Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Fama, Eugene F and French, Kenneth R | 2015 | 5 | 4 | 9.0 | 0.047 | 1.000 | 100% |
| 2 | Jensen, Theis Ingerslev and Kelly, Bryan and Peder... | 2023 | 6 | 4 | 9.5 | 0.057 | 0.941 | 83% |
| 3 | Stambaugh, Robert F and Yuan, Yu | 2017 | 4 | 3 | 7.0 | 0.038 | 0.928 | 100% |
| 4 | Kelly, Bryan and Malamud, Semyon and Pedersen, Las... | 2023 | 4 | 3 | 8.0 | 0.038 | 0.928 | 100% |
| 5 | Didisheim, Antoine and Ke, Shikun Barry and Kelly,... | 2024 | 3 | 3 | 6.0 | 0.028 | 0.843 | 100% |
| 6 | Lo, Andrew W and MacKinlay, A Craig | 1990 | 4 | 2 | 7.0 | 0.038 | 0.811 | 100% |
| 7 | Britten-Jones, Mark | 1999 | 3 | 3 | 3.5 | 0.028 | 0.737 | 67% |
| 8 | Pastor, Lubos and Stambaugh, Robert F | 2003 | 3 | 2 | 5.0 | 0.028 | 0.737 | 100% |
| 9 | Hou, Kewei and Xue, Chen and Zhang, Lu | 2015 | 3 | 2 | 5.0 | 0.028 | 0.737 | 100% |
| 10 | Daniel, Kent and Hirshleifer, David and Sun, Lin | 2020 | 3 | 2 | 5.0 | 0.028 | 0.737 | 100% |
| 11 | Diebold, Francis X and Y\i | 2014 | 3 | 2 | 5.0 | 0.028 | 0.737 | 100% |
| 12 | Whitney K. Newey and Kenneth D. West | 1987 | 3 | 2 | 6.0 | 0.028 | 0.737 | 100% |
| 13 | Hansen, Lars Peter and Jagannathan, Ravi | 1991 | 2 | 2 | 3.0 | 0.019 | 0.644 | 100% |
| 14 | Cochrane, John H | 2009 | 2 | 2 | 3.0 | 0.019 | 0.644 | 100% |
| 15 | Back, Kerry | 2017 | 2 | 2 | 3.0 | 0.019 | 0.644 | 100% |
| 16 | Fama, Eugene F and French, Kenneth R | 1993 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 17 | Kelly, Bryan T and Pruitt, Seth and Su, Yinan | 2019 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 18 | Lettau, Martin and Pelger, Markus | 2020 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 19 | Ortiz-Molina, Herna | 2014 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 20 | Litzenberger, Robert H and Ramaswamy, Krishna | 1979 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 21 | Haugen, Robert A and Baker, Nardin L | 1996 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 22 | Miller, Merton H and Scholes, Myron S | 1982 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 23 | Kelly, Bryan and Xiu, Dacheng | 2023 | 2 | 2 | 2.5 | 0.019 | 0.511 | 50% |
| 24 | Shen, Zhouyu and Xiu, Dacheng | 2024 | 2 | 2 | 2.5 | 0.019 | 0.511 | 50% |
| 25 | Richardson, Scott A and Sloan, Richard G and Solim... | 2005 | 2 | 1 | 4.0 | 0.019 | 0.511 | 100% |
| 26 | Soliman, Mark T | 2008 | 2 | 1 | 4.0 | 0.019 | 0.511 | 100% |
| 27 | Chordia, Tarun and Swaminathan, Bhaskaran | 2000 | 2 | 1 | 4.0 | 0.019 | 0.511 | 100% |
| 28 | Cochrane, John H | 2011 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 29 | Harvey, Campbell R and Liu, Yan and Zhu, Heqing | 2016 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 30 | Hou, Kewei | 2007 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 31 | Cohen, Lauren and Frazzini, Andrea | 2008 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 32 | Cohen, Lauren and Lou, Dong | 2012 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 33 | Huang, Shiyang and Lin, Tse-Chun and Xiang, Hong | 2021 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 34 | Huang, Shiyang and Lee, Charles MC and Song, Yang ... | 2022 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 35 | Hansen, Lars Peter and Richard, Scott F | 1987 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 36 | Lewellen, Jonathan and Nagel, Stefan | 2006 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 37 | Green, Jeremiah and Hand, John RM and Zhang, X Fra... | 2017 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 38 | Brandt, Michael W and Santa-Clara, Pedro and Valka... | 2009 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 39 | He, Songrun and Yuan, Ming and Zhou, Guofu | 2024 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 40 | Kelly, Bryan T and Malamud, Semyon and Pourmohamma... | 2025 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 41 | Chen, Luyang and Pelger, Markus and Zhu, Jason | 2024 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 42 | Feng, Guanhao and He, Jingyu and Polson, Nicholas ... | 2024 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 43 | Cong, Lin William and Feng, Guanhao and He, Jingyu... | 2025 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 44 | Liu, Yang and Zhou, Guofu and Zhu, Yingzi | 2025 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 45 | Cong, Lin William and Tang, Ke and Wang, Jingyuan ... | 2022 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 46 | Kelly, Bryan and Kuznetsov, Boris and Malamud, Sem... | 2024 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 47 | Baker, Malcolm and Wurgler, Jeffrey | 2006 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 48 | Luo, Bin and Zhou, Guofu and Zhou, Ti | 2025 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 49 | Eugene, Fama and French, Kenneth | 1992 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 50 | Belo, Frederico and Lin, Xiaoji and Bazdresch, San... | 2014 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 51 | Dechow, Patricia M and Sloan, Richard G and Solima... | 2004 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 52 | Lakonishok, Josef and Shleifer, Andrei and Vishny,... | 1994 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 53 | Penman, Stephen H. and Richardson, Scott A. and Tu... | 2007 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 54 | Rosenberg, Barr and Reid, Kenneth and Lanstein, Ro... | 1985 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 55 | Dichev, Ilia D | 1998 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 56 | Corwin, Shane A and Schultz, Paul | 2012 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 57 | Ali, Ashiq and Hwang, Lee-Seok and Trombley, Mark ... | 2003 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 58 | Feng, Guanhao and Giglio, Stefano and Xiu, Dacheng | 2020 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 59 | Avramov, Doron and Feng, Guanhao and He, Jingyu an... (self) | 2025 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |