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Citation Analysis

One Factor to Bind the Cross-Section of Returns
Nicola Borri, Denis Chetverikov, Yukun Liu, Aleh Tsyvinski
https://arxiv.org/abs/2404.08129
161
Citation mentions
80
Cited references
12
Sections
15,905
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 Fama and French 1993 10 5 15.0 0.062 1.000 100%
2 Fama and French 2015 9 5 15.0 0.056 1.000 100%
3 Jegadeesh and Titman 1993 8 4 14.0 0.050 1.000 100%
4 Ludvigson and Ng 2009 6 3 11.0 0.037 1.000 100%
5 Feng, Giglio, and Xiu 2020 5 3 8.0 0.031 1.000 100%
6 Jensen, Kelly, and Pedersen 2023 8 5 15.0 0.050 1.000 100%
7 Lettau and Pelger 2020 7 3 14.0 0.043 1.000 100%
8 Scholkopf, Smola, and Muller 1998 6 3 12.0 0.037 1.000 100%
9 Chen and Zimmermann 2022 6 2 12.0 0.037 0.874 100%
10 He, Kelly, and Manela 2017 4 2 6.0 0.025 0.811 100%
11 Lettau, Maggiori, and Weber 2014 4 2 7.0 0.025 0.811 100%
12 Fama and MacBeth 1973 3 2 4.0 0.019 0.737 100%
13 Pastor and Stambaugh 2003 3 2 5.0 0.019 0.737 100%
14 Kozak, Nagel, and Santosh 2020 3 2 6.0 0.019 0.737 100%
15 Kolmogorov 1956 2 2 3.0 0.012 0.644 100%
16 Arnold 1957 2 2 3.0 0.012 0.644 100%
17 Harvey and Siddique 2000 2 2 3.0 0.012 0.644 100%
18 Connor and Korajczyk 1986 2 2 3.0 0.012 0.644 100%
19 Schmidt-Hieber 2021 2 2 3.0 0.012 0.644 100%
20 Hecht-Nielsen 1987 2 2 2.0 0.012 0.644 100%
21 Onatski 2012 2 2 4.0 0.012 0.644 100%
22 Belloni, Chernozhukov, and Hansen 2014 2 2 4.0 0.012 0.644 100%
23 Chernozhukov, Chetverikov, Demirer, Duflo, Hansen,... (self) 2018 2 2 4.0 0.012 0.644 100%
24 Van der Vaart and Wellner 1996 3 1 6.0 0.019 0.585 100%
25 Fama and French 1992 2 1 4.0 0.012 0.511 100%
26 Wang 2022 2 1 1.0 0.012 0.511 100%
27 Fama and French 1996 1 1 1.0 0.006 0.406 100%
28 Carhart 1997 1 1 1.0 0.006 0.406 100%
29 Koijen, Lustig, and Van Nieuwerburgh 2017 1 1 1.0 0.006 0.406 100%
30 Adrian, Etula, and Muir 2014 1 1 1.0 0.006 0.406 100%
31 Jagannathan and Wang 1996 1 1 1.0 0.006 0.406 100%
32 Lettau and Ludvigson 2001 1 1 1.0 0.006 0.406 100%
33 Kelly, Pruitt, and Su 2019 1 1 1.0 0.006 0.406 100%
34 Asness, Moskowitz, and Pedersen 2013 1 1 1.0 0.006 0.406 100%
35 Koijen, Moskowitz, Pedersen, and Vrugt 2018 1 1 1.0 0.006 0.406 100%
36 Bollerslev, Hood, Huss, and Pedersen 2018 1 1 1.0 0.006 0.406 100%
37 Bansal and Viswanathan 1993 1 1 1.0 0.006 0.406 100%
38 Hutchinson, Lo, and Poggio 1994 1 1 1.0 0.006 0.406 100%
39 Gu, Kelly, and Xiu 2020 1 1 1.0 0.006 0.406 100%
40 Kelly, Malamud, and Pedersen 2023 1 1 1.0 0.006 0.406 100%
41 Kelly, Malamud, and Zhou 2024 1 1 1.0 0.006 0.406 100%
42 Koijen and Yogo 2019 1 1 1.0 0.006 0.406 100%
43 Koijen, Richmond, and Yogo 2024 1 1 1.0 0.006 0.406 100%
44 Kurkova 1991 1 1 1.0 0.006 0.406 100%
45 Maiorov and Pinkus 1999 1 1 1.0 0.006 0.406 100%
46 Coppejans 2004 1 1 1.0 0.006 0.406 100%
47 Gu, Kelly, and Xiu 2021 1 1 1.0 0.006 0.406 100%
48 Scholkopf, Smola, and Muller 1998 1 1 1.0 0.006 0.406 100%
49 Borri, Chetverikov, Liu, and Tsyvinski (self) 2024 1 1 2.0 0.006 0.406 100%
50 Nucera, Sarno, and Zinna 2024 1 1 1.0 0.006 0.406 100%
51 Sharpe 1964 1 1 2.0 0.006 0.406 100%
52 Lintner 1965 1 1 2.0 0.006 0.406 100%
53 Connor and Korajczyk 1988 1 1 2.0 0.006 0.406 100%
54 Kraus and Litzenberger 1976 1 1 2.0 0.006 0.406 100%
55 Ang, Hodrick, Xing, and Zhang 2006 1 1 2.0 0.006 0.406 100%
56 Haugen and Baker 1996 1 1 2.0 0.006 0.406 100%
57 Brennan, Chordia, and Subrahmanyam 1998 1 1 2.0 0.006 0.406 100%
58 Datar, Naik, and Radcliffe 1998 1 1 2.0 0.006 0.406 100%
59 Hastie, Tibshirani, Friedman, and Friedman 2009 1 1 2.0 0.006 0.406 100%
60 Newey and West 1987 1 1 2.0 0.006 0.406 100%
61 Vershynin 2018 1 1 2.0 0.006 0.406 100%
62 Fernandez-Val and Weidner 2016 1 1 0.5 0.006 0.406 100%
63 Boneva and Linton 2017 1 1 0.5 0.006 0.406 100%
64 Charbonneau 2017 1 1 0.5 0.006 0.406 100%
65 Chen, Fernandez-Val, and Weidner 2021 1 1 0.5 0.006 0.406 100%
66 Gao, Liu, Peng, and Yan (self) 2023 1 1 0.5 0.006 0.406 100%
67 Mugnier and Wang 2022 1 1 0.5 0.006 0.406 100%
68 Chen, Dolado, and Gonzalo 2021 1 1 0.5 0.006 0.406 100%
69 Ando and Bai 2020 1 1 0.5 0.006 0.406 100%
70 Chernozhukov, Fernandez-Val, and Weidner 2024 1 1 0.5 0.006 0.406 100%
71 Zeleneev 2020 1 1 0.5 0.006 0.406 100%
72 Gao 2020 1 1 0.5 0.006 0.406 100%
73 Bartlett 1953 1 1 0.5 0.006 0.406 100%
74 McDonald 1962 1 1 0.5 0.006 0.406 100%
75 McDonald 1979 1 1 0.5 0.006 0.406 100%
76 Zhu and Lee 1999 1 1 0.5 0.006 0.406 100%
77 Yalchin and Amemiya 2001 1 1 0.5 0.006 0.406 100%
78 Hou 2007 1 1 2.0 0.006 0.406 100%
79 Giglio and Xiu 2021 1 1 2.0 0.006 0.406 100%
80 Giglio, Kelly, and Xiu 2022 1 1 2.0 0.006 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.

Citation intensity data generated from LaTeX source analysis.