Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Amihud, Yakov | 2002 | 3 | 3 | 3.5 | 0.107 | 0.843 | 100% |
| 2 | Granger, C. W. J. | 1969 | 3 | 3 | 3.5 | 0.107 | 0.737 | 67% |
| 3 | Sims, Christopher A. | 1980 | 3 | 3 | 3.5 | 0.107 | 0.737 | 67% |
| 4 | Corsi, Fulvio | 2009 | 3 | 3 | 3.5 | 0.107 | 0.737 | 67% |
| 5 | Chen, Tianqi and Guestrin, Carlos | 2016 | 2 | 2 | 2.5 | 0.071 | 0.644 | 100% |
| 6 | Lundberg, Scott M. and Lee, Su-In | 2017 | 2 | 2 | 2.5 | 0.071 | 0.644 | 100% |
| 7 | Chordia, Tarun and Roll, Richard and Subrahmanyam,... | 2000 | 1 | 1 | 1.0 | 0.036 | 0.406 | 100% |
| 8 | Diebold, Francis X. and Yilmaz, Kamil | 2012 | 1 | 1 | 1.0 | 0.036 | 0.406 | 100% |
| 9 | Barun\'\i | 2018 | 1 | 1 | 1.0 | 0.036 | 0.406 | 100% |
| 10 | Parkinson, Michael | 1980 | 1 | 1 | 0.5 | 0.036 | 0.406 | 100% |
| 11 | Bollerslev, Tim | 1986 | 1 | 1 | 0.5 | 0.036 | 0.406 | 100% |
| 12 | Newey, Whitney K. and West, Kenneth D. | 1987 | 1 | 1 | 0.5 | 0.036 | 0.406 | 100% |
| 13 | Sergey Brin and Lawrence Page | 1998 | 1 | 1 | 2.0 | 0.036 | 0.406 | 100% |
| 14 | Liu, Yujun and Li, Zhongfei and Nekhili, Ramzi and... | 2023 | 1 | 1 | 2.0 | 0.036 | 0.406 | 100% |
| 15 | Wang, Yijun and Andreeva, Galina and Martin-Barrag... | 2023 | 1 | 1 | 2.0 | 0.036 | 0.406 | 100% |
| 16 | Qiu, Yue and Wang, Yifan and Xie, Tian (self) | 2021 | 1 | 1 | 2.0 | 0.036 | 0.406 | 100% |
| 17 | Adelopo, Ismail and Luo, Xiaojun | 2025 | 1 | 1 | 2.0 | 0.036 | 0.406 | 100% |
| 18 | Hasan, Mudassar and Naeem, Muhammad Abubakr and Ar... | 2022 | 1 | 1 | 2.0 | 0.036 | 0.406 | 100% |