Citation Analysis

\Large Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models
Lingwei Kong
https://arxiv.org/abs/2307.14499
115
Citation mentions
31
Cited references
11
Sections
15,187
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 Kleibergen, Frank and Zhan, Zhaoguo 2015 9 4 14.0 0.078 1.000 100%
2 Kleibergen, Frank 2009 9 4 13.0 0.078 1.000 100%
3 Kleibergen, Frank and Zhan, Zhaoguo 2020 8 5 13.5 0.070 0.957 88%
4 Anatolyev, Stanislav and Mikusheva, Anna 2018 21 8 30.0 0.183 0.932 81%
5 Kleibergen, Frank and Kong, Lingwei and Zhan, Zhao... (self) 2020 5 4 7.5 0.043 0.928 80%
6 Giglio, Stefano and Xiu, Dacheng 2017 6 4 7.0 0.052 0.874 67%
7 Kroencke, Tim A 2017 5 2 10.0 0.043 0.874 100%
8 Gospodinov, Nikolay and Kan, Raymond and Robotti, ... 2017 7 3 8.5 0.061 0.830 57%
9 Lettau, Martin and Ludvigson, Sydney 2001 3 3 3.5 0.026 0.737 67%
10 Jagannathan, Ravi and Wang, Zhenyu 1996 3 2 5.0 0.026 0.737 100%
11 Hansen, Lars Peter and Jagannathan, Ravi 1997 2 2 3.0 0.017 0.644 100%
12 Fama, Eugene F and MacBeth, James D 1973 2 2 3.0 0.017 0.644 100%
13 Ahn, Seung C and Gadarowski, Christopher 2004 2 2 4.0 0.017 0.644 100%
14 Kan, Raymond and Zhou, Guofu 2004 2 1 2.0 0.017 0.511 100%
15 Bryzgalova, Svetlana 2016 2 1 2.0 0.017 0.511 100%
16 Cochrane, John H 2009 2 1 4.0 0.017 0.511 100%
17 Bai, Jushan 2003 2 2 2.5 0.017 0.511 50%
18 Bai, Jushan and Ng, Serena 2002 9 4 6.0 0.078 0.481 11%
19 Fama, Eugene F and French, Kenneth R 1993 1 1 1.0 0.009 0.406 100%
20 Kan, Raymond and Robotti, Cesare 2008 1 1 1.0 0.009 0.406 100%
21 Harvey, Campbell R and Liu, Yan and Zhu, Heqing 2016 1 1 1.0 0.009 0.406 100%
22 Shanken, J. 1992 1 1 2.0 0.009 0.406 100%
23 Kan, Raymond and Zhang, Chu 1999 1 1 2.0 0.009 0.406 100%
24 Onatski, Alexei 2012 1 1 2.0 0.009 0.406 100%
25 Kleibergen, Frank 2005 1 1 2.0 0.009 0.406 100%
26 Mikusheva, Anna 2010 1 1 2.0 0.009 0.406 100%
27 Kleibergen, Frank and Zhan, Zhaoguo 2018 1 1 2.0 0.009 0.406 100%
28 Kleibergen, Frank and Paap, Richard 2006 4 2 2.0 0.035 0.175 0%
29 Peligrad, Magda and Utev, Sergey and others 2006 1 1 0.5 0.009 0.087 0%
30 Horn, Roger A and Horn, Roger A and Johnson, Charl... 2013 1 1 0.5 0.009 0.087 0%
31 Fang, Yuguang and Loparo, Kenneth A and Feng, Xian... 1994 1 1 0.5 0.009 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.