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

Basic class information

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
2 4 ECONOMICS//POLITICAL SCIENCE//EDUCATION & EDUCATIONAL RESEARCH 1996300
115 3       BUSINESS, FINANCE//ECONOMICS//JOURNAL OF BANKING & FINANCE 72270
34 2             BUSINESS, FINANCE//ECONOMICS//JOURNAL OF FUTURES MARKETS 33240
17330 1                   JANUARY EFFECT//DAY OF THE WEEK EFFECT//CALENDAR ANOMALIES 633

Terms with highest relevance score



rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 JANUARY EFFECT authKW 708097 3% 89% 16
2 DAY OF THE WEEK EFFECT authKW 479613 3% 57% 17
3 CALENDAR ANOMALIES authKW 377334 2% 63% 12
4 SELL IN MAY authKW 298730 1% 100% 6
5 TAX LOSS SELLING authKW 289673 1% 73% 8
6 TURN OF THE MONTH authKW 248942 1% 100% 5
7 MONDAY EFFECT authKW 224044 1% 75% 6
8 INVESTOR MOOD authKW 207450 1% 83% 5
9 CALENDAR EFFECTS authKW 187430 1% 47% 8
10 OTHER JANUARY EFFECT authKW 149365 0% 100% 3

Web of Science journal categories



chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Business, Finance 105595 61% 1% 385
2 Economics 19776 60% 0% 379
3 Business 632 6% 0% 39
4 Social Sciences, Mathematical Methods 236 3% 0% 16
5 Management 229 5% 0% 29
6 Operations Research & Management Science 52 3% 0% 16
7 Mathematics, Interdisciplinary Applications 44 2% 0% 15
8 Hospitality, Leisure, Sport & Tourism 38 1% 0% 5
9 Urban Studies 37 1% 0% 6
10 Psychology, Multidisciplinary 24 2% 0% 12

Address terms



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 CHAIR ACCOUNTING FINANCING 99577 0% 100% 2
2 AFREC 49788 0% 100% 1
3 CORP FINANCE FINANCIAL 49788 0% 100% 1
4 FINANCIAL MANAGEMENT RIFM 49788 0% 100% 1
5 INSB WIRT AFTSTHEORIE MAKROOKONOM 49788 0% 100% 1
6 LAW ECON CONSULTING GRP LLC 49788 0% 100% 1
7 MANAGEMENT STUDIES FINANCE 49788 0% 100% 1
8 UNIV BIRMINGHAM BUSINESS 49788 0% 100% 1
9 ECON DOCTORAL 24893 0% 50% 1
10 FINANCIAL MATH COMPUTAT CLUSTER FMC2 24893 0% 50% 1

Journals



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 JOURNAL OF FINANCIAL RESEARCH 99525 4% 7% 28
2 JOURNAL OF FINANCE 40658 8% 2% 50
3 JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS 35536 5% 2% 33
4 JOURNAL OF PORTFOLIO MANAGEMENT 34838 5% 2% 31
5 APPLIED ECONOMICS LETTERS 19976 7% 1% 46
6 JOURNAL OF BANKING & FINANCE 18584 6% 1% 41
7 JOURNAL OF FINANCIAL ECONOMICS 18373 5% 1% 30
8 JOURNAL OF FUTURES MARKETS 12477 3% 1% 21
9 AKRON BUSINESS AND ECONOMIC REVIEW 9904 1% 3% 7
10 JOURNAL OF EMPIRICAL FINANCE 8011 2% 2% 10

Author Key Words



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 JANUARY EFFECT 708097 3% 89% 16 Search JANUARY+EFFECT Search JANUARY+EFFECT
2 DAY OF THE WEEK EFFECT 479613 3% 57% 17 Search DAY+OF+THE+WEEK+EFFECT Search DAY+OF+THE+WEEK+EFFECT
3 CALENDAR ANOMALIES 377334 2% 63% 12 Search CALENDAR+ANOMALIES Search CALENDAR+ANOMALIES
4 SELL IN MAY 298730 1% 100% 6 Search SELL+IN+MAY Search SELL+IN+MAY
5 TAX LOSS SELLING 289673 1% 73% 8 Search TAX+LOSS+SELLING Search TAX+LOSS+SELLING
6 TURN OF THE MONTH 248942 1% 100% 5 Search TURN+OF+THE+MONTH Search TURN+OF+THE+MONTH
7 MONDAY EFFECT 224044 1% 75% 6 Search MONDAY+EFFECT Search MONDAY+EFFECT
8 INVESTOR MOOD 207450 1% 83% 5 Search INVESTOR+MOOD Search INVESTOR+MOOD
9 CALENDAR EFFECTS 187430 1% 47% 8 Search CALENDAR+EFFECTS Search CALENDAR+EFFECTS
10 OTHER JANUARY EFFECT 149365 0% 100% 3 Search OTHER+JANUARY+EFFECT Search OTHER+JANUARY+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.

Classes with closest relation at Level 1



rank cluster_id2 link
1 2403 BUSINESS, FINANCE//VALUE PREMIUM//ASSET PRICING
2 38767 ORDINAL CERTAINTY EQUIVALENT PREFERENCES//ANOMALOUS MARKET REACTION//AREA MIS POM
3 25415 DISTRIBUTION OF STOCK RETURNS//SKEWNESS ESTIMATION//BETA ESTIMATION
4 16097 INVESTOR SENTIMENT//CLOSED END FUNDS//BITCOIN
5 14371 TECHNICAL ANALYSIS//TECHNICAL TRADING RULES//TRADING RULES
6 11276 DISPOSITION EFFECT//INDIVIDUAL INVESTORS//HOME BIAS
7 708 BUSINESS, FINANCE//MARKET MICROSTRUCTURE//LIQUIDITY
8 23307 SHORT SELLING//SHORT SALE CONSTRAINTS//SHORT INTEREST
9 8612 PAYOUT POLICY//DIVIDENDS//SHARE REPURCHASES
10 34685 DAYLIGHT SAVING TIME//DAYLIGHT SAVINGS TIME//KGBCC

Go to start page