Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Bollinger, J. | 1992 | 4 | 3 | 4.0 | 0.083 | 0.928 | 100% |
| 2 | Bollinger, J. | 2002 | 3 | 3 | 3.5 | 0.062 | 0.843 | 100% |
| 3 | Gatev, E. and Goetzmann, W. and Rouwenhorst, G. | 2006 | 4 | 1 | 2.0 | 0.083 | 0.644 | 100% |
| 4 | Krauss, C. | 2017 | 4 | 1 | 2.0 | 0.083 | 0.644 | 100% |
| 5 | De Moura, C. Eduardo and Pizzinga, A. and Zubelli,... | 2016 | 3 | 1 | 1.5 | 0.062 | 0.585 | 100% |
| 6 | Stu | 2018 | 2 | 1 | 1.0 | 0.042 | 0.511 | 100% |
| 7 | Krauss, C. and Stu | 2017 | 2 | 1 | 1.0 | 0.042 | 0.511 | 100% |
| 8 | Pole, A. | 2011 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 9 | Avellaneda, M. and Lee, J. | 2010 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 10 | Nakajima, T. | 2019 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 11 | Vaitonis, M. and Masteika, S. | 2017 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 12 | Fischer, T. and Krauss, C. and Deinert, A. | 2019 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 13 | Feng, Y. and Palomar, D. | 2016 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 14 | S. Johansen | 2000 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 15 | Alexander, C. and Dimitriu, A. | 2005 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 16 | Granger, C. | 1983 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 17 | R. Engle and C. Granger | 1987 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 18 | Vidyamurthy, G. | 2004 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 19 | Sarmento, S. and Horta, N. | 2020 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 20 | Krauss, C. and Do, X. and Huck, N. | 2017 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 21 | Guijarro-Ordonez, J. and Pelger, M. and Zanotti, G... | 2021 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 22 | Mudchanatongsuk, S. and Primbs, J. and Wong, W. | 2008 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 23 | Jurek, J. and Yang, H. | 2007 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 24 | Elliott, R. and Van Der Hoek, J. and Malcolm, W. | 2005 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 25 | Yamada, Y. and Primbs, J. | 2012 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 26 | Primbs, J. and Yamada, Y. | 2018 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 27 | Yamada, Y. and Primbs, J. | 2018 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 28 | Lee, J. and Lee, J. and Pre | 2021 | 1 | 1 | 0.5 | 0.021 | 0.406 | 100% |
| 29 | Shen, X. and Diamond, S. and Gu, Y. and Boyd, S. (self) | 2016 | 1 | 1 | 2.0 | 0.021 | 0.406 | 100% |
| 30 | Lipp, T. and Boyd, S. (self) | 2016 | 1 | 1 | 2.0 | 0.021 | 0.406 | 100% |
| 31 | Boyd, S. and Vandenberghe, L. (self) | 2004 | 1 | 1 | 2.0 | 0.021 | 0.406 | 100% |
| 32 | 1 | 1 | 2.0 | 0.021 | 0.406 | 100% | ||
| 33 | Markowitz, H. | 1952 | 1 | 1 | 2.0 | 0.021 | 0.406 | 100% |