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Citation Analysis

Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
M. Hashem Pesaran, Ron P. Smith
https://arxiv.org/abs/2405.02217
111
Citation mentions
70
Cited references
18
Sections
17,351
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 Shanken, Jay 1992 7 3 10.0 0.063 1.000 100%
2 Bailey, Natalia and Kapetanios, George and Pesaran... (self) 2021 6 5 9.5 0.054 0.941 83%
3 Chen, Andrew Y and Zimmermann, Tom 2022 5 3 6.5 0.045 0.928 80%
4 Giglio, Stefano and Xiu, Dacheng and Zhang, Dake 2023 4 3 6.0 0.036 0.928 100%
5 Gary Chamberlain and Michael Rothschild 1983 3 3 5.0 0.027 0.843 100%
6 Giglio, Stefano and Xiu, Dacheng 2021 3 3 5.0 0.027 0.843 100%
7 Fan, Jianqing and Liao, Yuan and Mincheva, Martina 2011 4 2 8.0 0.036 0.811 100%
8 Stephen A Ross 1976 3 2 4.0 0.027 0.737 100%
9 Jagannathan, Ravi and Skoulakis, Georgios and Wang... 2010 3 2 5.0 0.027 0.737 100%
10 Fan, Jianqing and Liao, Yuan and Mincheva, Martina 2013 3 2 6.0 0.027 0.737 100%
11 M. Hashem Pesaran and Ron P. Smith (self) 2023 2 2 3.0 0.018 0.644 100%
12 Shanken, Jay and Zhou, Guofu 2007 2 2 3.0 0.018 0.644 100%
13 Kan, Raymond and Robotti, Cesare and Shanken, Jay 2013 2 2 3.0 0.018 0.644 100%
14 Jushan Bai and Guofu Zhou 2015 2 2 3.0 0.018 0.644 100%
15 Stanislav Anatolyev and Anna Mikusheva 2022 2 2 3.0 0.018 0.644 100%
16 Jushan Bai and Serena Ng 2023 2 2 3.0 0.018 0.644 100%
17 Uematsu, Yoshimasa and Yamagata, Takashi 2023 2 2 3.0 0.018 0.644 100%
18 Chudik, Alexander and Pesaran, M Hashem and Tosett... (self) 2011 2 2 4.0 0.018 0.644 100%
19 Yoo, J.S. 2022 2 2 4.0 0.018 0.644 100%
20 Bailey, Natalia and Pesaran, M Hashem and Smith, L... (self) 2019 2 2 2.5 0.018 0.511 50%
21 Jagannathan, Ravi and Wang, Zhenyu 2002 1 1 1.0 0.009 0.406 100%
22 Ang, Andrew and Liu, Jun and Schwarz, Krista 2020 1 1 1.0 0.009 0.406 100%
23 Bailey, Natalia and Kapetanios, George and Pesaran... (self) 2016 1 1 1.0 0.009 0.406 100%
24 Jensen, Michael C 1968 1 1 1.0 0.009 0.406 100%
25 Gibbons, Michael R and Ross, Stephen A and Shanken... 1989 1 1 1.0 0.009 0.406 100%
26 Gagliardini, Patrick and Ossola, Elisa and Scaille... 2016 1 1 1.0 0.009 0.406 100%
27 Raponi, Valentina and Robotti, Cesare and Zaffaron... 2019 1 1 1.0 0.009 0.406 100%
28 Ma, Shujie and Lan, Wei and Su, Liangjun and Tsai,... 2020 1 1 1.0 0.009 0.406 100%
29 Feng, Long and Lan, Wei and Liu, Binghui and Ma, Y... 2022 1 1 1.0 0.009 0.406 100%
30 He, Ai and He, Songrun and Huang, Dashan and Zhou,... 2022 1 1 1.0 0.009 0.406 100%
31 Kleibergen, Frank 2009 1 1 1.0 0.009 0.406 100%
32 Pesaran, M Hashem and Yamagata, Takashi (self) 2012 1 1 1.0 0.009 0.406 100%
33 Pesaran, M Hashem and Yamagata, Takashi (self) 2024 1 1 1.0 0.009 0.406 100%
