{"id":"https://openalex.org/W2106096383","doi":"https://doi.org/10.1111/j.1475-6803.2007.00214.x","title":"MACROECONOMIC NEWS AND STOCK MARKET CALENDAR AND WEATHER ANOMALIES","display_name":"MACROECONOMIC NEWS AND STOCK MARKET CALENDAR AND WEATHER ANOMALIES","publication_year":2007,"publication_date":"2007-06-01","ids":{"openalex":"https://openalex.org/W2106096383","doi":"https://doi.org/10.1111/j.1475-6803.2007.00214.x","mag":"2106096383"},"language":"en","primary_location":{"id":"doi:10.1111/j.1475-6803.2007.00214.x","doi":"https://doi.org/10.1111/j.1475-6803.2007.00214.x","is_oa":false,"landing_page_url":"https://doi.org/10.1111/j.1475-6803.2007.00214.x","pdf_url":null,"source":{"id":"https://openalex.org/S74917840","display_name":"The Journal of Financial Research","issn_l":"0270-2592","issn":["0270-2592","1475-6803"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Financial Research","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5061550355","display_name":"Jeffrey R. Gerlach","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I16285277","display_name":"William & Mary","ror":"https://ror.org/03hsf0573","country_code":"US","type":"education","lineage":["https://openalex.org/I16285277"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Jeffrey R. Gerlach","raw_affiliation_strings":["College of William & Mary","college of william and mary"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of William & Mary","institution_ids":["https://openalex.org/I16285277"]},{"raw_affiliation_string":"college of william and mary","institution_ids":["https://openalex.org/I16285277"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5061550355"],"corresponding_institution_ids":["https://openalex.org/I16285277"],"apc_list":{"value":3470,"currency":"USD","value_usd":3470},"apc_paid":null,"fwci":5.3227,"has_fulltext":false,"cited_by_count":54,"citation_normalized_percentile":{"value":0.95360106,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":99},"biblio":{"volume":"30","issue":"2","first_page":"283","last_page":"300"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/calendar-anomalies","display_name":"calendar anomalies","score":0.906000018119812},{"id":"https://openalex.org/keywords/weather-anomalies","display_name":"weather anomalies","score":0.9810000061988831},{"id":"https://openalex.org/keywords/macroeconomic-announcements","display_name":"macroeconomic announcements","score":0.9380000233650208},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.7009999752044678},{"id":"https://openalex.org/keywords/behavioral-finance","display_name":"behavioral finance","score":0.3269999921321869}],"concepts":[{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6852303743362427},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.583329439163208},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.46662983298301697},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3880684971809387},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.36899304389953613},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3408086597919464},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.21401655673980713},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1111/j.1475-6803.2007.00214.x","doi":"https://doi.org/10.1111/j.1475-6803.2007.00214.x","is_oa":false,"landing_page_url":"https://doi.org/10.1111/j.1475-6803.2007.00214.x","pdf_url":null,"source":{"id":"https://openalex.org/S74917840","display_name":"The Journal of Financial Research","issn_l":"0270-2592","issn":["0270-2592","1475-6803"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Financial Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:bla:jfnres:v:30:y:2007:i:2:p:283-300","doi":null,"is_oa":false,"landing_page_url":"http://www.blackwell-synergy.com/doi/abs/10.1111/j.1475-6803.2007.00214.x","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"id":"https://metadata.un.org/sdg/13","display_name":"Climate action","score":0.4099999964237213}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W1483854776","https://openalex.org/W1533232858","https://openalex.org/W1608360219","https://openalex.org/W1965256629","https://openalex.org/W1972485121","https://openalex.org/W1984948669","https://openalex.org/W1988795332","https://openalex.org/W1989999284","https://openalex.org/W2001340398","https://openalex.org/W2006568420","https://openalex.org/W2016907534","https://openalex.org/W2022701963","https://openalex.org/W2027837170","https://openalex.org/W2041802488","https://openalex.org/W2048489440","https://openalex.org/W2069761834","https://openalex.org/W2099837005","https://openalex.org/W2123971950","https://openalex.org/W2139113919","https://openalex.org/W2141673418","https://openalex.org/W2154136277","https://openalex.org/W2165100677","https://openalex.org/W2171416547","https://openalex.org/W2898289834","https://openalex.org/W3094392984","https://openalex.org/W3121409256","https://openalex.org/W3122035477","https://openalex.org/W3122860764","https://openalex.org/W3124933125","https://openalex.org/W3125404604","https://openalex.org/W3125649272"],"related_works":["https://openalex.org/W40665529","https://openalex.org/W3193930127","https://openalex.org/W2623588343","https://openalex.org/W2969840313","https://openalex.org/W1864507378","https://openalex.org/W2223924032","https://openalex.org/W3183460617","https://openalex.org/W2768952306","https://openalex.org/W2921311149","https://openalex.org/W3199345082"],"abstract_inverted_index":{"Abstract":[0],"An":[1],"analysis":[2],"of":[3,34,57,79],"six":[4,36],"stock":[5],"market":[6,65],"calendar":[7,80],"and":[8,31,81],"weather":[9,82],"anomalies":[10,30,37],"from":[11],"1980":[12],"to":[13,67],"2003":[14],"shows":[15],"that":[16,63],"(1)":[17],"returns":[18],"on":[19,43],"trading":[20,45],"days":[21,46],"in":[22,47],"which":[23,48],"macroeconomic":[24,68],"announcements":[25,50],"were":[26,51],"made":[27,53],"generate":[28],"the":[29,35,44,58,64,76],"(2)":[32],"five":[33],"are":[38],"not":[39,52,70],"present":[40],"at":[41],"all":[42],"such":[49],"(more":[54],"than":[55],"60%":[56],"sample).":[59],"The":[60],"results":[61],"suggest":[62],"response":[66],"news,":[69],"psychological":[71],"or":[72],"institutional":[73],"factors,":[74],"is":[75],"main":[77],"source":[78],"anomalies.":[83]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":6},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":2}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}
