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Citation Analysis

A nonparametric test for diurnal variation \\ in spot correlation processes
Kim Christensen, Ulrich Hounyo, Zhi Liu
https://arxiv.org/abs/2408.02757
96
Citation mentions
56
Cited references
11
Sections
4,938
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 Christensen, Hounyo, and Podolskij (self) 2018 4 3 7.0 0.042 0.928 100%
2 Andersen, Thyrsgaard, and Todorov 2019 4 4 6.0 0.042 0.928 100%
3 Hansen and Luo 2023 4 3 5.0 0.042 0.928 100%
4 Andersen, Su, Todorov, and Zhang 2024 17 6 23.0 0.177 0.865 65%
5 Bibinger, Hautsch, Malec, and Reiss 2019 3 3 4.0 0.031 0.843 100%
6 Allez and Bouchaud 2011 3 3 4.0 0.031 0.843 100%
7 Andersen, Tan, Todorov, and Zhang 2025 3 2 6.0 0.031 0.737 100%
8 Andersen and Bollerslev 1997 2 2 3.0 0.021 0.644 100%
9 Boudt, Croux, and Laurent 2011 2 2 3.0 0.021 0.644 100%
10 Barndorff-Nielsen and Shephard 2004 2 2 4.0 0.021 0.644 100%
11 Christensen, Thyrsgaard, and Veliyev (self) 2019 2 2 4.0 0.021 0.644 100%
12 Mancini 2009 2 2 4.0 0.021 0.644 100%
13 Andrews 1991 3 2 3.0 0.031 0.511 33%
14 A\"it-Sahalia and Xiu 2019 2 1 4.0 0.021 0.511 100%
15 Christensen, Timmermann, and Veliyev (self) 2025 2 1 4.0 0.021 0.511 100%
16 Markowitz 1952 1 1 1.0 0.010 0.406 100%
17 Fama and French 2015 1 1 1.0 0.010 0.406 100%
18 Sharpe 1964 1 1 1.0 0.010 0.406 100%
19 Engle 2002 1 1 1.0 0.010 0.406 100%
20 Noureldin, Shephard, and Sheppard 2012 1 1 1.0 0.010 0.406 100%
21 A\"it-Sahalia, Fan, and Xiu 2010 1 1 1.0 0.010 0.406 100%
22 Boudt, Cornelissen, and Croux 2012 1 1 1.0 0.010 0.406 100%
23 Harris 1986 1 1 1.0 0.010 0.406 100%
24 Wood, McInish, and Ord 1985 1 1 1.0 0.010 0.406 100%
25 Andersen and Bollerslev 1998 1 1 1.0 0.010 0.406 100%
26 Reiss, Todorov, and Tauchen 2015 1 1 1.0 0.010 0.406 100%
27 Delbaen and Schachermayer 1994 1 1 2.0 0.010 0.406 100%
28 A\"it-Sahalia and Jacod 2018 1 1 2.0 0.010 0.406 100%
29 Bolko, Christensen, Pakkanen, and Veliyev (self) 2023 1 1 2.0 0.010 0.406 100%
30 Fukasawa, Takabatake, and Westphal 2022 1 1 2.0 0.010 0.406 100%
31 Gatheral, Jaisson, and Rosenbaum 2018 1 1 2.0 0.010 0.406 100%
32 Shi and Yu 2023 1 1 2.0 0.010 0.406 100%
33 Wang, Xiao, and Yu 2023 1 1 2.0 0.010 0.406 100%
34 Liu, Liu, and Liu (self) 2018 1 1 2.0 0.010 0.406 100%
35 Boniece, Figueroa-L\'opez, and Zhou 2025 1 1 2.0 0.010 0.406 100%
36 Mancino, Mariotti, and Toscano 2024 1 1 2.0 0.010 0.406 100%
37 Jacod and Protter 2012 1 1 2.0 0.010 0.406 100%
38 Barndorff-Nielsen and Shephard 2004 1 1 2.0 0.010 0.406 100%
39 Heston 1993 1 1 2.0 0.010 0.406 100%
40 Andersen, Dobrev, and Schaumburg 2012 1 1 2.0 0.010 0.406 100%
41 Hasbrouck 1999 1 1 2.0 0.010 0.406 100%
42 Teng, Ehrhardt, and G\"unther 2016 1 1 2.0 0.010 0.406 100%
43 A\"it-Sahalia, Jacod, and Li 2012 1 1 2.0 0.010 0.406 100%
44 A\"it-Sahalia and Xiu 2016 1 1 2.0 0.010 0.406 100%
45 Bajgrowicz, Scaillet, and Treccani 2016 1 1 2.0 0.010 0.406 100%
46 Epps 1979 1 1 2.0 0.010 0.406 100%
47 Barndorff-Nielsen, Hansen, Lunde, and Shephard 2011 1 1 2.0 0.010 0.406 100%
48 Barndorff-Nielsen, Hansen, Lunde, and Shephard 2009 1 1 2.0 0.010 0.406 100%
49 Christensen, Oomen, and Podolskij (self) 2014 1 1 2.0 0.010 0.406 100%
50 Wasserfallen and Zimmermann 1985 1 1 2.0 0.010 0.406 100%
51 Jacod, Li, Mykland, Podolskij, and Vetter 2009 1 1 2.0 0.010 0.406 100%
52 Podolskij and Vetter 2009 1 1 2.0 0.010 0.406 100%
53 Podolskij and Vetter 2009 1 1 2.0 0.010 0.406 100%
54 Patton and Verardo 2012 1 1 2.0 0.010 0.406 100%
55 Savor and Wilson 2016 1 1 2.0 0.010 0.406 100%
56 Wang and Zajac 2007 1 1 2.0 0.010 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.