34 Fama, Eugene F and French, Kenneth R 1993 1 1 1.0 0.009 0.406 100%
35 Fama, Eugene F and French, Kenneth R 2015 1 1 1.0 0.009 0.406 100%
36 Harvey, Campbell R and Liu, Yan 2019 1 1 1.0 0.009 0.406 100%
37 Dello Preite, Massimo and Uppal, Raman and Zaffaro... 2022 1 1 1.0 0.009 0.406 100%
38 Chib, Siddhartha and Zeng, Xiaming and Zhao, Lingx... 2020 1 1 1.0 0.009 0.406 100%
39 Hwang, Soosung and Rubesam, Alexandre 2022 1 1 1.0 0.009 0.406 100%
40 Fama, Eugene F and French, Kenneth R 2018 1 1 1.0 0.009 0.406 100%
41 Connor, Gregory and Korajczyk, Robert A 2022 1 1 1.0 0.009 0.406 100%
42 Beaulieu, Marie-Claude and Dufour, Jean-Marie and ... 2020 1 1 1.0 0.009 0.406 100%
43 Onatski, Alexei 2012 1 1 1.0 0.009 0.406 100%
44 Lettau, Martin and Pelger, Markus 2020 1 1 1.0 0.009 0.406 100%
45 Lettau, Martin and Pelger, Markus 2020 1 1 1.0 0.009 0.406 100%
46 Herskovic, Bernard and Moreira, Alan and Muir, Tyl... 2019 1 1 1.0 0.009 0.406 100%
47 Dello Preite, Massimo and Uppal, Raman and Zaffaro... 2024 1 1 1.0 0.009 0.406 100%
48 Korsaye, Sofonias Alemu and Quaini, Alberto and Tr... 2021 1 1 1.0 0.009 0.406 100%
49 Daniel, Kent and Mota, Lira and Rottke, Simon and ... 2020 1 1 1.0 0.009 0.406 100%
50 Quaini, Alberto and Trojani, Fabio and Yuan, Ming 2023 1 1 1.0 0.009 0.406 100%
51 Fama, Eugene F and MacBeth, James D 1973 1 1 2.0 0.009 0.406 100%
52 Feng, Guanhao and Giglio, Stefano and Xiu, Dacheng 2020 1 1 2.0 0.009 0.406 100%
53 Herskovic, Bernard 2018 1 1 2.0 0.009 0.406 100%
54 Gofman, Michael and Segal, Gill and Wu, Youchang 2020 1 1 2.0 0.009 0.406 100%
55 Chamberlain, Gary 1983 1 1 2.0 0.009 0.406 100%
56 Bickel, Peter J and Levina, Elizaveta 2008 1 1 2.0 0.009 0.406 100%
57 Bickel, Peter J and Levina, Elizaveta 2008 1 1 2.0 0.009 0.406 100%
58 Cai, Tony and Liu, Weidong 2011 1 1 2.0 0.009 0.406 100%
59 Harvey, Campbell R and Liu, Yan and Zhu, Heqing 2016 1 1 2.0 0.009 0.406 100%
60 Harvey, Campbell R and Liu, Yan 2020 1 1 2.0 0.009 0.406 100%
61 Belloni, Alexandre and Chernozhukov, Victor and Ha... 2014 1 1 2.0 0.009 0.406 100%
62 Manski, Charles F 1985 1 1 2.0 0.009 0.406 100%
63 Horowitz, Joel L 1992 1 1 2.0 0.009 0.406 100%
64 Chudik, Alexander and Kapetanios, George and Pesar... (self) 2018 1 1 2.0 0.009 0.406 100%
65 Sharifvaghefi, Mahrad 2023 1 1 2.0 0.009 0.406 100%
66 Patricia M Dechow and Amy P Hutton and Lisa Meulbr... 2001 1 1 2.0 0.009 0.406 100%
67 Kelly, Bryan and Jiang, Hao 2014 1 1 2.0 0.009 0.406 100%
68 Ball, Ray and Gerakos, Joseph and Linnainmaa, Juha... 2016 1 1 2.0 0.009 0.406 100%
69 Hong, Harrison and Kacperczyk, Marcin 2009 1 1 2.0 0.009 0.406 100%
70 Olivier Ledoit and Michael Wolf 2022 1 1 2.0 0.009 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.