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Forecasting prices from level-I quotes in the presence of hidden liquidity

Overview of attention for article published in Algorithmic Finance, December 2011
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About this Attention Score

  • In the top 25% of all research outputs scored by Altmetric
  • High Attention Score compared to outputs of the same age (82nd percentile)

Mentioned by

news
1 news outlet

Readers on

mendeley
91 Mendeley
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Article details
Title
Forecasting prices from level-I quotes in the presence of hidden liquidity
Published in
Algorithmic Finance, December 2011
DOI 10.3233/af-2011-004
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 91 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 3 3%
Brazil 2 2%
Japan 1 1%
China 1 1%
Unknown 84 92%

Demographic breakdown

Readers by professional status
Readers by professional status Count As %
Researcher 20 22%
Student > Ph. D. Student 16 18%
Other 11 12%
Student > Master 7 8%
Student > Doctoral Student 6 7%
Other 16 18%
Unknown 15 16%
Readers by discipline
Readers by discipline Count As %
Mathematics 22 24%
Economics, Econometrics and Finance 20 22%
Computer Science 11 12%
Business, Management and Accounting 10 11%
Physics and Astronomy 6 7%
Other 6 7%
Unknown 16 18%
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 14 August 2026.
All research outputs
#6,703,462
of 34,143,137 outputs
Outputs from Algorithmic Finance
#5
of 25 outputs
Outputs of similar age
#50,321
of 305,641 outputs
Outputs of similar age from Algorithmic Finance
#3
of 4 outputs
Altmetric has tracked 34,143,137 research outputs across all sources so far. Compared to these this one has done well and is in the 79th percentile: it's in the top 25% of all research outputs ever tracked by Altmetric.
So far Altmetric has tracked 25 research outputs from this source. They receive a mean Attention Score of 4.8. This one scored the same or higher as 20 of them.
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 305,641 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 82% of its contemporaries.
We're also able to compare this research output to 4 others from the same source and published within six weeks on either side of this one.