Class information for: |
Basic class information |
| ID | Publications | Average number of references |
Avg. shr. active ref. in WoS |
|---|---|---|---|
| 21483 | 359 | 27.4 | 52% |
Classes in level above (level 2) |
| ID, lev. above |
Publications | Label for level above |
|---|---|---|
| 38 | 32239 | BUSINESS, FINANCE//JOURNAL OF FINANCE//JOURNAL OF FINANCIAL ECONOMICS |
Terms with highest relevance score |
| Rank | Term | Type of term | Relevance score (tfidf) |
Class's shr. of term's tot. occurrences |
Shr. of publ. in class containing term |
Num. of publ. in class |
|---|---|---|---|---|---|---|
| 1 | SELL IN MAY | Author keyword | 11 | 100% | 2% | 6 |
| 2 | DAY OF THE WEEK EFFECT | Author keyword | 8 | 42% | 4% | 15 |
| 3 | CALENDAR ANOMALIES | Author keyword | 7 | 56% | 3% | 9 |
| 4 | MONDAY EFFECT | Author keyword | 6 | 100% | 1% | 4 |
| 5 | CALENDAR EFFECTS | Author keyword | 4 | 42% | 2% | 8 |
| 6 | INVESTOR MOOD | Author keyword | 4 | 75% | 1% | 3 |
| 7 | SUNSHINE EFFECT | Author keyword | 3 | 100% | 1% | 3 |
| 8 | NEWS MODEL | Author keyword | 2 | 67% | 1% | 2 |
| 9 | RAMADAN EFFECT | Author keyword | 2 | 67% | 1% | 2 |
| 10 | SELL IN MAY EFFECT | Author keyword | 2 | 67% | 1% | 2 |
Web of Science journal categories |
Author Key Words |
| Rank | Web of Science journal category | Relevance score (tfidf) |
Class's shr. of term's tot. occurrences |
Shr. of publ. in class containing term |
Num. of publ. in class |
LCSH search | Wikipedia search |
|---|---|---|---|---|---|---|---|
| 1 | SELL IN MAY | 11 | 100% | 2% | 6 | Search SELL+IN+MAY | Search SELL+IN+MAY |
| 2 | DAY OF THE WEEK EFFECT | 8 | 42% | 4% | 15 | Search DAY+OF+THE+WEEK+EFFECT | Search DAY+OF+THE+WEEK+EFFECT |
| 3 | CALENDAR ANOMALIES | 7 | 56% | 3% | 9 | Search CALENDAR+ANOMALIES | Search CALENDAR+ANOMALIES |
| 4 | MONDAY EFFECT | 6 | 100% | 1% | 4 | Search MONDAY+EFFECT | Search MONDAY+EFFECT |
| 5 | CALENDAR EFFECTS | 4 | 42% | 2% | 8 | Search CALENDAR+EFFECTS | Search CALENDAR+EFFECTS |
| 6 | INVESTOR MOOD | 4 | 75% | 1% | 3 | Search INVESTOR+MOOD | Search INVESTOR+MOOD |
| 7 | SUNSHINE EFFECT | 3 | 100% | 1% | 3 | Search SUNSHINE+EFFECT | Search SUNSHINE+EFFECT |
| 8 | NEWS MODEL | 2 | 67% | 1% | 2 | Search NEWS+MODEL | Search NEWS+MODEL |
| 9 | RAMADAN EFFECT | 2 | 67% | 1% | 2 | Search RAMADAN+EFFECT | Search RAMADAN+EFFECT |
| 10 | SELL IN MAY EFFECT | 2 | 67% | 1% | 2 | Search SELL+IN+MAY+EFFECT | Search SELL+IN+MAY+EFFECT |
Key Words Plus |
| Rank | Web of Science journal category | Relevance score (tfidf) |
Class's shr. of term's tot. occurrences |
