Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Adrian, Tobias and Boyarchenko, Nina and Giannone,... (self) | 2019 | 13 | 9 | 19.0 | 0.310 | 0.946 | 85% |
| 2 | Wang, Hansheng and Tsai, Chih-Ling (self) | 2009 | 6 | 5 | 10.5 | 0.143 | 0.941 | 83% |
| 3 | Adrian, Tobias and Brunnermeier, Markus K. (self) | 2016 | 2 | 2 | 2.0 | 0.048 | 0.644 | 100% |
| 4 | Ramey, Valerie A. and Zubairy, Sarah | 2018 | 2 | 2 | 2.0 | 0.048 | 0.644 | 100% |
| 5 | Loria, Francesca and Matthes, Christian and Zhang,... | 2022 | 2 | 2 | 2.0 | 0.048 | 0.644 | 100% |
| 6 | Adrian, Tobias and Boyarchenko, Nina and Giannone,... (self) | 2022 | 2 | 2 | 2.0 | 0.048 | 0.644 | 100% |
| 7 | Wang, Huixia Judy and Li, Deyuan (self) | 2013 | 2 | 2 | 4.0 | 0.048 | 0.644 | 100% |
| 8 | de Haan, Laurens and Ferreira, Ana | 2006 | 2 | 2 | 2.5 | 0.048 | 0.511 | 50% |
| 9 | Mandelbrot, Benoit | 1960 | 1 | 1 | 1.0 | 0.024 | 0.406 | 100% |
| 10 | Chernozhukov, Victor | 2005 | 1 | 1 | 1.0 | 0.024 | 0.406 | 100% |
| 11 | Chernozhukov, Victor and Ferna | 2011 | 1 | 1 | 1.0 | 0.024 | 0.406 | 100% |
| 12 | Chernozhukov, Victor and Ferna | 2017 | 1 | 1 | 1.0 | 0.024 | 0.406 | 100% |
| 13 | Danielsson, Jon and de Haan, Laurens and Peng, Lia... | 2001 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |
| 14 | Danielsson, Jon and Ergun, Lerby Murat and de Haan... | 2016 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |
| 15 | Cai, Zongwu | 2002 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |
| 16 | Li, Qi and Racine, Jeffrey S | 2008 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |
| 17 | Arcones, Miguel Angel and Yu, Bin | 1994 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |
| 18 | Nicolau, Jo\ a | 2023 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |
| 19 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |