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Citation Analysis

Testing for an Explosive Bubble using High-Frequency Volatility
H. Peter Boswijk, Jun Yu, Yang Zu
https://arxiv.org/abs/2405.02087
77
Citation mentions
45
Cited references
8
Sections
7,367
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 Phillips, P. C. B., Y. Wu, and J. Yu 2011 16 6 27.0 0.208 1.000 100%
2 Phillips, P. C. B., S. Shi, and J. Yu 2015a 5 4 8.0 0.065 1.000 100%
3 Harvey, D. I., S. J. Leybourne, R. Sollis, and A. ... 2016 3 2 5.0 0.039 0.737 100%
4 Andersen, T. G., T. Bollerslev, F. X. Diebold, and... 2001 3 2 5.0 0.039 0.737 100%
5 Barndorff-Nielsen, O. E. and N. Shephard 2002 3 2 5.0 0.039 0.737 100%
6 Phillips, P. C. B., S. Shi, and J. Yu 2015b 2 2 3.0 0.026 0.644 100%
7 Perron, P 1991 2 2 3.0 0.026 0.644 100%
8 Zhou, Q. and J. Yu 2015 2 2 3.0 0.026 0.644 100%
9 Andersen, T. G., V. Todorov, and B. Zhou 2023 4 1 4.0 0.052 0.644 100%
10 Christensen, K., R. Oomen, and R. Reno 2022 2 2 3.0 0.026 0.644 100%
11 Diba, B. T. and H. I. Grossman 1987 1 1 1.0 0.013 0.406 100%
12 Diba, B. T. and H. I. Grossman 1988 1 1 1.0 0.013 0.406 100%
13 Flood, R. P. and P. M. Garber 1980 1 1 1.0 0.013 0.406 100%
14 Flood, R. P. and R. J. Hodrick 1986 1 1 1.0 0.013 0.406 100%
15 Evans, G. W 1991 1 1 1.0 0.013 0.406 100%
16 Phillips, P. C. B. and J. Yu 2011 1 1 1.0 0.013 0.406 100%
17 Homm, U. and J. Breitung 2012 1 1 1.0 0.013 0.406 100%
18 Harvey, D. I., S. J. Leybourne, and R. Sollis 2017 1 1 1.0 0.013 0.406 100%
19 Chong, J. and A. Hurn 2015 1 1 1.0 0.013 0.406 100%
20 Breitung, J. and R. Kruse 2013 1 1 1.0 0.013 0.406 100%
21 Pavlidis, E. G., I. Paya, and D. A. Peel 2017 1 1 1.0 0.013 0.406 100%
22 Shi, S. and Y. Song 2015 1 1 1.0 0.013 0.406 100%
23 Phillips, P. C. B 1987 1 1 1.0 0.013 0.406 100%
24 Yu, J 2014 1 1 1.0 0.013 0.406 100%
25 Chen, Y. and J. Yu 2015 1 1 1.0 0.013 0.406 100%
26 Harvey, D. I., S. J. Leybourne, and Y. Zu 2020 1 1 1.0 0.013 0.406 100%
27 Laurent, S. and S. Shi 2022 1 1 1.0 0.013 0.406 100%
28 Choi, S. H. and R. Jarrow 2020 1 1 1.0 0.013 0.406 100%
29 Jarrow, R. A. and S. S. Kwok 2021 1 1 1.0 0.013 0.406 100%
30 Jarrow, R., P. Protter, and J. S. Martin 2022 1 1 1.0 0.013 0.406 100%
31 Jarrow, R. A. and S. S. Kwok 2023 1 1 1.0 0.013 0.406 100%
32 Phillips, P. C. B. and J. Yu 2009b 1 1 1.0 0.013 0.406 100%
33 Corradi, V. and W. Distaso 2006 1 1 1.0 0.013 0.406 100%
34 Todorov, V 2009 1 1 1.0 0.013 0.406 100%
35 Gatheral, J., T. Jaisson, and M. Rosenbaum 2018 1 1 2.0 0.013 0.406 100%
36 Wang, X., W. Xiao, and J. Yu 2023 1 1 2.0 0.013 0.406 100%
37 Beare, B. K 2018 1 1 2.0 0.013 0.406 100%
38 Andersen, T. G., T. Bollerslev, F. X. Diebold, and... 2001 1 1 2.0 0.013 0.406 100%
39 Christoffersen, P. F 2012 1 1 2.0 0.013 0.406 100%
40 Boswijk, H. P., G. Cavaliere, I. Georgiev, and A. ... (self) 2021 1 1 2.0 0.013 0.406 100%
41 Phillips, P. C. B. and S. Shi 2019 1 1 2.0 0.013 0.406 100%
42 Wang, X. and J. Yu 2022 1 1 2.0 0.013 0.406 100%
43 Shiryaev, A 1995 1 1 2.0 0.013 0.406 100%
44 Phillips, P. C. B. and J. Yu 2009a 1 1 2.0 0.013 0.406 100%
45 Phillips, P. C. B. and S.-P. Shi 2018 1 1 2.0 0.013 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.