Citation Analysis

Enhancing Efficiency of Local Projections Estimation with Volatility Clustering in High-Frequency Data
Chew Lian Chua, David Gunawan, Sandy Suardi
https://arxiv.org/abs/2503.02217

Citation mentions

Cited references

Sections

2,607

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	Li, Plagborg-Møller and Wolf	2024	2	2	3.0	0.222	0.644	100%
2	Jordà	2005	1	1	1.0	0.111	0.406	100%
3	Ma, Wang, Wang and Xiao	2024	1	1	1.0	0.111	0.406	100%
4	Jalles and Karras	2024	1	1	1.0	0.111	0.406	100%
5	Musholombo	2023	1	1	1.0	0.111	0.406	100%
6	Stock and Watson	2018	1	1	1.0	0.111	0.406	100%
7	Montiel Olea and Plagborg-Møller	2021	1	1	1.0	0.111	0.406	100%
8	Corsi	2009	1	1	2.0	0.111	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.