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Are extreme returns priced in the stock market? European evidence

Overview of attention for article published in Journal of Banking & Finance, September 2013
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  • Average Attention Score compared to outputs of the same age

Mentioned by

policy
1 policy source

Readers on

mendeley
105 Mendeley
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Article details
Title
Are extreme returns priced in the stock market? European evidence
Published in
Journal of Banking & Finance, September 2013
DOI 10.1016/j.jbankfin.2013.05.015
Authors

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Timeline Attention over time Attention Score history
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Activity
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Mendeley demographics

Mendeley demographics

The data shown below were compiled from readership statistics for 105 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 %
Malaysia 1 <1%
Korea, Republic of 1 <1%
Japan 1 <1%
Finland 1 <1%
Germany 1 <1%
China 1 <1%
Unknown 99 94%

Demographic breakdown

Readers by professional status
Readers by professional status Count As %
Student > Ph. D. Student 23 22%
Student > Master 11 10%
Lecturer 10 10%
Student > Bachelor 9 9%
Researcher 7 7%
Other 15 14%
Unknown 30 29%
Readers by discipline
Readers by discipline Count As %
Economics, Econometrics and Finance 39 37%
Business, Management and Accounting 29 28%
Computer Science 3 3%
Mathematics 1 <1%
Psychology 1 <1%
Other 0 0%
Unknown 32 30%
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 15 June 2022.
All research outputs
#10,259,766
of 29,798,250 outputs
Outputs from Journal of Banking & Finance
#973
of 2,268 outputs
Outputs of similar age
#79,957
of 221,214 outputs
Outputs of similar age from Journal of Banking & Finance
#22
of 39 outputs
Altmetric has tracked 29,798,250 research outputs across all sources so far. This one is in the 41st percentile – i.e., 41% of other outputs scored the same or lower than it.
So far Altmetric has tracked 2,268 research outputs from this source. They typically receive a little more attention than average, with a mean Attention Score of 6.7. This one is in the 22nd percentile – i.e., 22% 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 221,214 tracked outputs that were published within six weeks on either side of this one in any source. This one is in the 43rd percentile – i.e., 43% of its contemporaries scored the same or lower than it.
We're also able to compare this research output to 39 others from the same source and published within six weeks on either side of this one. This one is in the 17th percentile – i.e., 17% of its contemporaries scored the same or lower than it.