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Why is it so difficult to outperform the random walk in exchange rate forecasting?

Overview of attention for article published in Applied Economics, July 2012
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About this Attention Score

  • In the top 25% of all research outputs scored by Altmetric
  • Good Attention Score compared to outputs of the same age (77th percentile)
  • Average Attention Score compared to outputs of the same age and source

Mentioned by

policy
2 policy sources

Citations

dimensions_citation
24 Dimensions

Readers on

mendeley
21 Mendeley
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Title
Why is it so difficult to outperform the random walk in exchange rate forecasting?
Published in
Applied Economics, July 2012
DOI 10.1080/00036846.2012.709605
Authors

Imad Moosa

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 21 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 21 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 3 14%
Researcher 3 14%
Professor > Associate Professor 3 14%
Student > Master 3 14%
Student > Doctoral Student 2 10%
Other 3 14%
Unknown 4 19%
Readers by discipline Count As %
Economics, Econometrics and Finance 8 38%
Computer Science 3 14%
Business, Management and Accounting 2 10%
Social Sciences 1 5%
Unknown 7 33%
Attention Score in Context

Attention Score in Context

This research output has an Altmetric Attention Score of 6. 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 02 April 2020.
All research outputs
#4,667,916
of 22,671,366 outputs
Outputs from Applied Economics
#261
of 1,795 outputs
Outputs of similar age
#32,898
of 164,673 outputs
Outputs of similar age from Applied Economics
#4
of 10 outputs
Altmetric has tracked 22,671,366 research outputs across all sources so far. Compared to these this one has done well and is in the 76th percentile: it's in the top 25% of all research outputs ever tracked by Altmetric.
So far Altmetric has tracked 1,795 research outputs from this source. They typically receive a little more attention than average, with a mean Attention Score of 6.1. This one has done well, scoring higher than 79% 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 164,673 tracked outputs that were published within six weeks on either side of this one in any source. This one has done well, scoring higher than 77% of its contemporaries.
We're also able to compare this research output to 10 others from the same source and published within six weeks on either side of this one. This one has scored higher than 6 of them.