Citation Analysis

Transformer-based CoVaR:\\ Systemic Risk in Textual Information
Junyu Chen, Tom Boot, Lingwei Kong, Weining Wang
https://arxiv.org/abs/2602.12490
141
Citation mentions
83
Cited references
15
Sections
14,038
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 Edelman, Benjamin and Goel, Surbhi and Kakade, Sha... 2022 20 5 39.0 0.142 1.000 100%
2 Schmidt-Hieber, Johannes 2020 6 4 11.0 0.043 1.000 100%
3 Adrian, Tobias and Brunnermeier, Markus K. 2016 8 4 14.5 0.057 1.000 100%
4 Vaswani, Ashish and Shazeer, Noam and Parmar, Niki... 2017 4 4 7.0 0.028 0.928 100%
5 Oscar Hernan Madrid Padilla and Wesley Tansey and ... (self) 2022 4 3 7.0 0.028 0.928 100%
6 Wolfgang Karl Härdle and Weining Wang and Lining Y... (self) 2016 4 4 6.5 0.028 0.928 100%
7 Loughran, Tim and McDonald, Bill 2011 3 3 3.5 0.021 0.843 100%
8 Tetlock, Paul 2007 3 3 3.5 0.021 0.843 100%
9 Keilbar, Georg and Wang, Weining (self) 2022 3 3 4.5 0.021 0.843 100%
10 Trauger, Jacob and Tewari, Ambuj 2024 4 2 8.0 0.028 0.811 100%
11 Wang, Mengyu and Ma, Tiejun (self) 2024 3 2 4.5 0.021 0.737 100%
12 Ke, Zheng Tracy and Kelly, Bryan T and Xiu, Dachen... 2019 2 2 1.5 0.014 0.644 100%
13 Alireza Mousavi-Hosseini and Clayton Sanford and D... 2025 2 2 3.0 0.014 0.644 100%
14 Suzuki, Taiji 2019 2 2 3.0 0.014 0.644 100%
15 Yuling Jiao and Yanming Lai and Defeng Sun and Yan... (self) 2025 2 2 4.0 0.014 0.644 100%
16 Garcia, Diego 2013 2 2 4.0 0.014 0.644 100%
17 Christian Breitung and Sebastian Müller 2025 2 1 4.0 0.014 0.511 100%
18 Zhang, Tong 2002 2 1 4.0 0.014 0.511 100%
19 Karl Ludwig Keiber and Helene Samyschew 2017 1 1 1.0 0.007 0.406 100%
20 Allen, Franklin and Gale, Douglas 2000 1 1 0.5 0.007 0.406 100%
21 Billio, Monica and Getmansky, Mila and Lo, Andrew ... 2012 1 1 0.5 0.007 0.406 100%
22 Diebold, Francis X. and Yilmaz, Kamil 2014 1 1 0.5 0.007 0.406 100%
23 Acemoglu, Daron and Ozdaglar, Asuman and Tahbaz-Sa... 2015 1 1 0.5 0.007 0.406 100%
24 Gai, Prasanna and Haldane, Andrew and Kapadia, Suj... 2011 1 1 0.5 0.007 0.406 100%
25 Greenwood, Robin and Landier, Augustin and Thesmar... 2015 1 1 0.5 0.007 0.406 100%
26 Acharya, Viral V. and Engle, Robert F. and Richard... 2017 1 1 0.5 0.007 0.406 100%
27 Segoviano, Miguel A. and Goodhart, Charles A. E. 2009 1 1 0.5 0.007 0.406 100%
28 Hautsch, Nikolaus and Schaumburg, Julia and Schien... 2014 1 1 0.5 0.007 0.406 100%
29 Jule Schuettler and Francesco Audrino and Fabio Si... 2024 1 1 0.5 0.007 0.406 100%
30 Jha, Manish and Liu, Hongyi and Manela, Asaf 2025 1 1 0.5 0.007 0.406 100%
31 Loughran, Tim and McDonald, Bill 2014 1 1 0.5 0.007 0.406 100%
32 Fedyk, Anastassia 2024 1 1 0.5 0.007 0.406 100%
33 Kim, Alex and Muhn, Maximilian and Nikolaev, Valer... 2024 1 1 0.5 0.007 0.406 100%
34 Engelberg, Joseph E. and Parsons, Christopher A. 2011 1 1 0.5 0.007 0.406 100%
35 Casey Dougal and Joseph Engelberg and Diego García... 2012 1 1 0.5 0.007 0.406 100%
36 Philipp Adämmer and Jan Prüser and Rainer A. Schüs... 2025 1 1 0.5 0.007 0.406 100%
37 Dorinth van Dijk and Jasper de Winter 1 1 0.5 0.007 0.406 100%
38 Bybee, Leland and Kelly, Bryan T and Manela, Asaf ... 2020 1 1 0.5 0.007 0.406 100%
39 Jennifer S. Lerner and Dacher Keltner 2000 1 1 0.5 0.007 0.406 100%
40 1 1 0.5 0.007 0.406 100%
41 Kogan, Shimon and Levin, Dimitry and Routledge, Br... 2009 1 1 0.5 0.007 0.406 100%
