| Title |
Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns
|
|---|---|
| Published in |
Computational Economics, August 2016
|
| DOI | 10.1007/s10614-016-9612-1 |
| Authors |
Jian Zhou, Gao-Feng Gu, Zhi-Qiang Jiang, Xiong Xiong, Wei Chen, Wei Zhang, Wei-Xing Zhou |
X Demographics
The data shown below were collected from the profiles of 6 X users who shared this research output. Click here to find out more about how the information was compiled.
Geographical breakdown
| Country | Count | As % |
|---|---|---|
| United Kingdom | 1 | 17% |
| Puerto Rico | 1 | 17% |
| Hong Kong | 1 | 17% |
| Portugal | 1 | 17% |
| Unknown | 2 | 33% |
Demographic breakdown
| Type | Count | As % |
|---|---|---|
| Members of the public | 6 | 100% |
Mendeley readers
The data shown below were compiled from readership statistics for 19 Mendeley readers of this research output. Click here to see the associated Mendeley record.
Geographical breakdown
| Country | Count | As % |
|---|---|---|
| Unknown | 19 | 100% |
Demographic breakdown
| Readers by professional status | Count | As % |
|---|---|---|
| Student > Ph. D. Student | 4 | 21% |
| Professor > Associate Professor | 2 | 11% |
| Professor | 2 | 11% |
| Other | 1 | 5% |
| Researcher | 1 | 5% |
| Other | 1 | 5% |
| Unknown | 8 | 42% |
| Readers by discipline | Count | As % |
|---|---|---|
| Economics, Econometrics and Finance | 4 | 21% |
| Physics and Astronomy | 3 | 16% |
| Computer Science | 2 | 11% |
| Business, Management and Accounting | 2 | 11% |
| Social Sciences | 1 | 5% |
| Other | 0 | 0% |
| Unknown | 7 | 37% |
Attention Score in Context
This research output has an Altmetric Attention Score of 3. This is our high-level measure of the quality and quantity of online attention that it has received. This Attention Score, as well as the ranking and number of research outputs shown below, was calculated when the research output was last mentioned on 27 February 2018.
All research outputs
#7,982,504
of 24,021,239 outputs
Outputs from Computational Economics
#49
of 205 outputs
Outputs of similar age
#122,060
of 346,728 outputs
Outputs of similar age from Computational Economics
#2
of 3 outputs
Altmetric has tracked 24,021,239 research outputs across all sources so far. This one is in the 44th percentile – i.e., 44% of other outputs scored the same or lower than it.
So far Altmetric has tracked 205 research outputs from this source. They receive a mean Attention Score of 3.8. This one has gotten more attention than average, scoring higher than 55% of its peers.
Older research outputs will score higher simply because they've had more time to accumulate mentions. To account for age we can compare this Altmetric Attention Score to the 346,728 tracked outputs that were published within six weeks on either side of this one in any source. This one is in the 49th percentile – i.e., 49% of its contemporaries scored the same or lower than it.
We're also able to compare this research output to 3 others from the same source and published within six weeks on either side of this one.