Most cited references and documents
| Rank | Author | Title | Year | Journal | Local citations | Total citations |
|---|---|---|---|---|---|---|
| Panel A: top ten most cited references | ||||||
| 1 | Fama E. and French K.R | Common risk factors in the returns on stocks and bonds | 1993 | Journal of Financial Economics | 126 | 37,066 |
| 2 | Carhart M.M | On Persistence in Mutual Fund Performance | 1997 | Journal of Finance | 94 | 23,869 |
| 3 | Fama E. and French K.R | The Cross-Section of Expected Stock Returns | 1992 | Journal of Finance | 81 | 28,415 |
| 4 | Jegadeesh N. and Titman S | Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency | 1993 | Journal of Finance | 80 | 28,415 |
| 5 | Fama E. and French K.R | A five-factor asset pricing model | 2015 | Journal of Financial Economics | 68 | 9,676 |
| 6 | Frazzini A. and Pedersen L.H | Betting against beta | 2014 | Journal of Financial Economics | 57 | 2,827 |
| 7 | Asness C.S., Moskowitz T.J. and Pedersen L.H | Value and Momentum Everywhere | 2013 | Journal of Finance | 56 | 3,406 |
| 8 | Sharpe W.F | Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risks | 1964 | Journal of Finance | 44 | 34,712 |
| 9 | Novy-Marx R | The other side of value: The gross profitability premium | 2013 | Journal of Financial Economics | 42 | 2,770 |
| 10 | Markowitz H | Portfolio Selection | 1952 | Journal of Finance | 38 | 63,901 |
| Panel B: top ten most cited papers | ||||||
| 1 | Barberis N. and Shleifer A | Style Investing | 2003 | Journal of Financial Economics | 36 | 483 |
| 2 | Choi N. and Sias R.W | Institutional industry herding | 2009 | Journal of Financial Economics | 3 | 190 |
| 3 | Brown S.J. and Goetzmann W.N | Hedge Funds with Style | 2003 | Journal of Portfolio Management | 3 | 84 |
| 4 | Adams Z. and Glück T | Financialization in commodity markets: A passing trend or the new normal? | 2015 | Journal of Banking and Finance | 1 | 83 |
| 5 | Teo M. and Woo S.J | Style effects in the cross-section of stock returns | 2004 | Journal of Financial Economics | 14 | 65 |
| 6 | Froot K. and Teo M | Style Investing and Institutional Investors | 2008 | Journal of Financial and Quantitative Analysis | 12 | 65 |
| 7 | Eichholtz P., Huisman R., Koedijk K. and Schuin L | Continental factors in international real estate returns | 1998 | Real Estate Economics | 1 | 54 |
| 8 | Wahal S. and Yavuz M.D | Style Investing, comovement and return predictability | 2013 | Journal of Financial Economics | 14 | 49 |
| 9 | Cronqvist H., Siegel S. and Yu F | Value versus growth investing: Why do different investors have different styles? | 2015 | Journal of Financial Economics | 3 | 43 |
| 10 | Lettau M. and Madhavan A | Exchange-Traded Funds 101 for Economists | 2018 | Journal of Economic Perspectives | 2 | 43 |
| Rank | Author | Title | Year | Journal | Local citations | Total citations |
|---|---|---|---|---|---|---|
| 1 | Fama E. and French K.R | Common risk factors in the returns on stocks and bonds | 1993 | 126 | 37,066 | |
| 2 | Carhart M.M | On Persistence in Mutual Fund Performance | 1997 | 94 | 23,869 | |
| 3 | Fama E. and French K.R | The Cross-Section of Expected Stock Returns | 1992 | 81 | 28,415 | |
| 4 | Jegadeesh N. and Titman S | Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency | 1993 | 80 | 28,415 | |
| 5 | Fama E. and French K.R | A five-factor asset pricing model | 2015 | 68 | 9,676 | |
| 6 | Frazzini A. and Pedersen L.H | Betting against beta | 2014 | 57 | 2,827 | |
| 7 | Asness C.S., Moskowitz T.J. and Pedersen L.H | Value and Momentum Everywhere | 2013 | 56 | 3,406 | |
| 8 | Sharpe W.F | Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risks | 1964 | 44 | 34,712 | |
| 9 | Novy-Marx R | The other side of value: The gross profitability premium | 2013 | 42 | 2,770 | |
| 10 | Markowitz H | Portfolio Selection | 1952 | 38 | 63,901 | |
| 1 | Barberis N. and Shleifer A | Style Investing | 2003 | 36 | 483 | |
| 2 | Choi N. and Sias R.W | Institutional industry herding | 2009 | 3 | 190 | |
| 3 | Brown S.J. and Goetzmann W.N | Hedge Funds with Style | 2003 | 3 | 84 | |
| 4 | Adams Z. and Glück T | Financialization in commodity markets: A passing trend or the new normal? | 2015 | 1 | 83 | |
| 5 | Teo M. and Woo S.J | Style effects in the cross-section of stock returns | 2004 | 14 | 65 | |
| 6 | Froot K. and Teo M | Style Investing and Institutional Investors | 2008 | 12 | 65 | |
| 7 | Eichholtz P., Huisman R., Koedijk K. and Schuin L | Continental factors in international real estate returns | 1998 | 1 | 54 | |
| 8 | Wahal S. and Yavuz M.D | Style Investing, comovement and return predictability | 2013 | 14 | 49 | |
| 9 | Cronqvist H., Siegel S. and Yu F | Value versus growth investing: Why do different investors have different styles? | 2015 | 3 | 43 | |
| 10 | Lettau M. and Madhavan A | Exchange-Traded Funds 101 for Economists | 2018 | 2 | 43 | |
Note(s): Local citations represent the number of citations each contribution received, based on data from the database
Source(s): Authors’ own elaboration