{"id":"https://openalex.org/W1480698213","doi":"https://doi.org/10.1007/978-3-642-03424-4_9","title":"Research of the Calendar Effects in Stock Returns","display_name":"Research of the Calendar Effects in Stock Returns","publication_year":2009,"publication_date":"2009-01-01","ids":{"openalex":"https://openalex.org/W1480698213","doi":"https://doi.org/10.1007/978-3-642-03424-4_9","mag":"1480698213"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-03424-4_9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-03424-4_9","pdf_url":null,"source":{"id":"https://openalex.org/S4210177767","display_name":"Lecture notes in business information processing","issn_l":"1865-1348","issn":["1865-1348","1865-1356"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Business Information Processing","raw_type":"book-chapter"},"type":"conference-paper","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/A5017713582","display_name":"Virgilijus Sakalauskas","orcid":"https://orcid.org/0000-0002-5572-8889"},"institutions":[{"id":"https://openalex.org/I173212132","display_name":"Vilnius University","ror":"https://ror.org/03nadee84","country_code":"LT","type":"education","lineage":["https://openalex.org/I173212132"]}],"countries":["LT"],"is_corresponding":false,"raw_author_name":"Virgilijus Sakalauskas","raw_affiliation_strings":["Department of Informatics, Vilnius University, Muitines 8, 44280, Kaunas, Lithuania"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Informatics, Vilnius University, Muitines 8, 44280, Kaunas, Lithuania","institution_ids":["https://openalex.org/I173212132"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5076066777","display_name":"Dalia Krik\u0161\u010di\u016bnien\u0117","orcid":"https://orcid.org/0000-0002-0730-3763"},"institutions":[{"id":"https://openalex.org/I173212132","display_name":"Vilnius University","ror":"https://ror.org/03nadee84","country_code":"LT","type":"education","lineage":["https://openalex.org/I173212132"]}],"countries":["LT"],"is_corresponding":false,"raw_author_name":"Dalia Kriksciuniene","raw_affiliation_strings":["Department of Informatics, Vilnius University, Muitines 8, 44280, Kaunas, Lithuania"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Informatics, Vilnius University, Muitines 8, 44280, Kaunas, Lithuania","institution_ids":["https://openalex.org/I173212132"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I173212132"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.06552707,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"69","last_page":"78"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9779999852180481,"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":0.9779999852180481,"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":0.9649999737739563,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9447000026702881,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.6976304650306702},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.6718072891235352},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5225667357444763},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.4980177879333496},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.4701400399208069},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4201885163784027},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.33350449800491333},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.15671390295028687},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.1429186761379242}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6976304650306702},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6718072891235352},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5225667357444763},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4980177879333496},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.4701400399208069},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4201885163784027},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.33350449800491333},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.15671390295028687},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.1429186761379242},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-03424-4_9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-03424-4_9","pdf_url":null,"source":{"id":"https://openalex.org/S4210177767","display_name":"Lecture notes in business information processing","issn_l":"1865-1348","issn":["1865-1348","1865-1356"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Business Information Processing","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.46000000834465027}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W92054443","https://openalex.org/W325785929","https://openalex.org/W1482672013","https://openalex.org/W1499691889","https://openalex.org/W1573427243","https://openalex.org/W1582360969","https://openalex.org/W1597587295","https://openalex.org/W2013771069","https://openalex.org/W2021018751","https://openalex.org/W2024254877","https://openalex.org/W2027837170","https://openalex.org/W2038738940","https://openalex.org/W2044490314","https://openalex.org/W2078174474","https://openalex.org/W2131050038","https://openalex.org/W2140633003","https://openalex.org/W2160460275","https://openalex.org/W2160612378","https://openalex.org/W2187517948","https://openalex.org/W2776332725","https://openalex.org/W2977686827","https://openalex.org/W3129468932","https://openalex.org/W3145354537","https://openalex.org/W4225423413"],"related_works":["https://openalex.org/W2291973775","https://openalex.org/W2172176281","https://openalex.org/W2326995271","https://openalex.org/W2588804347","https://openalex.org/W4389272353","https://openalex.org/W2946797133","https://openalex.org/W4387424497","https://openalex.org/W2753588648","https://openalex.org/W4401852442","https://openalex.org/W2392378997"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}