Citation Analysis

Low Volatility Stock Portfolio \\ Through High Dimensional Bayesian Cointegration
Parley R Yang, Alexander Y Shestopaloff
https://arxiv.org/abs/2407.10175
18
Citation mentions
13
Cited references
6
Sections
1,054
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 Yang, Parley Ruogu and Alexander Y Shestopaloff (self) 2 2 2.5 0.111 0.644 100%
2 Borrageiro, Gabriel Francisco and Firoozye, Nick a... 2022 2 1 1.0 0.111 0.511 100%
3 Ziyin, Liu and Minami, Kentaro and Imajo, Kentaro 2022 2 1 1.0 0.111 0.511 100%
4 Peng, Yiming and Linetsky, Vadim 2022 2 1 1.0 0.111 0.511 100%
5 Turner, Edward and Cucuringu, Mihai 2023 2 1 1.0 0.111 0.511 100%
6 Harry Markowitz 1952 1 1 0.5 0.056 0.406 100%
7 Joshua Brodie and Ingrid Daubechies and Christine ... 2009 1 1 0.5 0.056 0.406 100%
8 Robert J. Elliott, John Van Der Hoek and William P... 2005 1 1 0.5 0.056 0.406 100%
9 Robert F. Engle and C. W. J. Granger 1987 1 1 0.5 0.056 0.406 100%
10 Liang, Chong and Schienle, Melanie 1 1 0.5 0.056 0.406 100%
11 Veronika Rockova and Edward I. George 1 1 0.5 0.056 0.406 100%
12 Bai, Ray and Rockova, Veronika and George, Edward ... 2021 1 1 2.0 0.056 0.406 100%
13 Xu, Maoran and Duan, Leo L 2023 1 1 2.0 0.056 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.