Concepedia

Calendar Effect Pricing

Calendar Effect Pricing is a pricing strategy that systematically adjusts prices based on recurring temporal patterns—such as days of the week, months, or holidays—where consumer demand or market behavior exhibits predictable seasonal fluctuations tied to calendar-based events.

33

Publications

1.5K

Citations

66

Authors

51

Institutions

Publications per year

2017–2026

13

Parents

Publications

33

Dangers of data mining: The case of calendar effects in stock returns

Ryan J. Sullivan, Allan Timmermann, Halbert White · Journal of Econometrics · 2001 · 289 citations

, , +16

Calendar effects in the London Stock Exchange FT–SE indices

Terence C. Mills, J. Andrew Coutts · European Journal of Finance · 1995 · 195 citations

, , +16

Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data

Andrew Urquhart, Frank McGroarty · International Review of Financial Analysis · 2014 · 155 citations

, , +13

Calendar effects in Bitcoin returns and volatility

Harald Kinateder, Vassilios G. Papavassiliou · Finance research letters · 2019 · 88 citations

, , +12

Calendar effects in Chinese stock market

Gerhard Kling, Lei Gao · SOAS Research Online (SOAS University of London) · 2005 · 77 citations

, , +14

1–5 of 33

Authors

66

  1. GM
    Guglielmo Maria Caporale

    Brunel University of London, United Kingdom

    3 publications · 50 citations

    3

    h-index

  2. AP
    Alex Plastun

    Sumy State University, Ukraine

    2 publications · 34 citations

    2

    h-index

  3. FM
    Frank McGroarty

    University of Southampton, United Kingdom

    2 publications · 168 citations

    2

    h-index

  4. AU
    Andrew Urquhart

    University of Reading, United Kingdom

    2 publications · 168 citations

    2

    h-index

  5. TC
    Tarun Chordia

    Emory University, United States

    1 publications · 11 citations

    1

    h-index

1–5 of 66

Institutions

51

  1. German Institute for Economic Research

    Berlin, Germany

    3 h-index

    3 publications

    50 citations

  2. London South Bank University

    London, United Kingdom

    3 h-index

    3 publications

    50 citations

  3. Ifo Institute for Economic Research

    Munich, Germany

    3 h-index

    3 publications

    50 citations

  4. Brunel University of London

    London, United Kingdom

    3 h-index

    3 publications

    50 citations

  5. Chinese University of Hong Kong

    Hong Kong, Hong Kong

    2 h-index

    4 publications

    66 citations

  6. Sumy State University

    Sumy, Ukraine

    2 h-index

    2 publications

    34 citations

  7. University of Southampton

    Southampton, United Kingdom

    2 h-index

    5 publications

    349 citations

  8. University of Sheffield

    Sheffield, United Kingdom

    1 h-index

    1 publications

    195 citations

1–8 of 51

Venues

  1. SSRN Electronic Journal

    Repository · 4 publications · 64 citations

    4

    h-index

  2. Journal of Futures Markets

    2 publications · 94 citations

    2

    h-index

  3. Finance research letters

    2 publications · 146 citations

    2

    h-index

  4. International Journal of Emerging Markets

    1 publications · 21 citations

    1

    h-index

  5. Journal of Financial Economics

    1 publications · 69 citations

    1

    h-index

1–5