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Citation Analysis

Inference from high-frequency data:\\ A subsampling approach
Kim Christensen, Mark Podolskij, Nopporn Thamrongrat, Bezirgen Veliyev
https://arxiv.org/abs/2601.16668
134
Citation mentions
67
Cited references
8
Sections
17,426
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 I. Kalnina 2011 6 4 9.0 0.045 1.000 100%
2 P. A. Mykland and L. Zhang 2017 9 3 17.0 0.067 1.000 100%
3 P. R. Hansen and A. Lunde 2006 4 3 6.0 0.030 0.928 100%
4 N. Hautsch and M. Podolskij (self) 2013 4 3 7.0 0.030 0.928 100%
5 K. Christensen and R. C. A. Oomen and M. Podolskij (self) 2014 4 3 8.0 0.030 0.928 100%
6 M. Podolskij and M. Vetter (self) 2009 20 10 31.5 0.149 0.909 75%
7 Y. A\"i 2011 3 3 5.0 0.022 0.843 100%
8 L. Zhang and P. A. Mykland and Y. A\"i 2005 3 3 5.0 0.022 0.843 100%
9 J. Jacod and P. E. Protter 2012 4 3 6.5 0.030 0.843 75%
10 O. E. Barndorff-Nielsen and N. Shephard 2004 4 2 7.0 0.030 0.811 100%
11 O. E. Barndorff-Nielsen and P. R. Hansen and A. Lu... 2008 3 2 4.0 0.022 0.737 100%
12 D. N. Politis and J. P. Romano and M. Wolf 1999 3 2 4.0 0.022 0.737 100%
13 O. E. Barndorff-Nielsen and S. E. Graversen and J.... (self) 2006 2 2 3.0 0.015 0.644 100%
14 C. Mancini 2009 2 2 3.0 0.015 0.644 100%
15 J. Jacod and Y. Li and P. A. Mykland and M. Podols... (self) 2009 2 2 3.0 0.015 0.644 100%
16 L. Zhang 2006 2 2 3.0 0.015 0.644 100%
17 F. X. Diebold and G. H. Strasser 2013 2 2 3.0 0.015 0.644 100%
18 I. Kalnina and O. Linton 2008 2 2 3.0 0.015 0.644 100%
19 D. N. Politis and J. P. Romano 1994 2 2 3.0 0.015 0.644 100%
20 I. Kalnina and O. Linton 2007 2 2 3.0 0.015 0.644 100%
21 I. Kalnina 2015 2 2 3.0 0.015 0.644 100%
22 R. C. A. Oomen 2006 2 2 4.0 0.015 0.644 100%
23 T. G. Andersen and T. Bollerslev 1998 2 1 2.0 0.015 0.511 100%
24 Y. A\"i 2012 2 1 4.0 0.015 0.511 100%
25 F. Black and M. Scholes 1973 1 1 1.0 0.007 0.406 100%
26 W. F. Sharpe 1964 1 1 1.0 0.007 0.406 100%
27 H. M. Markowitz 1952 1 1 1.0 0.007 0.406 100%
28 P. Jorion 2006 1 1 1.0 0.007 0.406 100%
29 T. G. Andersen and T. Bollerslev and F. X. Diebold 2010 1 1 1.0 0.007 0.406 100%
30 O. E. Barndorff-Nielsen and N. Shephard 2007 1 1 1.0 0.007 0.406 100%
31 O. E. Barndorff-Nielsen and N. Shephard 2002 1 1 1.0 0.007 0.406 100%
32 Y. A\"i 2012 1 1 1.0 0.007 0.406 100%
33 T. G. Andersen and D. Dobrev and E. Schaumburg 2012 1 1 1.0 0.007 0.406 100%
34 K. Christensen and R. C. A. Oomen and M. Podolskij (self) 2010 1 1 1.0 0.007 0.406 100%
35 F. Corsi and D. E. Pirino and R. Ren\`o 2010 1 1 1.0 0.007 0.406 100%
36 P. A. Mykland and N. Shephard and K. Sheppard 2012 1 1 1.0 0.007 0.406 100%
37 B. Zhou 1996 1 1 1.0 0.007 0.406 100%
38 Y. A\"i 2005 1 1 1.0 0.007 0.406 100%
39 T. G. Andersen and T. Bollerslev and N. Meddahi 2005 1 1 1.0 0.007 0.406 100%
40 T. G. Andersen and T. Bollerslev and N. Meddahi 2011 1 1 1.0 0.007 0.406 100%
41 P. R. Hansen and A. Lunde 2006 1 1 1.0 0.007 0.406 100%
42 P. R. Hansen and A. Lunde 2014 1 1 1.0 0.007 0.406 100%
43 A. J. Patton 2011 1 1 1.0 0.007 0.406 100%
44 S. S. Ikeda 2016 1 1 1.0 0.007 0.406 100%
45 R. T. Varneskov 2016 1 1 1.0 0.007 0.406 100%
46 K. Back 1991 1 1 2.0 0.007 0.406 100%
47 F. Delbaen and W. Schachermayer 1994 1 1 2.0 0.007 0.406 100%
48 K. Christensen and M. Podolskij and M. Vetter (self) 2013 1 1 2.0 0.007 0.406 100%
49 F. Black 1986 1 1 2.0 0.007 0.406 100%
50 V. Niederhoffer and M. F. M. Osborne 1966 1 1 2.0 0.007 0.406 100%
51 R. Roll 1984 1 1 2.0 0.007 0.406 100%
52 A. Gloter and J. Jacod 2001 1 1 2.0 0.007 0.406 100%
53 A. Gloter and J. Jacod 2001 1 1 2.0 0.007 0.406 100%
54 F. M. Bandi and J. R. Russell 2006 1 1 2.0 0.007 0.406 100%
55 S. L. Heston 1993 1 1 2.0 0.007 0.406 100%
56 F. Black 1976 1 1 2.0 0.007 0.406 100%
57 A. A. Christie 1982 1 1 2.0 0.007 0.406 100%
58 W. H. Greene 2011 1 1 2.0 0.007 0.406 100%
59 N. Hautsch and L. M. Kyj and R. C. A. Oomen 2012 1 1 2.0 0.007 0.406 100%
60 O. E. Barndorff-Nielsen and P. R. Hansen and A. Lu... 2009 1 1 2.0 0.007 0.406 100%
61 J. Gatheral and R. C. A. Oomen 2010 1 1 2.0 0.007 0.406 100%
62 H. Dette and M. Podolskij and M. Vetter (self) 2006 1 1 2.0 0.007 0.406 100%
63 M. Vetter and H. Dette 2012 1 1 2.0 0.007 0.406 100%
64 O. E. Barndorff-Nielsen and N. Shephard 2006 1 1 2.0 0.007 0.406 100%
65 A. Kolokolov and R. Ren\`o 2016 1 1 2.0 0.007 0.406 100%
66 N. Ikeda and S. Watanabe 1989 1 1 0.5 0.007 0.087 0%
67 D. Nualart 2006 1 1 0.5 0.007 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.

Citation intensity data generated from LaTeX source analysis.