Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Chen, Qihui and Roussanov, Nikolai and Wang, Xiaol... | 2023 | 8 | 3 | 14.0 | 0.098 | 1.000 | 100% |
| 2 | Belloni, Alexandre and Chernozhukov, Victor and Ch... | 2018 | 5 | 4 | 8.5 | 0.061 | 0.928 | 80% |
| 3 | Kelly, Bryan T and Pruitt, Seth and Su, Yinan | 2019 | 13 | 8 | 16.5 | 0.159 | 0.885 | 69% |
| 4 | Fan, Jianqing and Liao, Yuan and Wang, Weichen (self) | 2016 | 5 | 2 | 7.0 | 0.061 | 0.874 | 100% |
| 5 | Bai, Jushan | 2003 | 5 | 4 | 5.0 | 0.061 | 0.843 | 60% |
| 6 | Zhang, Chu | 2024 | 21 | 10 | 22.5 | 0.256 | 0.781 | 48% |
| 7 | Fama, Eugene F and French, Kenneth R | 1993 | 2 | 2 | 3.0 | 0.024 | 0.644 | 100% |
| 8 | Kim, Soohun and Korajczyk, Robert A and Neuhierl, ... | 2021 | 2 | 2 | 3.0 | 0.024 | 0.644 | 100% |
| 9 | Chernozhukov, Victor and Hansen, Christian and Lia... (self) | 2023 | 2 | 1 | 2.0 | 0.024 | 0.511 | 100% |
| 10 | Sharpe, William F | 1964 | 1 | 1 | 1.0 | 0.012 | 0.406 | 100% |
| 11 | Ross, Stephen A | 1976 | 1 | 1 | 1.0 | 0.012 | 0.406 | 100% |
| 12 | Fama, Eugene F and MacBeth, James D | 1973 | 1 | 1 | 1.0 | 0.012 | 0.406 | 100% |
| 13 | Chamberlain, Gary and Rothschild, Michael | 1982 | 1 | 1 | 1.0 | 0.012 | 0.406 | 100% |
| 14 | Connor, Gregory and Korajczyk, Robert A | 1986 | 1 | 1 | 1.0 | 0.012 | 0.406 | 100% |
| 15 | Connor, Gregory and Korajczyk, Robert A | 1988 | 1 | 1 | 1.0 | 0.012 | 0.406 | 100% |
| 16 | Bryzgalova, Svetlana and Pelger, Markus and Zhu, J... | 2019 | 1 | 1 | 1.0 | 0.012 | 0.406 | 100% |
| 17 | Gu, Shihao and Kelly, Bryan and Xiu, Dacheng | 2021 | 1 | 1 | 1.0 | 0.012 | 0.406 | 100% |
| 18 | Feng, Guanhao and He, Jingyu and Polson, Nicholas ... | 2024 | 1 | 1 | 1.0 | 0.012 | 0.406 | 100% |
| 19 | Fan, Jianqing and Ke, Zheng Tracy and Liao, Yuan a... (self) | 2022 | 1 | 1 | 1.0 | 0.012 | 0.406 | 100% |
| 20 | Harvey, Campbell R and Liu, Yan and Zhu, Heqing | 2016 | 1 | 1 | 1.0 | 0.012 | 0.406 | 100% |
| 21 | Hou, Kewei and Xue, Chen and Zhang, Lu | 2020 | 1 | 1 | 1.0 | 0.012 | 0.406 | 100% |
| 22 | Benjamini, Yoav and Yekutieli, Daniel | 2001 | 1 | 1 | 2.0 | 0.012 | 0.406 | 100% |
| 23 | Chernozhuokov, Victor and Chetverikov, Denis and K... | 2022 | 1 | 1 | 0.5 | 0.012 | 0.087 | 0% |
| 24 | Newey, Whitney K and West, Kenneth D | 1987 | 1 | 1 | 0.5 | 0.012 | 0.087 | 0% |
| 25 | Hansen, Christian B | 2007 | 1 | 1 | 0.5 | 0.012 | 0.087 | 0% |
| 26 | Bai, Jushan and Choi, Sung Hoon and Liao, Yuan (self) | 2020 | 1 | 1 | 0.5 | 0.012 | 0.087 | 0% |
| 27 | Choi, Jungjun and Yuan, Ming (self) | 2024 | 1 | 1 | 0.5 | 0.012 | 0.087 | 0% |
| 28 | Vershynin, Roman | 2018 | 1 | 1 | 0.5 | 0.012 | 0.087 | 0% |