Citation Analysis – \Large Composite Quantile Factor Model

\Large Composite Quantile Factor Model
Xiao Huang
https://arxiv.org/abs/2308.02450

Citation mentions

Cited references

Sections

7,295

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	Bai, Jushan and Ng, Serena	2002	7	5	13.0	0.071	1.000	100%
2	Chen, Liang and Dolado, Juan J. and Gonzalo, Jesús	2021	18	10	33.0	0.184	1.000	100%
3	Tomohiro Ando and Jushan Bai	2020	14	6	26.0	0.143	1.000	100%
4	Hui Zou and Ming Yuan	2008	10	3	15.0	0.102	1.000	100%
5	Bai, Jushan	2003	11	2	20.0	0.112	0.874	100%
6	McCracken, Michael and Ng, Serena	2020	6	2	11.0	0.061	0.874	100%
7	Bai, Jushan	2009	3	3	5.0	0.031	0.843	100%
8	Keith Knight	1998	4	2	8.0	0.041	0.811	100%
9	James H Stock and Mark W Watson	2002	3	2	4.0	0.031	0.737	100%
10	James H Stock and Mark W Watson	2002	2	2	3.0	0.020	0.644	100%
11	Yong He and Xinbing Kong and Long Yu and Xinsheng ...	2022	2	2	3.0	0.020	0.644	100%
12	Stock, James H and Watson, Mark W	1998	2	1	2.0	0.020	0.511	100%
13	Koenker, Roger	2005	2	1	4.0	0.020	0.511	100%
14	Lawley, D. N. and Maxwell, A. E.	1971	1	1	1.0	0.010	0.406	100%
15	Anderson, T.W.	2003	1	1	1.0	0.010	0.406	100%
16	Bai, Jushan and Wang, Peng	2016	1	1	1.0	0.010	0.406	100%
17	David R. Hunter and Kenneth Lange	2000	1	1	2.0	0.010	0.406	100%
18	Jushan Bai and Serena Ng	2013	1	1	2.0	0.010	0.406	100%
19	Kengo Kato and Antonio F. Galvao	2012	1	1	2.0	0.010	0.406	100%
20	Antonio F. Galvao and Kengo Kato	2016	1	1	2.0	0.010	0.406	100%
21	Jushan Bai and Serena Ng	2007	1	1	2.0	0.010	0.406	100%
22	Dante Amengual and Mark W Watson	2007	1	1	2.0	0.010	0.406	100%
23	Marc Hallin and Roman Liška	2007	1	1	2.0	0.010	0.406	100%
24	Onatski, Alexei	2009	1	1	2.0	0.010	0.406	100%
25	Clifford Lam and Qiwei Yao	2012	1	1	2.0	0.010	0.406	100%
26	Stock, James H and Watson, Mark W	2012	1	1	2.0	0.010	0.406	100%
27	Hui Zou	2006	1	1	1.0	0.010	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Bai, Jushan and Ng, Serena

2002

13.0

0.071

1.000

100%

Chen, Liang and Dolado, Juan J. and Gonzalo, Jesús

2021

33.0

0.184

1.000

100%

Tomohiro Ando and Jushan Bai

2020

26.0

0.143

1.000

100%

Hui Zou and Ming Yuan

2008

15.0

0.102

1.000

100%

Bai, Jushan

2003

20.0

0.112

0.874

100%

McCracken, Michael and Ng, Serena

2020

11.0

0.061

0.874

100%

Bai, Jushan

2009

5.0

0.031

0.843

100%

Keith Knight

1998

8.0

0.041

0.811

100%

James H Stock and Mark W Watson

2002

4.0

0.031

0.737

100%

James H Stock and Mark W Watson

2002

3.0

0.020

0.644

100%

Yong He and Xinbing Kong and Long Yu and Xinsheng ...

2022

3.0

0.020

0.644

100%

Stock, James H and Watson, Mark W

1998

2.0

0.020

0.511

100%

Koenker, Roger

2005

4.0

0.020

0.511

100%

Lawley, D. N. and Maxwell, A. E.

1971

1.0

0.010

0.406

100%

Anderson, T.W.

2003

1.0

0.010

0.406

100%

Bai, Jushan and Wang, Peng

2016

1.0

0.010

0.406

100%

David R. Hunter and Kenneth Lange

2000

2.0

0.010

0.406

100%

Jushan Bai and Serena Ng

2013

2.0

0.010

0.406

100%

Kengo Kato and Antonio F. Galvao

2012

2.0

0.010

0.406

100%

Antonio F. Galvao and Kengo Kato

2016

2.0

0.010

0.406

100%

Jushan Bai and Serena Ng

2007

2.0

0.010

0.406

100%

Dante Amengual and Mark W Watson

2007

2.0

0.010

0.406

100%

Marc Hallin and Roman Liška

2007

2.0

0.010

0.406

100%

Onatski, Alexei

2009

2.0

0.010

0.406

100%

Clifford Lam and Qiwei Yao

2012

2.0

0.010

0.406

100%

Stock, James H and Watson, Mark W

2012

2.0

0.010

0.406

100%

Hui Zou

2006

1.0

0.010

0.406

100%

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.