Shr. of publ. in class containing term |
Num. of publ. in class |
|---|---|---|---|---|---|
| 1 | OF THE WEEK | 19 | 76% | 4% | 13 |
| 2 | HALLOWEEN INDICATOR | 3 | 100% | 1% | 3 |
| 3 | WEEKLY PATTERN | 3 | 60% | 1% | 3 |
| 4 | LOSING SLEEP | 2 | 38% | 1% | 5 |
| 5 | EXCHANGE PRICE CHANGES | 2 | 43% | 1% | 3 |
| 6 | 13TH | 1 | 50% | 1% | 2 |
| 7 | NON TRADING PERIODS | 1 | 100% | 1% | 2 |
| 8 | FRIDAY | 1 | 40% | 1% | 2 |
| 9 | SEASONALITIES | 1 | 40% | 1% | 2 |
| 10 | STOCHASTIC DOMINANCE APPROACH | 1 | 40% | 1% | 2 |
Journals |
Reviews |
| Title | Publ. year | Cit. | Active references |
% act. ref. to same field |
|---|---|---|---|---|
| A review of the seasonal affective disorder hypothesis | 2011 | 1 | 12 | 75% |
| The role of feelings in investor decision-making | 2005 | 28 | 51 | 20% |
| Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis | 2015 | 0 | 66 | 26% |
| Behavioral finance and asset prices: Where do we stand? | 2004 | 23 | 96 | 4% |
Address terms |
| Rank | Address term | Relevance score (tfidf) |
Class's shr. of term's tot. occurrences |
Shr. of publ. in class containing term |
Num. of publ. in class |
|---|---|---|---|---|---|
| 1 | CHAIR ACCOUNTING FINANCING | 1 | 100% | 0.6% | 2 |
| 2 | COLEGIO UNIV ESTUDIOS FINANCIEROS | 1 | 50% | 0.3% | 1 |
| 3 | COMMUNITY IMAGING GRP | 1 | 50% | 0.3% | 1 |
| 4 | SJ | 1 | 50% | 0.3% | 1 |
| 5 | FINANCE ACCOUNTING ECON | 0 | 33% | 0.3% | 1 |
| 6 | GLOBAL RISK MANAGEMENT CONTROL | 0 | 33% | 0.3% | 1 |
| 7 | IAE RENNES | 0 | 33% | 0.3% | 1 |
| 8 | IND MANAGEMENT MANAGEMENT INFORMAT | 0 | 25% | 0.3% | 1 |
| 9 | KATEDRA OPERACNEHO VYSKUMU EKON | 0 | 25% | 0.3% | 1 |
| 10 | KENANFLAGLER BUSINESS | 0 | 25% | 0.3% | 1 |
Related classes at same level (level 1) |
| Rank | Relatedness score | Related classes |
|---|---|---|
| 1 | 0.0000220346 | VALUE PREMIUM//JOURNAL OF PORTFOLIO MANAGEMENT//CROSS SECTION OF STOCK RETURNS |
| 2 | 0.0000153701 | JOURNAL OF FINANCIAL MARKETS//MARKET MICROSTRUCTURE//LIQUIDITY |
| 3 | 0.0000125718 | DAYLIGHT SAVING TIME//DAYLIGHT SAVINGS TIME//DAYLIGHT SAVING |
| 4 | 0.0000110528 | FIRE HORSE//FENG SHUI//FAMILY HOUSE PLOT |
| 5 | 0.0000107191 | FULL MOON//LUNAR CYCLE//LUNAR PHASES |
| 6 | 0.0000103053 | DISPOSITION EFFECT//HOME BIAS//INDIVIDUAL INVESTORS |
| 7 | 0.0000097124 | PORTMANTEAU TEST//VARIANCE RATIO TEST//FIXED SMOOTHING ASYMPTOTICS |
| 8 | 0.0000083165 | GOOGLE INSIGHTS FOR SEARCH//NEWS SENTIMENT//GOOGLE TRENDS |
| 9 | 0.0000080605 | REALIZED VOLATILITY//GARCH//MARKET MICROSTRUCTURE NOISE |
| 10 | 0.0000063039 | SPORTS FORECASTING//BETTING MARKETS//BETTING |