Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Cont, R. and Xiong, W | 2022 | 5 | 3 | 7.0 | 0.062 | 1.000 | 100% |
| 2 | Filar, J. and Vrieze, K | 2012 | 7 | 4 | 11.0 | 0.087 | 0.894 | 71% |
| 3 | Avellaneda, M. and Stoikov, S | 2008 | 6 | 2 | 9.0 | 0.075 | 0.874 | 100% |
| 4 | Luo, J. and Zheng, H (self) | 2021 | 3 | 3 | 5.0 | 0.037 | 0.843 | 100% |
| 5 | Even-Dar, E., Mansour, Y., and Bartlett, P | 2003 | 5 | 2 | 8.5 | 0.062 | 0.811 | 80% |
| 6 | Gueant, O., Lehalle, C.-A., and Fernandez-Tapia, J | 2013 | 3 | 2 | 4.0 | 0.037 | 0.737 | 100% |
| 7 | Hu, J. and Wellman, M. P | 2003 | 3 | 2 | 5.0 | 0.037 | 0.737 | 100% |
| 8 | Sutton, R. S. and Barto, A. G | 2018 | 2 | 2 | 3.0 | 0.025 | 0.644 | 100% |
| 9 | Gihman, I. I. and Skorohod, A. V | 2012 | 3 | 2 | 4.5 | 0.037 | 0.644 | 67% |
| 10 | Guo, X. and Hernandez-Lerma, O | 2005 | 5 | 2 | 5.5 | 0.062 | 0.644 | 40% |
| 11 | Cartea, A., Jaimungal, S., and Ricci, J | 2014 | 2 | 1 | 2.0 | 0.025 | 0.511 | 100% |
| 12 | Xiong, W. and Cont, R | 2021 | 2 | 1 | 2.0 | 0.025 | 0.511 | 100% |
| 13 | Ardon, L., Vadori, N., Spooner, T., Xu, M., Vann, ... | 2021 | 2 | 1 | 2.0 | 0.025 | 0.511 | 100% |
| 14 | Wang, Z., Ventre, C., and Polukarov, M | 2023 | 2 | 1 | 2.0 | 0.025 | 0.511 | 100% |
| 15 | Kakumanu, P | 1971 | 2 | 2 | 2.5 | 0.025 | 0.511 | 50% |
| 16 | Li, L | 2012 | 2 | 1 | 4.0 | 0.025 | 0.511 | 100% |
| 17 | Amihud, Y. and Mendelson, H | 1980 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 18 | Ho, T. and Stoll, H. R | 1981a | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 19 | Kyle, A. S | 1984 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 20 | Kyle, A. S | 1985 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 21 | Kyle, A. S | 1989 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 22 | A\"\it-Sahalia, Y. and Sa\uglam, M | 2023 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 23 | Kelly, B. and Xiu, D | 2023 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 24 | Hambly, B., Xu, R., and Yang, H | 2023 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 25 | Ga\vsperov, B., Begu\vsi\'c, S., Posedel \vSimovi\... | 2021 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 26 | A\"\it-Sahalia, Y. and Jacod, J | 2014 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 27 | Ganesh, S., Vadori, N., Xu, M., Zheng, H., Reddy, ... (self) | 2019 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 28 | Cartea, A., Chang, P., and Penalva, J | 2022b | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 29 | Cartea, A., Chang, P., Mroczka, M., and Oomen, R | 2022a | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 30 | Han, B | 2022 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 31 | Vadori, N., Ardon, L., Ganesh, S., Spooner, T., Am... (self) | 2024 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 32 | Ho, T. and Stoll, H. R | 1981b | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 33 | Cont, R., Stoikov, S., and Talreja, R | 2010 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 34 | Fleming, W. H. and Soner, H. M | 2006 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 35 | Bensoussan, A. and Robin, M | 1982 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 36 | Bayraktar, E. and Kara, A. D | 2023 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 37 | Nash, J | 1951 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 38 | Abreu, D., Pearce, D., and Stacchetti, E | 1990 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 39 | Sannikov, Y | 2007 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 40 | Hanson, F. B | 2007 | 2 | 2 | 1.0 | 0.025 | 0.139 | 0% |
| 41 | Shah, D. and Xie, Q | 2018 | 1 | 1 | 0.5 | 0.013 | 0.087 | 0% |