Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Ait-Sahalia, Yacine and Xiu, Dacheng | 2017 | 6 | 3 | 12.0 | 0.077 | 1.000 | 100% |
| 2 | Bollerslev, Tim and Li, Jia and Ren, Yuexuan | 2024 | 8 | 4 | 16.0 | 0.103 | 1.000 | 100% |
| 3 | Kong, Xinbing and Wu, Bin and Ye, Wuyi (self) | 2024 | 3 | 3 | 6.0 | 0.038 | 0.843 | 100% |
| 4 | Hollstein, Fabian and Prokopczuk, Marcel and Wese ... | 2020 | 3 | 2 | 5.0 | 0.038 | 0.737 | 100% |
| 5 | Cui, Liyuan and Hong, Yongmiao and Li, Yingxing an... | 2024 | 3 | 2 | 5.0 | 0.038 | 0.737 | 100% |
| 6 | Bandi, Federico M and Kolokolov, Aleksey and Pirin... | 2020 | 3 | 2 | 6.0 | 0.038 | 0.737 | 100% |
| 7 | Bandi, Federico M and Pirino, Davide and Reno | 2024 | 3 | 2 | 6.0 | 0.038 | 0.737 | 100% |
| 8 | Kong, Xinbing and Lin, Jin-Guan and Liu, Cheng and... (self) | 2023 | 2 | 2 | 3.0 | 0.026 | 0.644 | 100% |
| 9 | Zhang, Lan | 2011 | 2 | 2 | 3.0 | 0.026 | 0.644 | 100% |
| 10 | A\"\i | 2010 | 2 | 2 | 3.0 | 0.026 | 0.644 | 100% |
| 11 | Zhang, Bo and Pan, Guangming and Gao, Jiti | 2018 | 2 | 2 | 3.0 | 0.026 | 0.644 | 100% |
| 12 | Onatski, Alexei and Wang, Chen | 2024 | 2 | 2 | 3.0 | 0.026 | 0.644 | 100% |
| 13 | Recht, Benjamin and Fazel, Maryam and Parrilo, Pab... | 2010 | 2 | 2 | 3.0 | 0.026 | 0.644 | 100% |
| 14 | Scheinberg, Katya and Ma, Shiqian and Goldfarb, Do... | 2010 | 2 | 2 | 4.0 | 0.026 | 0.644 | 100% |
| 15 | Bandi, Federico M and Pirino, Davide and Reno, Rob... | 2017 | 2 | 2 | 4.0 | 0.026 | 0.644 | 100% |
| 16 | Fan, Jianqing and Li, Yingying and Yu, Ke | 2012 | 2 | 2 | 4.0 | 0.026 | 0.644 | 100% |
| 17 | Scholes, Myron and Williams, Joseph | 1977 | 2 | 2 | 4.0 | 0.026 | 0.644 | 100% |
| 18 | Andersen, Torben G and Thyrsgaard, Martin and Todo... | 2021 | 2 | 2 | 4.0 | 0.026 | 0.644 | 100% |
| 19 | Hayashi, Takaki and Yoshida, Nakahiro | 2005 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 20 | Chen, Dachuan and Mykland, Per A and Zhang, Lan | 2020 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 21 | Fan, Jianqing and Furger, Alex and Xiu, Dacheng | 2016 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 22 | Kong, Xinbing and Liu, Cheng (self) | 2018 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 23 | Pelger, Markus | 2019 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 24 | Shin, Minseok and Kim, Donggyu and Fan, Jianqing | 2023 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 25 | Barndorff-Nielsen, Ole E and Hansen, Peter Reinhar... | 2011 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 26 | Liu, Cheng and Tang, Cheng Yong (self) | 2014 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 27 | Shephard, Neil and Xiu, Dacheng | 2017 | 1 | 1 | 1.0 | 0.013 | 0.406 | 100% |
| 28 | Candes, Emmanuel and Recht, Benjamin | 2012 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 29 | Chen, Yuxin and Fan, Jianqing and Ma, Cong and Yan... | 2019 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 30 | Kong, Xinbing (self) | 2017 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 31 | Kong, Xinbing (self) | 2018 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 32 | Boyd, Stephen and Parikh, Neal and Chu, Eric and P... | 2011 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 33 | Gandy, Silvia and Recht, Benjamin and Yamada, Isao | 2011 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 34 | Szarek, Stanislaw J | 1983 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 35 | Barndorff-Nielsen, Ole E and Hansen, Peter Reinhar... | 2008 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 36 | Mykland, Per A and Zhang, Lan and Chen, Dachuan | 2019 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 37 | Pelger, Markus | 2020 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 38 | Duan, Junting and Pelger, Markus and Xiong, Ruoxua... | 2024 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 39 | Barndorff-Nielsen, Ole E and Shephard, Neil | 2004 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 40 | Li, Jia and Todorov, Viktor and Tauchen, George | 2017 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 41 | Amihud, Yakov and Mendelson, Haim | 1986 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 42 | Pa | 2003 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 43 | A\"\i | 2014 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 44 | Wainwright, Martin J | 2019 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |
| 45 | Zhang, Ning and Zhang, Liwei | 2016 | 1 | 1 | 2.0 | 0.013 | 0.406 | 100% |