Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Gu, Shihao and Kelly, Bryan and Xiu, Dacheng | 2020 | 5 | 3 | 10.0 | 0.048 | 1.000 | 100% |
| 2 | Israel, Ronen and Kelly, Bryan and Moskowitz, Tobi... | 2020 | 5 | 3 | 10.0 | 0.048 | 1.000 | 100% |
| 3 | Bessembinder, Hendrik | 2003 | 16 | 3 | 32.0 | 0.152 | 1.000 | 100% |
| 4 | Allen, Sam and Koh, Jonathan and Segers, Johan and... | 2025 | 4 | 3 | 8.0 | 0.038 | 0.928 | 100% |
| 5 | Goyenko, Ruslan Y. and Holden, Craig W. and Trzcin... | 2009 | 8 | 2 | 16.0 | 0.076 | 0.874 | 100% |
| 6 | Bessembinder, Hendrik and Seguin, Paul J. | 1993 | 7 | 2 | 14.0 | 0.067 | 0.874 | 100% |
| 7 | Ledoit, Olivier and Wolf, Michael | 2025 | 3 | 3 | 6.0 | 0.029 | 0.843 | 100% |
| 8 | Holzmann, Hajo and Eulert, M. | 2014 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 9 | Gârleanu, Nicolae and Pedersen, Lasse Heje | 2013 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 10 | Cheng, Jie | 2024 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 11 | Anis, Hassan T. and Kwon, Roy H. | 2025 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 12 | Basic, Filip and Utrera, Alberto Martin and Nolte,... | 2025 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 13 | Gneiting, Tilmann and Raftery, Adrian E. | 2007 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 14 | Gneiting, Tilmann | 2011 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 15 | Gneiting, Tilmann and Resin, Johannes | 2023 | 3 | 1 | 6.0 | 0.029 | 0.585 | 100% |
| 16 | Agrawal, Akshay and Amos, Brandon and Barratt, Sha... | 2019 | 3 | 1 | 6.0 | 0.029 | 0.585 | 100% |
| 17 | Gneiting, Tilmann and Raftery, Adrian E. | 2007 | 2 | 1 | 4.0 | 0.019 | 0.511 | 100% |
| 18 | West, Kenneth D. | 2006 | 2 | 1 | 4.0 | 0.019 | 0.511 | 100% |
| 19 | Ardia, David and Guidotti, Emanuele and Kroencke, ... | 2024 | 2 | 1 | 4.0 | 0.019 | 0.511 | 100% |
| 20 | Harvey, Campbell R. and Ledford, Anthony and Sciul... | 2022 | 2 | 1 | 4.0 | 0.019 | 0.511 | 100% |
| 21 | Li, Fengpei and Ihnatiuk, Vitalii and Chen, Yu and... | 2024 | 2 | 1 | 4.0 | 0.019 | 0.511 | 100% |
| 22 | Chronopoulos, Ilias and Raftapostolos, Aristeidis ... | 2024 | 2 | 1 | 4.0 | 0.019 | 0.511 | 100% |
| 23 | Donti, Priya L. and Amos, Brandon and Kolter, J. Z... | 2017 | 2 | 1 | 4.0 | 0.019 | 0.511 | 100% |
| 24 | Wilder, Bryan and Dilkina, Bistra and Tambe, Milin... | 2019 | 2 | 1 | 4.0 | 0.019 | 0.511 | 100% |
| 25 | Pesaran, M. Hashem and Skouras, Spyros | 2002 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 26 | Granger, Clive W. J. and Machina, Mark J. | 2006 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 27 | Gneiting, Tilmann and Ranjan, Roopesh | 2011 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 28 | Hansen, Peter R. | 2005 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 29 | Hansen, Peter R. and Lunde, Asger and Nason, James... | 2011 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 30 | Manski, Charles F. | 2013 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 31 | Bjo | 2019 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 32 | Protter, Philip E. | 2005 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 33 | Duffie, Darrell | 2010 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 34 | Almgren, Robert and Chriss, Neil | 2001 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 35 | Martin, Gael M. and Frazier, David T. and Maneesoo... | 2024 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 36 | Berrisch, Jonathan and Ziel, Florian | 2024 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 37 | Lewin, Marcelo and Campani, Carlos Heitor | 2023 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 38 | Forsberg, David and Gallagher, David R. and Warren... | 2022 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 39 | Wang, Xiantao and Zhu, Yuanguo and Tang, Pan | 2024 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 40 | Zhou, Jin and Li, Haiqi and Zhong, Wanling | 2021 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 41 | Li, Jia and Liao, Zhipeng and Quaedvlieg, Rogier | 2022 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 42 | Abadir, Karim M. and Luati, Alessandra and Paruolo... | 2023 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 43 | Stratigakos, Akylas and Pineda, Salvador and Moral... | 2025 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 44 | Virbickait\.e | 2024 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 45 | DeMiguel, Victor and Garlappi, Lorenzo and Uppal, ... | 2009 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |