Class information for:
Level 1: JANUARY EFFECT//DAY OF THE WEEK EFFECT//CALENDAR ANOMALIES

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
18381 554 28.9 51%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
1 4 ECONOMICS//EDUCATION & EDUCATIONAL RESEARCH//PSYCHOL 3876184
67 3       ECONOMICS//BUSINESS, FINANCE//ECON 84262
144 2             BUSINESS, FINANCE//JOURNAL OF FUTURES MARKETS//ECONOMICS 23368
18381 1                   JANUARY EFFECT//DAY OF THE WEEK EFFECT//CALENDAR ANOMALIES 554

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 JANUARY EFFECT authKW 783880 3% 89% 16
2 DAY OF THE WEEK EFFECT authKW 568871 3% 61% 17
3 CALENDAR ANOMALIES authKW 344473 2% 63% 10
4 SELL IN MAY authKW 330701 1% 100% 6
5 TAX LOSS SELLING authKW 320675 1% 73% 8
6 TURN OF THE MONTH authKW 275584 1% 100% 5
7 MONDAY EFFECT authKW 248023 1% 75% 6
8 CALENDAR EFFECTS authKW 207490 1% 47% 8
9 TURN OF THE YEAR EFFECT authKW 176372 1% 80% 4
10 PRE HOLIDAY EFFECT authKW 165350 1% 100% 3

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 Business, Finance 88755 59% 0% 329
2 Economics 17829 61% 0% 336
3 Business 430 5% 0% 30
4 Management 179 4% 0% 24
5 Social Sciences, Mathematical Methods 176 2% 0% 13
6 Operations Research & Management Science 46 3% 0% 14
7 Urban Studies 45 1% 0% 6
8 Mathematics, Interdisciplinary Applications 31 2% 0% 12
9 Psychology, Multidisciplinary 30 2% 0% 12
10 Hospitality, Leisure, Sport & Tourism 28 1% 0% 4

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 CHAIR ACCOUNTING FINANCING 110234 0% 100% 2
2 AFREC 55117 0% 100% 1
3 FINANCIAL MANAGEMENT RIFM 55117 0% 100% 1
4 INSB WIRT AFTSTHEORIE MAKROOKONOM 55117 0% 100% 1
5 LAW ECON CONSULTING GRP LLC 55117 0% 100% 1
6 COLEGIO UNIV ESTUDIOS FINANCIEROS 27557 0% 50% 1
7 FINANCIAL MATH COMPUTAT CLUSTER FMC2 27557 0% 50% 1
8 SJ 27557 0% 50% 1
9 ACCOUNTING ECON INFORMAT STAT 18371 0% 33% 1
10 COMMUNITY IMAGING GRP 18371 0% 33% 1

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 JOURNAL OF FINANCIAL RESEARCH 83943 4% 6% 24
2 JOURNAL OF FINANCE 36844 8% 1% 45
3 JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS 27374 5% 2% 27
4 APPLIED ECONOMICS LETTERS 23983 8% 1% 47
5 JOURNAL OF PORTFOLIO MANAGEMENT 23400 4% 2% 24
6 JOURNAL OF FUTURES MARKETS 15521 4% 1% 22
7 JOURNAL OF BANKING & FINANCE 15342 6% 1% 35
8 JOURNAL OF FINANCIAL ECONOMICS 10201 4% 1% 21
9 INVESTMENT ANALYSTS JOURNAL 7796 1% 4% 4
10 JOURNAL OF EMPIRICAL FINANCE 7614 2% 2% 9

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 JANUARY EFFECT 783880 3% 89% 16 Search JANUARY+EFFECT Search JANUARY+EFFECT
2 DAY OF THE WEEK EFFECT 568871 3% 61% 17 Search DAY+OF+THE+WEEK+EFFECT Search DAY+OF+THE+WEEK+EFFECT
3 CALENDAR ANOMALIES 344473 2% 63% 10 Search CALENDAR+ANOMALIES Search CALENDAR+ANOMALIES
4 SELL IN MAY 330701 1% 100% 6 Search SELL+IN+MAY Search SELL+IN+MAY
5 TAX LOSS SELLING 320675 1% 73% 8 Search TAX+LOSS+SELLING Search TAX+LOSS+SELLING
6 TURN OF THE MONTH 275584 1% 100% 5 Search TURN+OF+THE+MONTH Search TURN+OF+THE+MONTH
7 MONDAY EFFECT 248023 1% 75% 6 Search MONDAY+EFFECT Search MONDAY+EFFECT
8 CALENDAR EFFECTS 207490 1% 47% 8 Search CALENDAR+EFFECTS Search CALENDAR+EFFECTS
9 TURN OF THE YEAR EFFECT 176372 1% 80% 4 Search TURN+OF+THE+YEAR+EFFECT Search TURN+OF+THE+YEAR+EFFECT
10 PRE HOLIDAY EFFECT 165350 1% 100% 3 Search PRE+HOLIDAY+EFFECT Search PRE+HOLIDAY+EFFECT

