Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Fan, Jianqing and Liao, Yuan and Mincheva, Martina | 2013 | 5 | 4 | 8.0 | 0.045 | 1.000 | 100% |
| 2 | Ait-Sahalia, Yacine and Xiu, Dacheng | 2017 | 6 | 5 | 11.0 | 0.055 | 1.000 | 100% |
| 3 | Kim, Donggyu and Fan, Jianqing (self) | 2019 | 6 | 4 | 11.0 | 0.055 | 1.000 | 100% |
| 4 | Shin, Minseok and Kim, Donggyu and Wang, Yazhen an... (self) | 2021 | 6 | 5 | 11.0 | 0.055 | 1.000 | 100% |
| 5 | Fan, Jianqing and Liao, Yuan and Wang, Weichen | 2016 | 5 | 4 | 9.0 | 0.045 | 1.000 | 100% |
| 6 | Jacod, Jean and Li, Yingying and Mykland, Per A an... | 2009 | 4 | 3 | 7.0 | 0.036 | 0.928 | 100% |
| 7 | Christensen, Kim and Kinnebrock, Silja and Podolsk... (self) | 2010 | 3 | 3 | 5.0 | 0.027 | 0.843 | 100% |
| 8 | Corsi, Fulvio | 2009 | 4 | 2 | 7.0 | 0.036 | 0.811 | 100% |
| 9 | Fan, Jianqing and Kim, Donggyu (self) | 2018 | 3 | 2 | 4.0 | 0.027 | 0.737 | 100% |
| 10 | Kim, Donggyu and Wang, Yazhen (self) | 2016 | 3 | 2 | 4.0 | 0.027 | 0.737 | 100% |
| 11 | Chen, Elynn Y and Xia, Dong and Cai, Chencheng and... | 2024 | 3 | 2 | 5.0 | 0.027 | 0.737 | 100% |
| 12 | A\"\i | 2016 | 3 | 2 | 6.0 | 0.027 | 0.737 | 100% |
| 13 | Zhang, Lan | 2011 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 14 | Barndorff-Nielsen, Ole E and Hansen, Peter Reinhar... | 2011 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 15 | Shin, Minseok and Kim, Donggyu and Fan, Jianqing (self) | 2023 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 16 | Andersen, Torben G and Bollerslev, Tim and Diebold... | 2003 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 17 | Shephard, Neil and Sheppard, Kevin | 2010 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 18 | Hansen, Peter Reinhard and Huang, Zhuo and Shek, H... | 2012 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 19 | Song, Xinyu and Kim, Donggyu and Yuan, Huiling and... (self) | 2021 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 20 | Fan, Jianqing and Furger, Alex and Xiu, Dacheng | 2016 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 21 | Ahn, Seung C and Horenstein, Alex R | 2013 | 2 | 1 | 4.0 | 0.018 | 0.511 | 100% |
| 22 | Fan, Jianqing and Wang, Weichen and Zhong, Yiqiao | 2018 | 6 | 2 | 4.5 | 0.055 | 0.481 | 17% |
| 23 | Zhang, Lan and Mykland, Per A and A\"\i | 2005 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 24 | Zhang, Lan | 2006 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 25 | Fan, Jianqing and Wang, Yazhen | 2007 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 26 | Barndorff-Nielsen, Ole E and Hansen, Peter Reinhar... | 2008 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 27 | A\"\i | 2010 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 28 | Xiu, Dacheng | 2010 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 29 | Bibinger, Markus and Hautsch, Nikolaus and Malec, ... | 2014 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 30 | Kim, Donggyu and Liu, Yi and Wang, Yazhen (self) | 2018 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 31 | Kong, Xin-Bing and Liu, Cheng | 2018 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 32 | Kong, Xin-Bing and Lin, Jin-Guan and Liu, Cheng an... | 2023 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 33 | Su, Liangjun and Wang, Xia | 2017 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 34 | Chen, Elynn Y and Fan, Jianqing | 2023 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 35 | De Lathauwer, Lieven and De Moor, Bart and Vandewa... | 2000 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 36 | Kolda, Tamara G and Bader, Brett W | 2009 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 37 | Fan, Jianqing and Fan, Yingying and Lv, Jinchi | 2008 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 38 | Barndorff-Nielsen, Ole E and Hansen, Peter Reinhar... | 2011 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 39 | Bibinger, Markus and Winkelmann, Lars | 2015 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 40 | Koike, Yuta | 2016 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 41 | Li, Z Merrick and Linton, Oliver | 2022 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 42 | Cai, Tony and Liu, Weidong | 2011 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 43 | Rothman, Adam J and Levina, Elizaveta and Zhu, Ji | 2009 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 44 | Bai, Jushan and Ng, Serena | 2002 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 45 | Lam, Clifford and Yao, Qiwei | 2012 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 46 | Onatski, Alexei | 2010 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 47 | Bai, Jushan | 2003 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 48 | Stock, James H and Watson, Mark W | 2002 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 49 | Candes, Emmanuel J and Plan, Yaniv | 2010 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 50 | Cho, Juhee and Kim, Donggyu and Rohe, Karl (self) | 2017 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 51 | Fan, Jianqing and Liu, Han and Wang, Weichen | 2018 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 52 | Tao, Minjing and Wang, Yazhen and Chen, Xiaohong | 2013 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 53 | Chen, Xiaohong | 2007 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 54 | Patton, Andrew J | 2011 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 55 | Diebold, Francis X and Mariano, Robert S | 1995 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 56 | Fan, Jianqing and Zhang, Jingjin and Yu, Ke | 2012 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 57 | Fan, Jianqing and Liao, Yuan and Mincheva, Martina | 2011 | 1 | 1 | 0.5 | 0.009 | 0.087 | 0% |