Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | He, Zhiguo and Krishnamurthy, Arvind | 2013 | 3 | 3 | 5.0 | 0.071 | 0.843 | 100% |
| 2 | Cinelli, Carlos and Hazlett, Chad | 2020 | 6 | 4 | 6.5 | 0.143 | 0.794 | 50% |
| 3 | Bry, Gerhard and Boschan, Charlotte | 1971 | 3 | 2 | 5.0 | 0.071 | 0.737 | 100% |
| 4 | Chernozhukov, Victor and Chetverikov, Denis and De... | 2018 | 2 | 2 | 3.0 | 0.048 | 0.644 | 100% |
| 5 | Lundberg, Scott M. and Lee, Su-In | 2017 | 2 | 2 | 3.0 | 0.048 | 0.644 | 100% |
| 6 | Bernanke, Ben S. and Gertler, Mark and Gilchrist, ... | 1999 | 2 | 2 | 4.0 | 0.048 | 0.644 | 100% |
| 7 | Andersen, Torben G. and Bollerslev, Tim and Diebol... | 2003 | 3 | 1 | 6.0 | 0.071 | 0.585 | 100% |
| 8 | Gu, Shihao and Kelly, Bryan and Xiu, Dacheng | 2020 | 2 | 1 | 2.0 | 0.048 | 0.511 | 100% |
| 9 | Bakshi, Gurdip and Kapadia, Nikunj and Madan, Dili... | 2003 | 2 | 1 | 4.0 | 0.048 | 0.511 | 100% |
| 10 | Asness, Clifford S. and Moskowitz, Tobias J. and P... | 2013 | 2 | 1 | 4.0 | 0.048 | 0.511 | 100% |
| 11 | Feng, Guanhao and Giglio, Stefano and Xiu, Dacheng | 2020 | 1 | 1 | 1.0 | 0.024 | 0.406 | 100% |
| 12 | Chernozhukov, Victor and Cinelli, Carlos and Newey... | 2022 | 1 | 1 | 1.0 | 0.024 | 0.406 | 100% |
| 13 | Goyal, Amit and Welch, Ivo | 2008 | 1 | 1 | 1.0 | 0.024 | 0.406 | 100% |
| 14 | Campbell, John Y. and Thompson, Samuel B. | 2008 | 1 | 1 | 1.0 | 0.024 | 0.406 | 100% |
| 15 | Lettau, Martin and Ludvigson, Sydney C. | 2001 | 1 | 1 | 1.0 | 0.024 | 0.406 | 100% |
| 16 | Easley, David and Lo | 2012 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |
| 17 | Fama, Eugene F. and French, Kenneth R. | 1989 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |
| 18 | Amihud, Yakov | 2002 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |
| 19 | Whaley, Robert E. | 2000 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |
| 20 | Bollerslev, Tim and Tauchen, George and Zhou, Hao | 2009 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |
| 21 | Billingsley, Randall S. and Chance, Don M. | 1988 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |
| 22 | Pan, Jun and Poteshman, Allen M. | 2006 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |
| 23 | Kiyotaki, Nobuhiro and Moore, John | 1997 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |
| 24 | Geanakoplos, John | 2010 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |
| 25 | Brunnermeier, Markus K. and Pedersen, Lasse Heje | 2009 | 1 | 1 | 2.0 | 0.024 | 0.406 | 100% |