Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | ---\hspace-.1pt---\hspace-.1pt--- | 2015 | 6 | 3 | 8.0 | 0.054 | 1.000 | 100% |
| 2 | Feng, Guanhao, Stefano Giglio, and Dacheng Xiu | 2020 | 10 | 6 | 18.0 | 0.089 | 1.000 | 100% |
| 3 | Kozak, Serhiy, Stefan Nagel, and Shrihari Santosh | 2020 | 5 | 3 | 8.0 | 0.045 | 1.000 | 100% |
| 4 | Jensen, Theis Ingerslev, Bryan Kelly, and Lasse He... | 2023 | 10 | 7 | 19.0 | 0.089 | 1.000 | 100% |
| 5 | Chen, Andrew Y. and Tom Zimmermann | 2022 | 7 | 3 | 13.0 | 0.062 | 1.000 | 100% |
| 6 | Elenberg, Ethan, Rajiv Khanna, Alexandros Dimakis,... | 2018 | 6 | 3 | 12.0 | 0.054 | 1.000 | 100% |
| 7 | Jegadeesh, Narasimhan and Sheridan Titman | 1993 | 3 | 3 | 5.0 | 0.027 | 0.843 | 100% |
| 8 | Fama, Eugene F. and Kenneth R. French | 1993 | 3 | 3 | 5.0 | 0.027 | 0.843 | 100% |
| 9 | Lewellen, Jonathan, Stefan Nagel, and Jay Shanken | 2010 | 4 | 2 | 8.0 | 0.036 | 0.811 | 100% |
| 10 | Hastie, Trevor, Robert Tibshirani, and Jerome Frie... | 2009 | 3 | 2 | 4.0 | 0.027 | 0.737 | 100% |
| 11 | Carhart, Mark M | 1997 | 5 | 1 | 5.0 | 0.045 | 0.693 | 100% |
| 12 | Nagel, Stefan | 2021 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 13 | Dittmar, Robert F | 2002 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 14 | Harvey, Campbell R and Yan Liu (self) | 2021 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 15 | Bali, Turan G, Stephen J Brown, and Yi Tang | 2017 | 3 | 1 | 6.0 | 0.027 | 0.585 | 100% |
| 16 | Cochrane, John H | 2011 | 2 | 1 | 2.0 | 0.018 | 0.511 | 100% |
| 17 | Giglio, Stefano and Dacheng Xiu | 2021 | 2 | 1 | 2.0 | 0.018 | 0.511 | 100% |
| 18 | Koijen, Ralph SJ, Hanno Lustig, and Stijn Van Nieu... | 2017 | 2 | 1 | 2.0 | 0.018 | 0.511 | 100% |
| 19 | Connor, Gregory and Robert A Korajczyk | 1986 | 2 | 1 | 2.0 | 0.018 | 0.511 | 100% |
| 20 | Chapman, David A | 1997 | 2 | 1 | 4.0 | 0.018 | 0.511 | 100% |
| 21 | He, Zhiguo, Bryan Kelly, and Asaf Manela | 2017 | 2 | 1 | 4.0 | 0.018 | 0.511 | 100% |
| 22 | Chernozhukov, Victor, Denis Chetverikov, Mert Demi... (self) | 2018 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 23 | Bansal, Ravi and Salim Viswanathan | 1993 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 24 | Harvey, Campbell R and Akhtar Siddique | 2000 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 25 | Harvey, Campbell R, Yan Liu, and Heqing Zhu (self) | 2016 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 26 | McLean, R David and Jeffrey Pontiff | 2016 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 27 | Green, Jeremiah, John RM Hand, and X Frank Zhang | 2017 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 28 | Gu, Shihao, Bryan Kelly, and Dacheng Xiu | 2020 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 29 | Freyberger, Joachim, Andreas Neuhierl, and Michael... | 2020 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 30 | Lettau, Martin and Markus Pelger | 2020 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 31 | Borri, Nicola, Denis Chetverikov, Yukun Liu, and A... (self) | 2024 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 32 | Cochrane, John | 2005 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 33 | Zhang, Tony | 2009 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 34 | Das, Abhimanyu and David Kempe | 2018 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 35 | Kozbur, Damian | 2020 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 36 | Belloni, Alexandre, Victor Chernozhukov, and Chris... | 2014 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 37 | Zhang, Cun-Hui and Stephanie Zhang | 2014 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 38 | Javanmard, Adel and Andrea Montanari | 2014 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 39 | de Geer, Van, Peter Sara, Buhlmann, Yakov Ritov, a... | 2014 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 40 | Belloni, Alexander and Victor Chernozhukov | 2009 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 41 | Newey, Whitney | 1994 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 42 | Newey, Whitney K and Kenneth D West | 1987 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 43 | Herskovic, Bernard, Bryan Kelly, Hanno Lustig, and... | 2016 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 44 | Adrian, Tobias, Erkko Etula, and Tyler Muir | 2014 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 45 | Pastor, L'ubo\vs and Robert F Stambaugh | 2003 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 46 | Campbell, John Y | 1996 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 47 | Sweeney, Richard J and Arthur D Warga | 1986 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 48 | Manela, Asaf and Alan Moreira | 2017 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 49 | Baker, Malcolm and Jeffrey Wurgler | 2006 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 50 | Huang, Dashan, Fuwei Jiang, Jun Tu, and Guofu Zhou | 2015 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |