | 0.038 | 0.874 | 100% |
| 4 | Friedman, Jerome and Hastie, Trevor and Tibshirani... | 2001 | 5 | 2 | 10.0 | 0.032 | 0.874 | 100% |
| 5 | Michaeli, Tomer and Wang, Weiran and Livescu, Kare... | 2016 | 3 | 3 | 5.0 | 0.019 | 0.843 | 100% |
| 6 | Krauss, Christopher and Do, Xuan Anh and Huck, Nic... | 2017 | 3 | 3 | 5.0 | 0.019 | 0.843 | 100% |
| 7 | Filippou, Ilias and Rapach, Davaid E. and Thimsen,... | 2021 | 3 | 3 | 5.0 | 0.019 | 0.843 | 100% |
| 8 | Goulet Coulombe, Philippe (self) | 2020 | 3 | 3 | 6.0 | 0.019 | 0.843 | 100% |
| 9 | Goulet Coulombe, Philippe (self) | 2022 | 3 | 3 | 6.0 | 0.019 | 0.843 | 100% |
| 10 | Breiman, Leo and Friedman, Jerome H. | 1985 | 3 | 2 | 5.0 | 0.019 | 0.737 | 100% |
| 11 | Cong, Lin and Tang, Ke and Wang, Jingyuan and Zhan... | 4 | 2 | 3.5 | 0.025 | 0.737 | 75% | |
| 12 | d'Aspremont, Alexandre | 2011 | 3 | 2 | 5.0 | 0.019 | 0.737 | 100% |
| 13 | Goulet Coulombe, Philippe and Leroux, Maxime and S... (self) | 2021 | 3 | 2 | 6.0 | 0.019 | 0.737 | 100% |
| 14 | Farmer, Leland and Schmidt, Lawrence and Timmerman... | 2022 | 3 | 2 | 6.0 | 0.019 | 0.737 | 100% |
| 15 | Fama, Eugene F. and French, Kenneth R. | 2015 | 4 | 3 | 5.0 | 0.025 | 0.737 | 50% |
| 16 | Chen, Luyang and Pelger, Markus and Zhu, Jason | 2023 | 2 | 2 | 3.0 | 0.013 | 0.644 | 100% |
| 17 | Campbell, John Y and Thompson, Samuel B | 2008 | 2 | 2 | 3.0 | 0.013 | 0.644 | 100% |
| 18 | Goulet Coulombe, Philippe and Leroux, Maxime and S... (self) | 2022 | 2 | 2 | 4.0 | 0.013 | 0.644 | 100% |
| 19 | Goodfellow, Ian and Bengio, Yoshua and Courville, ... | 2016 | 2 | 2 | 4.0 | 0.013 | 0.644 | 100% |
| 20 | Babiak, Mykola and Barun\'\i | 2020 | 2 | 2 | 4.0 | 0.013 | 0.644 | 100% |
| 21 | Li, Xingyi and Zakamulin, Valeriy | 2020 | 2 | 2 | 4.0 | 0.013 | 0.644 | 100% |
| 22 | Jensen, Theis Ingerslev and Kelly, Bryan T. and Pe... | 2023 | 3 | 2 | 4.5 | 0.019 | 0.644 | 67% |
| 23 | Lo, Andrew W and MacKinlay, A Craig | 1997 | 2 | 1 | 2.0 | 0.013 | 0.511 | 100% |
| 24 | Gotoh, Jun-ya and Fujisawa, Katsuki | 2014 | 2 | 1 | 2.0 | 0.013 | 0.511 | 100% |
| 25 | Firoozye, Nikan and Tan, Vincent and Zohren, Stefa... | 2022 | 2 | 1 | 2.0 | 0.013 | 0.511 | 100% |
| 26 | Zhao, Ziping and Palomar, Daniel P. | 2016 | 2 | 1 | 2.0 | 0.013 | 0.511 | 100% |
| 27 | T. Griveau-Billion and B. Calderhead | 2021 | 2 | 1 | 2.0 | 0.013 | 0.511 | 100% |
| 28 | Carrasco, Marine and Noumon, Ne | 2011 | 2 | 1 | 4.0 | 0.013 | 0.511 | 100% |
| 29 | Du, Wenxin and Tepper, Alexander and Verdelhan, Ad... | 2018 | 2 | 2 | 2.5 | 0.013 | 0.511 | 50% |
| 30 | Borup, Daniel and Coulombe, Philippe Goulet and Ra... (self) | 2022 | 2 | 1 | 4.0 | 0.013 | 0.511 | 100% |
| 31 | Yamamoto, Rei and Ishii, Daisuke and Konno, Hirosh... | 2007 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 32 | H. Konno and Y. Morita and R. Yamamoto | 2010 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 33 | Hiroshi Konno and Yoshihiro Takaya and Rei Yamamot... | 2010 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 34 | Takaya, Yoshihiro and Konno, Hiroshi | 2010 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 35 | Harris, Richard DF and Shen, Jian and Yilmaz, Fati... | 2022 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 36 | Bao Q. Ta and Vu T. Huynh and Khai Q. H. Nguyen an... | 2022 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 37 | Ledoit, Olivier and Wolf, Michael | 2004 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 38 | Stefan Nagel | 2021 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 39 | Brandt, Michael W. and Santa-Clara, Pedro and Valk... | 2009 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 40 | Guijarro-Ordonez, Jorge and Pelger, Markus and Zan... | 2024 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 41 | Kelly, Bryan T. and Malamud, Semyon and Pedersen, ... | 2023 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 42 | Krauss, Christopher | 2017 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 43 | Medhat, Mamdouh and Schmeling, Maik | 2022 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 44 | Cuturi, Marco and d’Aspremont, Alexandre | 2013 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 45 | Fogarasi, Norbert and Levendovszky, Janos | 2013 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 46 | Zhao, Ziping and Palomar, Daniel P | 2018 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 47 | Chordia, Tarun and Subrahmanyam, Avanidhar and Ton... | 2014 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 48 | Han, Yufeng and He, Ai and Rapach, David and Zhou,... | 2018 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 49 | Filippou, Ilias and Rapach, David and Taylor, Mark... | 2022 | 1 | 1 | 1.0 | 0.006 | 0.406 | 100% |
