Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Li, Jia and Wang, Dishen and Zhang, Qiushi | 2024 | 9 | 6 | 16.0 | 0.102 | 1.000 | 100% |
| 2 | Bollerslev, Tim and Li, Jia and Li, Qiyuan | 2024 | 6 | 4 | 9.0 | 0.068 | 1.000 | 100% |
| 3 | Bollerslev, Tim and Li, Jia and Liao, Zhipeng | 2021 | 6 | 4 | 8.0 | 0.068 | 0.874 | 67% |
| 4 | A\"\i | 2014 | 3 | 3 | 5.0 | 0.034 | 0.843 | 100% |
| 5 | Jacod, Jean and Protter, Philip | 2012 | 4 | 3 | 6.5 | 0.045 | 0.843 | 75% |
| 6 | Bollerslev, Tim and Li, Jia and Ren, Yuexuan | 2024 | 4 | 2 | 8.0 | 0.045 | 0.811 | 100% |
| 7 | Fan, Jianqing and Wang, Yazhen | 2008 | 3 | 2 | 5.0 | 0.034 | 0.737 | 100% |
| 8 | Garman, Mark B and Klass, Michael J | 1980 | 3 | 2 | 5.0 | 0.034 | 0.737 | 100% |
| 9 | Rogers, Leonard CG and Zhou, Fanyin | 2008 | 3 | 2 | 5.0 | 0.034 | 0.737 | 100% |
| 10 | Jacod, Jean and Li, Jia and Liao, Zhipeng | 2021 | 3 | 3 | 4.5 | 0.034 | 0.737 | 67% |
| 11 | Parkinson, Michael | 1980 | 2 | 2 | 3.0 | 0.023 | 0.644 | 100% |
| 12 | Bollerslev, Tim and Patton, Andrew J and Quaedvlie... | 2018 | 2 | 1 | 2.0 | 0.023 | 0.511 | 100% |
| 13 | Nakamura, Emi and Steinsson, Jo | 2018 | 2 | 1 | 2.0 | 0.023 | 0.511 | 100% |
| 14 | Liu, Yukun and Tsyvinski, Aleh | 2021 | 2 | 1 | 2.0 | 0.023 | 0.511 | 100% |
| 15 | Barndorff-Nielsen, OE and Hansen, P Reinhard and L... | 2009 | 2 | 2 | 1.5 | 0.023 | 0.511 | 50% |
| 16 | Bollerslev, Tim and Hood, Benjamin and Huss, John ... | 2018 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 17 | Bibinger, Markus and Hautsch, Nikolaus and Malec, ... | 2019 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 18 | Andersen, Torben G and Thyrsgaard, Martin and Todo... | 2021 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 19 | Diebold, Francis X and Strasser, Georg | 2013 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 20 | Hayashi, Takaki and Yoshida, Nakahiro | 2005 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 21 | A\"\i | 2010 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 22 | Christensen, Kim and Kinnebrock, Silja and Podolsk... | 2010 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 23 | Barndorff-Nielsen, Ole E and Hansen, Peter Reinhar... | 2011 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 24 | Barndorff-Nielsen, Ole E and Shephard, Neil | 2004 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 25 | Christensen, Kim and Podolskij, Mark | 2007 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 26 | Martens, Martin and Van Dijk, Dick | 2007 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 27 | Christensen, Kim and Podolskij, Mark and Vetter, M... | 2009 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 28 | Christensen, Kim and Podolskij, Mark | 2012 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 29 | Li, Yifan and Nolte, Ingmar and Nolte, Sandra and ... | 2025 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 30 | Bollerslev, Tim and Li, Jia and Li, Qiyuan and Li,... | 2025 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 31 | Brandt, Michael W and Diebold, Francis X | 2006 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 32 | Bannouh, Karim and Van Dijk, Dick and Martens, Mar... | 2009 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 33 | Back, Kerry | 2010 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 34 | Mancini, Cecilia | 2009 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 35 | Barndorff-Nielsen, Ole E and Shephard, Neil | 2004 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 36 | Andersen, \Torben G\ and Tim Bollerslev and Diebol... | 2000 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 37 | Rogers, LCG and Shepp, Larry | 2006 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 38 | Lehmann, Erich L and Casella, George | 2006 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 39 | Lewandowski, Daniel and Kurowicka, Dorota and Joe,... | 2009 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 40 | Sharpe, William F | 1964 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 41 | Lintner, John | 1965 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 42 | Fama, Eugene F and French, Kenneth R | 1992 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 43 | Bollerslev, Tim and Todorov, Viktor | 2011 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 44 | Bernanke, Ben S and Kuttner, Kenneth N | 2005 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 45 | Savor, Pavel and Wilson, Mungo | 2014 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 46 | Lucca, David O and Moench, Emanuel | 2015 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 47 | Cieslak, Anna and Morse, Adair and Vissing-Jorgens... | 2019 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 48 | Aleti, Saketh | 2022 | 1 | 1 | 0.5 | 0.011 | 0.087 | 0% |
| 49 | Patton, Andrew J and Sheppard, Kevin | 2015 | 1 | 1 | 0.5 | 0.011 | 0.087 | 0% |