42 Vegard H. Larsen and Leif A. Thorsrud 2019 1 1 0.5 0.007 0.406 100%
43 Li, Jiazheng and Yang, Linyi and Smyth, Barry and ... 2020 1 1 0.5 0.007 0.406 100%
44 Yanzhao Zou and Dorien Herremans 2023 1 1 0.5 0.007 0.406 100%
45 Shengkun Wang and Taoran Ji and Linhan Wang and Ya... (self) 2024 1 1 0.5 0.007 0.406 100%
46 Soroush Omranpour and Guillaume Rabusseau and Reih... 2024 1 1 0.5 0.007 0.406 100%
47 Shunyao Wang and Ming Cheng and Christina Dan Wang (self) 2025 1 1 0.5 0.007 0.406 100%
48 Yang, Linyi and Ng, Tin Lok James and Smyth, Barry... 2020 1 1 0.5 0.007 0.406 100%
49 Yupeng Cao and Zhi Chen and Prashant Kumar and Qin... (self) 2025 1 1 0.5 0.007 0.406 100%
50 Daniel Traian Pele and Vlad Bolovăneanu and Min-Bi... 2026 1 1 0.5 0.007 0.406 100%
51 Hull, John and White, Alan 1998 1 1 2.0 0.007 0.406 100%
52 Engle, Robert F 1982 1 1 2.0 0.007 0.406 100%
53 Tim Bollerslev 1986 1 1 2.0 0.007 0.406 100%
54 Alexander J. McNeil and Rüdiger Frey 2000 1 1 2.0 0.007 0.406 100%
55 Chao, Shih-Kang and H\ 2015 1 1 2.0 0.007 0.406 100%
56 Koenker, Roger and Bassett, Gilbert 1978 1 1 2.0 0.007 0.406 100%
57 Wenpeng Yin and Katharina Kann and Mo Yu and Hinri... 2017 1 1 2.0 0.007 0.406 100%
58 Cordonnier, Jean-Baptiste and Loukas, Andreas and ... 2020 1 1 2.0 0.007 0.406 100%
59 He, Kaiming and Zhang, Xiangyu and Ren, Shaoqing a... 2016 1 1 2.0 0.007 0.406 100%
60 Jimmy Lei Ba and Jamie Ryan Kiros and Geoffrey E. ... 2016 1 1 2.0 0.007 0.406 100%
61 Shashank Sonkar and Richard G. Baraniuk 2023 1 1 2.0 0.007 0.406 100%
62 Garg, Shivam and Tsipras, Dimitris and Liang, Perc... 2022 1 1 2.0 0.007 0.406 100%
63 Yu Bai and Fan Chen and Huan Wang and Caiming Xion... (self) 2023 1 1 2.0 0.007 0.406 100%
64 Hongkang Li and Meng Wang and Songtao Lu and Xiaod... (self) 2024 1 1 2.0 0.007 0.406 100%
65 Andrew J. Patton and Johanna F. Ziegel and Rui Che... (self) 2019 1 1 2.0 0.007 0.406 100%
66 Timo Dimitriadis and Yannick Hoga 2025 1 1 2.0 0.007 0.406 100%
67 Satoshi Hayakawa and Taiji Suzuki 2020 1 1 2.0 0.007 0.406 100%
68 Xiao Ding and Yue Zhang and Ting Liu and Junwen Du... 2014 1 1 2.0 0.007 0.406 100%
69 Wayne Xin Zhao and Kun Zhou and Junyi Li and Tiany... (self) 2025 1 1 2.0 0.007 0.406 100%
70 Jinhyuk Lee and Feiyang Chen and Sahil Dua and Dan... (self) 2025 1 1 2.0 0.007 0.406 100%
71 Aditya Kusupati and Gantavya Bhatt and Aniket Rege... (self) 2024 1 1 2.0 0.007 0.406 100%
72 Juno Kim and Tai Nakamaki and Taiji Suzuki 2024 1 1 2.0 0.007 0.406 100%
73 T. Tony Cai and Rong Ma 2022 1 1 2.0 0.007 0.406 100%
74 Laurens van der Maaten and Geoffrey Hinton 2008 1 1 2.0 0.007 0.406 100%
75 Martin Marek and Sanae Lotfi and Aditya Somasundar... 2025 1 1 2.0 0.007 0.406 100%
76 Arman Khadjeh Nassirtoussi and Saeed Aghabozorgi a... 2014 1 1 2.0 0.007 0.406 100%
77 Jinhyuk Lee and Zhuyun Dai and Xiaoqi Ren and Blai... (self) 2024 1 1 2.0 0.007 0.406 100%
78 Paul Glasserman and Caden Lin 2023 1 1 2.0 0.007 0.406 100%
79 Michael Z. F. Li and R. J. Tomkins 1992 1 1 2.0 0.007 0.406 100%
80 Zhang, Zhi and Ritscher, Kyle and Padilla, OSCAR H... 2025 1 1 2.0 0.007 0.406 100%
81 Keith Knight 1998 1 1 2.0 0.007 0.406 100%
82 Peter L. Bartlett and Olivier Bousquet and Shahar ... 2005 1 1 2.0 0.007 0.406 100%
83 Guergana Petrova and Przemyslaw Wojtaszczyk 2023 1 1 2.0 0.007 0.406 100%
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.