Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Stroud, Jonathan R and Johannes, Michael S | 2014 | 6 | 4 | 11.0 | 0.113 | 1.000 | 100% |
| 2 | Bauwens, Luc and Omrane, Walid Ben and Giot, Pierr... | 2005 | 3 | 2 | 4.0 | 0.057 | 0.737 | 100% |
| 3 | Geweke, John | 1996 | 3 | 2 | 6.0 | 0.057 | 0.737 | 100% |
| 4 | Campbell, John Y and Clarida, Richard H | 1987 | 3 | 2 | 5.0 | 0.057 | 0.737 | 100% |
| 5 | Bhansali, Vineer | 2007 | 2 | 2 | 3.0 | 0.038 | 0.644 | 100% |
| 6 | Ito, Takatoshi and Hashimoto, Yuko | 2006 | 4 | 1 | 4.0 | 0.075 | 0.644 | 100% |
| 7 | Lustig, Hanno and Roussanov, Nikolai and Verdelhan... | 2011 | 2 | 2 | 3.0 | 0.038 | 0.644 | 100% |
| 8 | Abanto-Valle, Carlos A and Migon, Helio S and Lope... (self) | 2010 | 2 | 2 | 3.0 | 0.038 | 0.644 | 100% |
| 9 | Kim, Sangjoon and Shephard, Neil and Chib, Siddhar... | 1998 | 2 | 2 | 4.0 | 0.038 | 0.644 | 100% |
| 10 | Ederington, Louis and Lee, Jae Ha | 2001 | 3 | 1 | 3.0 | 0.057 | 0.585 | 100% |
| 11 | Andersen, Torben G and Bollerslev, Tim | 1998 | 2 | 1 | 2.0 | 0.038 | 0.511 | 100% |
| 12 | George, Edward I and McCulloch, Robert E | 1993 | 2 | 1 | 4.0 | 0.038 | 0.511 | 100% |
| 13 | Taylor, John B | 1993 | 2 | 1 | 4.0 | 0.038 | 0.511 | 100% |
| 14 | Blanchard, Olivier and Adler, Gustavo and de Carva... | 2015 | 1 | 1 | 1.0 | 0.019 | 0.406 | 100% |
| 15 | Fratzscher, Marcel and Gloede, Oliver and Menkhoff... | 2019 | 1 | 1 | 1.0 | 0.019 | 0.406 | 100% |
| 16 | Gabaix, Xavier and Maggiori, Matteo | 2015 | 1 | 1 | 1.0 | 0.019 | 0.406 | 100% |
| 17 | Andersen, Torben G and Bollerslev, Tim and Diebold... | 2007 | 1 | 1 | 1.0 | 0.019 | 0.406 | 100% |
| 18 | S\o | 2002 | 1 | 1 | 1.0 | 0.019 | 0.406 | 100% |
| 19 | Grolemund, Garrett and Wickham, Hadley | 2011 | 1 | 1 | 2.0 | 0.019 | 0.406 | 100% |
| 20 | Mitchell, Toby J and Beauchamp, John J | 1988 | 1 | 1 | 2.0 | 0.019 | 0.406 | 100% |
| 21 | Ishwaran, Hemant and Rao, J Sunil | 2005 | 1 | 1 | 2.0 | 0.019 | 0.406 | 100% |
| 22 | Marshall, Andrew and Musayev, Taleh and Pinto, Hel... | 2012 | 1 | 1 | 2.0 | 0.019 | 0.406 | 100% |
| 23 | Chen, Yu-Lun and Gau, Yin-Feng | 2010 | 1 | 1 | 2.0 | 0.019 | 0.406 | 100% |
| 24 | Harvey, Campbell R and Huang, Roger D | 1991 | 1 | 1 | 2.0 | 0.019 | 0.406 | 100% |
| 25 | Hautsch, Nikolaus | 2011 | 1 | 1 | 2.0 | 0.019 | 0.406 | 100% |
| 26 | Pencavel, John | 2015 | 1 | 1 | 2.0 | 0.019 | 0.406 | 100% |
| 27 | Andersen, Torben Gustav and Benzoni, Luca | 2008 | 1 | 1 | 2.0 | 0.019 | 0.406 | 100% |
| 28 | Campbell, John Y | 2017 | 1 | 1 | 2.0 | 0.019 | 0.406 | 100% |
| 29 | Fru | 1994 | 1 | 1 | 2.0 | 0.019 | 0.406 | 100% |
| 30 | Carter, Chris K and Kohn, Robert | 1994 | 1 | 1 | 2.0 | 0.019 | 0.406 | 100% |