Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Figueroa-Lo | 2024 | 6 | 4 | 11.0 | 0.064 | 1.000 | 100% |
| 2 | Choi, Sung Hoon and Kim, Donggyu (self) | 2025 | 6 | 3 | 10.0 | 0.064 | 1.000 | 100% |
| 3 | Zhang, Chao and Zhang, Yihuang and Cucuringu, Miha... | 2024 | 3 | 2 | 5.0 | 0.032 | 0.737 | 100% |
| 4 | Ahn, Seung C and Horenstein, Alex R | 2013 | 3 | 2 | 6.0 | 0.032 | 0.737 | 100% |
| 5 | Fan, Jianqing and Kim, Donggyu (self) | 2018 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 6 | Corsi, Fulvio | 2009 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 7 | Fan, Jianqing and Wang, Yazhen | 2008 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 8 | Foster, Dean P and Nelson, Daniel B | 1996 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 9 | Kristensen, Dennis | 2010 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 10 | Mancini, Cecilia and Mattiussi, Vanessa and Reno | 2015 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 11 | Todorov, Viktor | 2019 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 12 | Todorov, Viktor and Zhang, Yang | 2023 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 13 | Zu, Yang and Boswijk, H Peter | 2014 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 14 | Li, Z Merrick and Linton, Oliver | 2023 | 2 | 2 | 3.0 | 0.021 | 0.644 | 100% |
| 15 | Candes, Emmanuel J and Plan, Yaniv | 2010 | 2 | 2 | 4.0 | 0.021 | 0.644 | 100% |
| 16 | Fan, Jianqing and Liu, Han and Wang, Weichen | 2018 | 2 | 1 | 4.0 | 0.021 | 0.511 | 100% |
| 17 | Fan, Jianqing and Wang, Weichen and Zhong, Yiqiao | 2018 | 2 | 2 | 2.5 | 0.021 | 0.511 | 50% |
| 18 | Benjamini, Yoav and Hochberg, Yosef | 1995 | 4 | 2 | 3.5 | 0.043 | 0.511 | 25% |
| 19 | A\"\i | 2010 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 20 | Barndorff-Nielsen, Ole E and Hansen, Peter Reinhar... | 2008 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 21 | Barndorff-Nielsen, Ole E and Hansen, Peter Reinhar... | 2011 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 22 | Bibinger, Markus and Hautsch, Nikolaus and Malec, ... | 2014 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 23 | Christensen, Kim and Kinnebrock, Silja and Podolsk... (self) | 2010 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 24 | Fan, Jianqing and Wang, Yazhen | 2007 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 25 | Jacod, Jean and Li, Yingying and Mykland, Per A an... | 2009 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 26 | Xiu, Dacheng | 2010 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 27 | Zhang, Lan and Mykland, Per A and A\"\i | 2005 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 28 | Zhang, Lan | 2006 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 29 | Zhang, Lan | 2011 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 30 | Andersen, Torben G and Bollerslev, Tim and Diebold... | 2003 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 31 | Hansen, Peter Reinhard and Huang, Zhuo and Shek, H... | 2012 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 32 | Kim, Donggyu and Wang, Yazhen (self) | 2016 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 33 | Shephard, Neil and Sheppard, Kevin | 2010 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 34 | Admati, Anat R and Pfleiderer, Paul | 1988 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 35 | Andersen, Torben G and Bollerslev, Tim | 1997 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 36 | Andersen, Torben G and Thyrsgaard, Martin and Todo... | 2019 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 37 | Hong, Harrison and Wang, Jiang | 2000 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 38 | Engle, Robert F and Sokalska, Magdalena E | 2012 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 39 | Cai, Jian-Feng and Cande | 2010 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 40 | Candes, Emmanuel and Recht, Benjamin | 2012 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 41 | Bai, Jushan and Ng, Serena | 2021 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 42 | Cai, Tianxi and Cai, T Tony and Zhang, Anru | 2016 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 43 | Fan, Jianqing and Kim, Donggyu (self) | 2019 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 44 | Yan, Yuling and Wainwright, Martin J | 2024 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 45 | A\"\i | 2009 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 46 | Li, Quefeng and Cheng, Guang and Fan, Jianqing and... | 2018 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 47 | Bai, Jushan and Ng, Serena | 2002 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 48 | Onatski, Alexei | 2010 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 49 | Cho, Juhee and Kim, Donggyu and Rohe, Karl (self) | 2017 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 50 | Kim, Donggyu and Wang, Yazhen and Zou, Jian (self) | 2016 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 51 | Kim, Donggyu and Wang, Yazhen (self) | 2016 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 52 | Shin, Minseok and Kim, Donggyu and Fan, Jianqing (self) | 2023 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 53 | Vershynin, Roman | 2010 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 54 | Wang, Weichen and Fan, Jianqing | 2017 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 55 | Boivin, Jean and Ng, Serena | 2006 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 56 | Fan, Jianqing and Furger, Alex and Xiu, Dacheng | 2016 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 57 | Sheppard, Kevin | 2010 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 58 | Chen, Tianqi and Guestrin, Carlos | 2016 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 59 | Patton, Andrew J | 2011 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 60 | Diebold, Francis X and Mariano, Robert S | 1995 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 61 | Kupiec, Paul H | 1995 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 62 | Christoffersen, Peter F | 1998 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 63 | Engle, Robert F and Manganelli, Simone | 2004 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 64 | Davis, Chandler and Kahan, William Morton | 1970 | 1 | 1 | 0.5 | 0.011 | 0.087 | 0% |