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Implied Volatility Skews and Stock Index Skewness and Kurtosis Implied by S

Overview of attention for article published in Journal of Derivatives, May 1997
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  • Among the highest-scoring outputs from this source (#36 of 139)

Mentioned by

wikipedia
1 Wikipedia page

Readers on

mendeley
47 Mendeley
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Article details
Title
Implied Volatility Skews and Stock Index Skewness and Kurtosis Implied by S&P 500 Index Option Prices
Published in
Journal of Derivatives, May 1997
DOI 10.3905/jod.1997.407978
Authors

Charles J. Corrado, Tie Su

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Mendeley demographics

Mendeley demographics

The data shown below were compiled from readership statistics for 47 Mendeley readers of this research output. Click here to see the associated Mendeley record.
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Geographical breakdown

Geographical breakdown
Country Count As %
United States 1 2%
Singapore 1 2%
Sweden 1 2%
Portugal 1 2%
France 1 2%
Germany 1 2%
Unknown 41 87%

Demographic breakdown

Readers by professional status
Readers by professional status Count As %
Student > Ph. D. Student 8 17%
Researcher 8 17%
Other 6 13%
Student > Master 6 13%
Student > Bachelor 5 11%
Other 8 17%
Unknown 6 13%
Readers by discipline
Readers by discipline Count As %
Economics, Econometrics and Finance 20 43%
Mathematics 9 19%
Business, Management and Accounting 5 11%
Social Sciences 2 4%
Chemistry 2 4%
Other 2 4%
Unknown 7 15%
Attention Score in Context

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 17 December 2022.
All research outputs
#12,345,312
of 34,365,356 outputs
Outputs from Journal of Derivatives
#36
of 139 outputs
Outputs of similar age
#17,862
of 42,533 outputs
Outputs of similar age from Journal of Derivatives
#1
of 2 outputs
Altmetric has tracked 34,365,356 research outputs across all sources so far. This one is in the 38th percentile – i.e., 38% of other outputs scored the same or lower than it.
So far Altmetric has tracked 139 research outputs from this source. They typically receive a little more attention than average, with a mean Attention Score of 7.4. This one is in the 35th percentile – i.e., 35% of its peers scored the same or lower than it.
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 42,533 tracked outputs that were published within six weeks on either side of this one in any source. This one is in the 7th percentile – i.e., 7% of its contemporaries scored the same or lower than it.
We're also able to compare this research output to 2 others from the same source and published within six weeks on either side of this one. This one has scored higher than all of them