Citation Analysis

Crypto Pricing with Hidden Factors
Matthew Brigida
https://arxiv.org/abs/2601.07664

Citation mentions

Cited references

Sections

3,304

Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

#	Reference	Year	Mentions	Breadth	Sec. Wtd	Share	Composite	Main %
1	Giglio, Stefano and Xiu, Dacheng		5	3	9.0	0.250	0.928	80%
2	Borri, Nicola and Massacci, Daniele and Rubin, Mir...		3	2	5.0	0.150	0.644	67%
3	Matthew Brigida (self)	2025	2	2	4.0	0.100	0.644	100%
4	Fama, Eugene F and French, Kenneth R	1993	1	1	2.0	0.050	0.406	100%
5	Fama, Eugene F. and MacBeth, James D.		1	1	2.0	0.050	0.406	100%
6	Shanken, Jay		1	1	2.0	0.050	0.406	100%
7	Cochrane, John H.	2005	1	1	2.0	0.050	0.406	100%
8	Foley, Sean and Li, Simeng and Malloch, Hamish and...	2022	2	1	2.0	0.100	0.110	0%
9	Almeida, Caio and Grith, Maria and Miftachov, Ratm...	2024	2	1	2.0	0.100	0.110	0%
10	Liu, Yukun and Tsyvinski, Aleh		1	1	1.0	0.050	0.087	0%
11	Liu, Yukun and Tsyvinski, Aleh and Wu, Xi	2022	1	1	1.0	0.050	0.087	0%

Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.