Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Cont, R., Kukanov, A., and Stoikov, S | 2014 | 5 | 4 | 8.5 | 0.147 | 1.000 | 100% |
| 2 | Deuskar, P. and Johnson, T. C | 2011 | 6 | 5 | 10.5 | 0.176 | 1.000 | 100% |
| 3 | Rigobon, R | 2003 | 2 | 2 | 2.5 | 0.059 | 0.644 | 100% |
| 4 | Brogaard, J., Hendershott, T., and Riordan, R | 2014 | 2 | 1 | 4.0 | 0.059 | 0.511 | 100% |
| 5 | Hautsch, N. and Huang, R | 2012 | 2 | 1 | 4.0 | 0.059 | 0.511 | 100% |
| 6 | Fleming, M. J., Mizrach, B., and Nguyen, G | 2018 | 1 | 1 | 1.0 | 0.029 | 0.406 | 100% |
| 7 | Hasbrouck, J | 1991 | 1 | 1 | 0.5 | 0.029 | 0.406 | 100% |
| 8 | Bagehot, W | 1971 | 1 | 1 | 0.5 | 0.029 | 0.406 | 100% |
| 9 | Kyle, A. S | 1985 | 1 | 1 | 0.5 | 0.029 | 0.406 | 100% |
| 10 | Glosten, L. R. and Milgrom, P. R | 1985 | 1 | 1 | 0.5 | 0.029 | 0.406 | 100% |
| 11 | Bouchaud, J.-P., M\'ezard, M., and Potters, M | 2002 | 1 | 1 | 0.5 | 0.029 | 0.406 | 100% |
| 12 | Bouchaud, J.-P., Gefen, Y., Potters, M., and Wyart... | 2004 | 1 | 1 | 0.5 | 0.029 | 0.406 | 100% |
| 13 | Bouchaud, J.-P., Kockelkoren, J., and Potters, M | 2006 | 1 | 1 | 0.5 | 0.029 | 0.406 | 100% |
| 14 | Wood, R. A., McInish, T. H., and Ord, J. K | 1985 | 1 | 1 | 0.5 | 0.029 | 0.406 | 100% |
| 15 | McInish, T. H. and Wood, R. A | 1992 | 1 | 1 | 0.5 | 0.029 | 0.406 | 100% |
| 16 | Andersen, T. G. and Bollerslev, T | 1997 | 1 | 1 | 0.5 | 0.029 | 0.406 | 100% |
| 17 | Hasbrouck, J | 2003 | 1 | 1 | 2.0 | 0.029 | 0.406 | 100% |
| 18 | Obizhaeva, A | 2008 | 1 | 1 | 2.0 | 0.029 | 0.406 | 100% |
| 19 | Obizhaeva, A. A. and Wang, J | 2013 | 1 | 1 | 2.0 | 0.029 | 0.406 | 100% |
| 20 | Andersen, T. G., Bollerslev, T., Diebold, F. X., a... | 2003 | 1 | 1 | 2.0 | 0.029 | 0.406 | 100% |
| 21 | Andersen, T. G., Bollerslev, T., Diebold, F. X., a... | 2007 | 1 | 1 | 2.0 | 0.029 | 0.406 | 100% |
| 22 | Hautsch, N., Hess, D., and Veredas, D | 2011 | 1 | 1 | 2.0 | 0.029 | 0.406 | 100% |