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Citation Analysis

Cross-sectional Dependence in Idiosyncratic Volatility%
Ilze Kalnina, Kokouvi Tewou
https://arxiv.org/abs/2408.13437
123
Citation mentions
48
Cited references
16
Sections
21,166
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 Bernard Herskovic and Bryan Kelly and Hanno Lustig... 2016 11 3 15.0 0.089 1.000 100%
2 Vetter, M. 2015 11 5 17.0 0.089 1.000 100%
3 Jacod, J. and Rosenbaum, M. 2015 18 9 32.0 0.146 1.000 100%
4 Yacine A\"\i 2014 9 7 16.0 0.073 1.000 100%
5 Jean Jacod and Mathieu Rosenbaum 2013 5 4 9.0 0.041 1.000 100%
6 Yacine A\"\i 2020 4 3 6.0 0.033 0.928 100%
7 Jia Li and Viktor Todorov and George Tauchen 2016 4 4 7.0 0.033 0.928 100%
8 Ilze Kalnina and Dacheng Xiu (self) 2017 4 3 7.0 0.033 0.928 100%
9 Jia Li and Viktor Todorov and George Tauchen 2017 3 2 5.0 0.024 0.737 100%
10 A\"\i 2013 3 2 5.0 0.024 0.737 100%
11 Zhanhui Chen and Ralitsa Petkova 2012 2 2 3.0 0.016 0.644 100%
12 Ole E. Barndorff-Nielsen and Neil Shephard 2004 2 2 3.0 0.016 0.644 100%
13 Per Aslak Mykland and Lan Zhang 2006 2 2 3.0 0.016 0.644 100%
14 Yacine A\"\i 2 2 3.0 0.016 0.644 100%
15 Wang, D. C. and P. A. Mykland 2014 2 2 3.0 0.016 0.644 100%
16 John Y. Campbell and Martin Lettau and Burton G. M... 2001 2 1 2.0 0.016 0.511 100%
17 Connor, Gregory and Korajczyk, Robert A. and Linto... 2 1 2.0 0.016 0.511 100%
18 Jefferson Duarte and Avraham Kamara and Stephan Si... 2 1 2.0 0.016 0.511 100%
19 Peter Christoffersen and Mahieu Fournier and Kris ... 2018 2 1 2.0 0.016 0.511 100%
20 Valentina Corradi and Walter Distaso 2006 2 1 2.0 0.016 0.511 100%
21 Bandi, Federico and Roberto Reno 2012 2 1 2.0 0.016 0.511 100%
22 Jia Li and Andrew J. Patton 2018 2 1 2.0 0.016 0.511 100%
23 Shin Kanaya and Dennis Kristensen 2016 2 1 2.0 0.016 0.511 100%
24 Elise Gourier 1 1 1.0 0.008 0.406 100%
25 Andrew Ang and Robert J. Hodrick and Yuhand Xing a... 2006 1 1 1.0 0.008 0.406 100%
26 Torben G. Andersen and Tim Bollerslev and Francis ... 1 1 1.0 0.008 0.406 100%
27 Tim Bollerslev and Viktor Todorov 2010 1 1 1.0 0.008 0.406 100%
28 Jianqing Fan and Alex Furger and Dacheng Xiu 2016 1 1 1.0 0.008 0.406 100%
29 Jia Li and Viktor Todorov and George Tauchen 2017 1 1 1.0 0.008 0.406 100%
30 Yacine A\"\i 2019 1 1 1.0 0.008 0.406 100%
31 Yacine A\"\i 2017 1 1 1.0 0.008 0.406 100%
32 Markus Pelger 2019 1 1 1.0 0.008 0.406 100%
33 Markus Pelger 2020 1 1 1.0 0.008 0.406 100%
34 Yingying Li and Guangying Liu and Zhiyuan Zhang 2022 1 1 1.0 0.008 0.406 100%
35 Chong, Carsten H. and Todorov, Viktor 1 1 1.0 0.008 0.406 100%
36 Jia Li and Yunxiao Liu and Dacheng Xiu 2019 1 1 1.0 0.008 0.406 100%
37 Viktor Todorov 2009 1 1 1.0 0.008 0.406 100%
38 Tim Bollerslev and Hao Zhou 2002 1 1 1.0 0.008 0.406 100%
39 Peter Reinhard Hansen and Asger Lunde and Valeri V... 2014 1 1 1.0 0.008 0.406 100%
40 Francis X. Diebold and K. Yilmaz 2014 1 1 1.0 0.008 0.406 100%
41 Dennis Kristensen 2010 1 1 2.0 0.008 0.406 100%
42 Aldous, D. G. and G. K. Eagleson 1978 1 1 2.0 0.008 0.406 100%
43 Jean Jacod and Philip Protter 2012 1 1 2.0 0.008 0.406 100%
44 Ilze Kalnina (self) 2011 1 1 2.0 0.008 0.406 100%
45 Ilze Kalnina (self) 2023 1 1 2.0 0.008 0.406 100%
46 Ole E. Barndorff-Nielsen and Peter Reinhard Hansen... 2008 1 1 2.0 0.008 0.406 100%
47 Lily Liu and Andrew Patton and Kevin Sheppard 2015 1 1 2.0 0.008 0.406 100%
48 Jia Li and Viktor Todorov and George Tauchen 2013 1 1 2.0 0.008 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.