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The profitability of pairs trading strategies: distance, cointegration and copula methods

Overview of attention for article published in Quantitative Finance, April 2016
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About this Attention Score

  • In the top 25% of all research outputs scored by Altmetric
  • Among the highest-scoring outputs from this source (#26 of 328)
  • Good Attention Score compared to outputs of the same age (76th percentile)
  • Good Attention Score compared to outputs of the same age and source (66th percentile)

Mentioned by

twitter
6 X users
wikipedia
4 Wikipedia pages

Citations

dimensions_citation
96 Dimensions

Readers on

mendeley
139 Mendeley
citeulike
1 CiteULike
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Title
The profitability of pairs trading strategies: distance, cointegration and copula methods
Published in
Quantitative Finance, April 2016
DOI 10.1080/14697688.2016.1164337
Authors

Hossein Rad, Rand Kwong Yew Low, Robert Faff

X Demographics

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.
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 139 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 139 100%

Demographic breakdown

Readers by professional status Count As %
Student > Master 38 27%
Student > Ph. D. Student 16 12%
Researcher 14 10%
Student > Bachelor 9 6%
Other 7 5%
Other 18 13%
Unknown 37 27%
Readers by discipline Count As %
Economics, Econometrics and Finance 47 34%
Computer Science 14 10%
Business, Management and Accounting 9 6%
Engineering 6 4%
Mathematics 5 4%
Other 19 14%
Unknown 39 28%
Attention Score in Context

Attention Score in Context

This research output has an Altmetric Attention Score of 7. 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 05 November 2022.
All research outputs
#4,472,125
of 23,049,027 outputs
Outputs from Quantitative Finance
#26
of 328 outputs
Outputs of similar age
#70,251
of 299,596 outputs
Outputs of similar age from Quantitative Finance
#3
of 9 outputs
Altmetric has tracked 23,049,027 research outputs across all sources so far. Compared to these this one has done well and is in the 80th percentile: it's in the top 25% of all research outputs ever tracked by Altmetric.
So far Altmetric has tracked 328 research outputs from this source. They typically receive a little more attention than average, with a mean Attention Score of 5.9. This one has done particularly well, scoring higher than 92% 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 299,596 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 76% of its contemporaries.
We're also able to compare this research output to 9 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.