Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Bai | 2003 | 14 | 6 | 23.0 | 0.119 | 1.000 | 100% |
| 2 | Bai and Ng | 2013 | 5 | 4 | 7.5 | 0.042 | 1.000 | 100% |
| 3 | Kelly, Pruitt, and Su | 2019 | 6 | 3 | 9.0 | 0.051 | 1.000 | 100% |
| 4 | Giglio and Xiu | 2021 | 24 | 10 | 39.0 | 0.203 | 0.986 | 96% |
| 5 | Bai and Ng | 2002 | 4 | 3 | 5.5 | 0.034 | 0.928 | 100% |
| 6 | Giglio, Xiu, and Zhang | 2021 | 4 | 4 | 7.0 | 0.034 | 0.928 | 100% |
| 7 | Chen, Pelger, and Zhu | 2020 | 4 | 3 | 5.0 | 0.034 | 0.928 | 100% |
| 8 | Belloni, Chernozhukov, and Hansen | 2014 | 8 | 4 | 9.5 | 0.068 | 0.909 | 75% |
| 9 | Bianchi, Guidolin, and Pedio | 2022 | 3 | 3 | 5.0 | 0.025 | 0.843 | 100% |
| 10 | Gu, Kelly, and Xiu | 2020 | 3 | 3 | 3.5 | 0.025 | 0.843 | 100% |
| 11 | Kelly, Pruitt, and Su | 2020 | 3 | 3 | 4.5 | 0.025 | 0.843 | 100% |
| 12 | Belloni, Chernozhukov, Chetverikov, Hansen, and Ka... | 2018 | 6 | 4 | 7.5 | 0.051 | 0.794 | 50% |
| 13 | Babiak and Bianchi | 2021 | 2 | 2 | 3.0 | 0.017 | 0.644 | 100% |
| 14 | Fama and MacBeth | 1973 | 2 | 2 | 2.5 | 0.017 | 0.644 | 100% |
| 15 | Connor and Linton | 2007 | 2 | 2 | 2.5 | 0.017 | 0.644 | 100% |
| 16 | Fan, Liao, and Wang | 2016 | 2 | 2 | 4.0 | 0.017 | 0.644 | 100% |
| 17 | Ross | 1976 | 2 | 1 | 1.0 | 0.017 | 0.511 | 100% |
| 18 | Giglio, Kelly, and Xiu | 2022 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 19 | Sharpe | 1964 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 20 | Cochrane | 2009 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 21 | Fama and French | 1992 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 22 | Shanken | 1992 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 23 | Cochrane | 2011 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 24 | Feng, Giglio, and Xiu | 2020 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 25 | Chamberlain | 1983 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 26 | Ang, Liu, and Schwarz | 2009 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 27 | Gu, Kelly, and Xiu | 2021 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 28 | Feng, He, Polson, and Xu | 2018 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 29 | Guijarro-Ordonez, Pelger, and Zanotti | 2021 | 1 | 1 | 0.5 | 0.008 | 0.406 | 100% |
| 30 | Bianchi, Buchner, and Tamoni | 2021 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 31 | Connor, Hagmann, and Linton | 2012 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 32 | Chernozhukov, Chetverikov, Demirer, Duflo, Hansen,... | 2018 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 33 | Semenova and Chernozhukov | 2021 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 34 | Lopez de Prado | 2022 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 35 | Chernozhukov, Hansen, and Spindler | 2015 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 36 | Chetverikov and Sorensen | 2021 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 37 | Newey and West | 1987 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 38 | Lee, Sun, Sun, and Taylor | 2016 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 39 | Liu, Tsyvinski, and Wu | 2022 | 1 | 1 | 2.0 | 0.008 | 0.406 | 100% |
| 40 | Vershynin | 2018 | 1 | 1 | 0.5 | 0.008 | 0.087 | 0% |
| 41 | Yu, Wang, and Samworth | 2015 | 1 | 1 | 0.5 | 0.008 | 0.087 | 0% |