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 HOGHOLM, K , KNIF, J , PYNNONEN, S , (2011) COMMON AND LOCAL ASYMMETRY AND DAY-OF-THE-WEEK EFFECTS AMONG EU EQUITY MARKETS.QUANTITATIVE FINANCE. VOL. 11. ISSUE 2. P. 219 -227 21 100% 3
2 QADAN, M , KLIGER, D , (2016) THE SHORT TRADING DAY ANOMALY.JOURNAL OF EMPIRICAL FINANCE. VOL. 38. ISSUE . P. 62 -80 34 47% 0
3 ABALALA, T , SOLLIS, R , (2015) THE SATURDAY EFFECT: AN INTERESTING ANOMALY IN THE SAUDI STOCK MARKET.APPLIED ECONOMICS. VOL. 47. ISSUE 58. P. 6317 -6330 18 90% 0
4 ZHANG, CY , JACOBSEN, B , (2013) ARE MONTHLY SEASONALS REAL? A THREE CENTURY PERSPECTIVE.REVIEW OF FINANCE. VOL. 17. ISSUE 5. P. 1743-1785 29 56% 7
5 SCHMITTMANN, JM , PIRSCHEL, J , MEYER, S , HACKETHAL, A , (2015) THE IMPACT OF WEATHER ON GERMAN RETAIL INVESTORS.REVIEW OF FINANCE. VOL. 19. ISSUE 3. P. 1143 -1183 23 66% 1
6 BLOSE, LE , GONDHALEKAR, V , (2013) WEEKEND GOLD RETURNS IN BULL AND BEAR MARKETS.ACCOUNTING AND FINANCE. VOL. 53. ISSUE 3. P. 609 -622 15 100% 6
7 URQUHART, A , MCGROARTY, F , (2014) CALENDAR EFFECTS, MARKET CONDITIONS AND THE ADAPTIVE MARKET HYPOTHESIS: EVIDENCE FROM LONG-RUN U.S. DATA.INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. VOL. 35. ISSUE . P. 154 -166 23 64% 1
8 KAUSTIA, M , RANTAPUSKA, E , (2016) DOES MOOD AFFECT TRADING BEHAVIOR?.JOURNAL OF FINANCIAL MARKETS. VOL. 29. ISSUE . P. 1 -26 27 50% 0
9 YU, HC , CHIOU, I , JORDAN-WAGNER, J , (2008) DOES THE WEEKDAY EFFECT OF THE YEN/DOLLAR SPOT RATES EXIST IN TOKYO, LONDON, AND NEW YORK? AN ANALYSIS OF PANEL PROBABILITY DISTRIBUTION.APPLIED ECONOMICS. VOL. 40. ISSUE 20. P. 2631 -2643 18 90% 1
10 BURNETT, JE , (2017) LIQUIDITY AND INVESTOR CONFIDENCE IN THE TURN-OF-THE-MONTH REGULARITY.APPLIED ECONOMICS LETTERS. VOL. 24. ISSUE 4. P. 273 -278 13 100% 0

Classes with closest relation at Level 1


Rank Class id link
1 1832 BUSINESS, FINANCE//ASSET PRICING//VALUE PREMIUM
2 28243 CAPITAL GAINS TAXATION//LOCK IN EFFECT//CAPITAL GAIN TAXATION
3 20287 DISPOSITION EFFECT//OVERCONFIDENCE//INDIVIDUAL INVESTORS
4 35660 DAYLIGHT SAVING TIME//DAYLIGHT SAVINGS TIME//DAYLIGHT SAVING
5 16650 TECHNICAL ANALYSIS//TECHNICAL TRADING RULES//TECHNICAL TRADING
6 25671 SHORT SELLING//SHORT SALE CONSTRAINTS//SHORT INTEREST
7 452 MARKET MICROSTRUCTURE//BUSINESS, FINANCE//JOURNAL OF FINANCIAL MARKETS
8 5243 MUTUAL FUNDS//HEDGE FUNDS//BUSINESS, FINANCE
9 17739 FLOW THROUGH CAPABILITY//GRAMM LEACH BLILEY ACT//JOURNAL OF ECONOMICS AND BUSINESS
10 1852 GARCH//GARCH MODELS//VALUE AT RISK

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