Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Figueroa-Lo | 2024 | 6 | 4 | 11.0 | 0.062 | 1.000 | 100% |
| 2 | Corsi, Fulvio | 2009 | 4 | 3 | 7.0 | 0.042 | 0.928 | 100% |
| 3 | Fan, Jianqing and Liao, Yuan and Wang, Weichen | 2016 | 5 | 4 | 7.5 | 0.052 | 0.928 | 80% |
| 4 | Zhang, Chao and Zhang, Yihuang and Cucuringu, Miha... | 2024 | 4 | 2 | 6.0 | 0.042 | 0.811 | 100% |
| 5 | Cho, Juhee and Kim, Donggyu and Rohe, Karl (self) | 2017 | 3 | 2 | 6.0 | 0.031 | 0.737 | 100% |
| 6 | Ahn, Seung C and Horenstein, Alex R | 2013 | 3 | 2 | 6.0 | 0.031 | 0.737 | 100% |
| 7 | Shephard, Neil and Sheppard, Kevin | 2010 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 8 | Hansen, Peter Reinhard and Huang, Zhuo and Shek, H... | 2012 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 9 | Kim, Donggyu and Wang, Yazhen (self) | 2016 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 10 | Song, Xinyu and Kim, Donggyu and Yuan, Huiling and... (self) | 2021 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 11 | Fan, Jianqing and Wang, Yazhen | 2008 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 12 | Foster, Dean P and Nelson, Daniel B | 1996 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 13 | Kristensen, Dennis | 2010 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 14 | Mancini, Cecilia and Mattiussi, Vanessa and Reno | 2015 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 15 | Todorov, Viktor | 2019 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 16 | Todorov, Viktor and Zhang, Yang | 2023 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 17 | Zu, Yang and Boswijk, H Peter | 2014 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 18 | Admati, Anat R and Pfleiderer, Paul | 1988 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 19 | Andersen, Torben G and Bollerslev, Tim | 1997 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 20 | Andersen, Torben G and Thyrsgaard, Martin and Todo... | 2019 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 21 | Hong, Harrison and Wang, Jiang | 2000 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 22 | Li, Z Merrick and Linton, Oliver | 2023 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 23 | Sheppard, Kevin | 2010 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 24 | Chen, Tianqi and Guestrin, Carlos | 2016 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 25 | Benjamini, Yoav and Hochberg, Yosef | 1995 | 3 | 1 | 6.0 | 0.031 | 0.585 | 100% |
| 26 | Zhang, Lan and Mykland, Per A and A\"\i | 2005 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 27 | Zhang, Lan | 2006 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 28 | Zhang, Lan | 2011 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 29 | Christensen, Kim and Kinnebrock, Silja and Podolsk... (self) | 2010 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 30 | Jacod, Jean and Li, Yingying and Mykland, Per A an... | 2009 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 31 | Fan, Jianqing and Wang, Yazhen | 2007 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 32 | Barndorff-Nielsen, Ole E and Hansen, Peter Reinhar... | 2008 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 33 | Barndorff-Nielsen, Ole E and Hansen, Peter Reinhar... | 2011 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 34 | A\"\i | 2010 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 35 | Xiu, Dacheng | 2010 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 36 | Bibinger, Markus and Hautsch, Nikolaus and Malec, ... | 2014 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 37 | Fan, Jianqing and Kim, Donggyu (self) | 2018 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 38 | Shin, Minseok and Kim, Donggyu and Fan, Jianqing (self) | 2023 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 39 | Andersen, Torben G and Bollerslev, Tim and Diebold... | 2003 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 40 | Engle, Robert F and Sokalska, Magdalena E | 2012 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 41 | Kim, Donggyu and Fan, Jianqing (self) | 2019 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 42 | A\"\i | 2009 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 43 | Bai, Jushan and Ng, Serena | 2002 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 44 | Onatski, Alexei | 2010 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 45 | Chen, Elynn Y and Xia, Dong and Cai, Chencheng and... | 2020 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 46 | Candes, Emmanuel J and Plan, Yaniv | 2010 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 47 | Fan, Jianqing and Liu, Han and Wang, Weichen | 2018 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 48 | Kim, Donggyu and Wang, Yazhen and Zou, Jian (self) | 2016 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 49 | Chen, Xiaohong | 2007 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 50 | Boivin, Jean and Ng, Serena | 2006 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 51 | Fan, Jianqing and Furger, Alex and Xiu, Dacheng | 2016 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 52 | Patton, Andrew J | 2011 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 53 | Diebold, Francis X and Mariano, Robert S | 1995 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 54 | Kupiec, Paul H | 1995 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 55 | Christoffersen, Peter F | 1998 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 56 | Engle, Robert F and Manganelli, Simone | 2004 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 57 | Fan, Jianqing and Wang, Weichen and Zhong, Yiqiao | 2018 | 1 | 1 | 0.5 | 0.010 | 0.087 | 0% |