| 50 | Gopinathan, R and Durai, S | 2019 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 51 | Rao, Jingzhi and Ji, Cheng and Wen, Jiatao and Wan... | 2022 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 52 | Makur, Anuran and Kozynski, Fabia | 2015 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 53 | Breiman, Leo | 2001 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 54 | Athey, Susan and Tibshirani, Julie and Wager, Stef... | 2019 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 55 | Chen, Qizhao and Syrgkanis, Vasilis and Austern, M... | 2022 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 56 | Kreiss, Jens-Peter and Lahiri, Soumendra Nath | 2012 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 57 | Hyndman, Rob J and Athanasopoulos, George | 2018 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 58 | Jagannathan, Ravi and Ma, Tongshu | 2003 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 59 | DeMiguel, Victor and Garlappi, Lorenzo and Nogales... | 2009 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 60 | Lu | 2011 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 61 | Chernozhukov, Victor and Chetverikov, Denis and De... | 2018 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 62 | Januschowski, Tim and Wang, Yuyang and Torkkola, K... | 2022 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 63 | Grinsztajn, Le | 2022 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 64 | Elsayed, Shereen and Thyssens, Daniela and Rashed,... | 2021 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 65 | Andrew, Galen and Arora, Raman and Bilmes, Jeff an... | 2013 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 66 | Belkin, Mikhail and Hsu, Daniel and Ma, Siyuan and... | 2019 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 67 | Hastie, Trevor and Montanari, Andrea and Rosset, S... | 2019 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 68 | Bartlett, Peter L and Long, Philip M and Lugosi, G... | 2020 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 69 | Bergmeir, Christoph and Hyndman, Rob J and Koo, Bo... | 2018 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 70 | Olson, Matthew A and Wyner, Abraham J | 2018 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 71 | Fallahgoul, Hasan and Franstianto, Vincentius and ... | 2020 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 72 | Keating, Con and Shadwick, William F | 2002 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 73 | Chen, Wei and Zhang, Haoyu and Mehlawat, Mukesh Ku... | 2021 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 74 | Balder, Sven and Schweizer, Nikolaus | 2017 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 75 | Haase, Felix and Neuenkirch, Matthias | 2022 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 76 | Lalwani, Vaibhav and Meshram, Vedprakash Vasantrao | 2020 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 77 | Taddy, Matt and Chen, Chun-Sheng and Yu, Jun and W... | 2015 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 78 | Carhart, M.M. | 1997 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 79 | Shapley, Lloyd S. | 1953 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 80 | Lundberg, Scott M and Lee, Su-In | 2017 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 81 | Molnar, Christoph | 2019 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 82 | Engle, Robert F. and Lilien, David M. and Robins, ... | 1987 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 83 | Chou, Ray and Engle, Robert F. and Kane, Alex | 1992 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 84 | French, Kenneth R and Schwert, G William and Stamb... | 1987 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 85 | Guo, Hui | 2006 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 86 | Rapach, David E. and Strauss, Jack K. and Zhou, Gu... | 2010 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 87 | Lima, Luiz Renato and Meng, Fanning | 2017 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 88 | Campbell, John Y. and Hentschel, Ludger | 1992 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 89 | Feng, Guanhao and Giglio, Stefano and Xiu, Dacheng | 2020 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 90 | Fama, E.F. and French, K.R. | 1992 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 91 | Blitz, David and Huij, Joop and Martens, Martin | 2011 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 92 | Hahn, Jaehoon and Lee, Hangyong | 2009 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |