Concepedia

Calendar Effects Modeling

Calendar Effects Modeling is a forecasting methodology that accounts for systematic variations in time series data attributable to calendar-related factors such as days of the week, holidays, or month-end effects, distinguishing it from general time series models by explicitly incorporating calendar-induced periodicity and irregularity into the predictive framework.

154

Publications

7.9K

Citations

366

Authors

241

Institutions

Publications per year

2017–2026

42

Parents

Publications

154

Do Investor Sophistication and Trading Experience Eliminate Behavioral Biases in Financial Markets?

Lei Feng, Mark S. Seasholes · European Finance Review · 2005 · 831 citations · Full text

, , +15

Density Forecasting for Long-Term Peak Electricity Demand

Rob J. Hyndman, Fan Shu · IEEE Transactions on Power Systems · 2009 · 368 citations

, , +14

Changing Patterns in Mortality and Disease Outcomes for Patients with Systemic Lupus Erythematosus

Murray B. Urowitz, Dafna D. Gladman, Brian D. M. Tom et al. · The Journal of Rheumatology · 2008 · 330 citations · Full text

, , +16

Short-term residential load forecasting: Impact of calendar effects and forecast granularity

Peter Lusis, Kaveh Khalilpour, Lachlan L. H. Andrew et al. · Applied Energy · 2017 · 310 citations

, , +15

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

1–5 of 154

Authors

366

  1. SA
    Sajid Ali

    Quaid-i-Azam University, Pakistan

    4 publications · 268 citations

    4

    h-index

  2. SJ
    Susan J. Devlin

    Core Competence, United States

    4 publications · 184 citations

    4

    h-index

  3. IS
    Ismail Shah

    Quaid-i-Azam University, Pakistan

    4 publications · 268 citations

    4

    h-index

  4. WS
    William S. Cleveland

    Purdue University West Lafayette, United States

    4 publications · 184 citations

    4

    h-index

  5. HW
    Halbert White

    University of California San Diego, United States

    3 publications · 351 citations

    3

    h-index

1–5 of 366

Institutions

241

  1. University of Southampton

    Southampton, United Kingdom

    4 h-index

    11 publications

    465 citations

  2. Quaid-i-Azam University

    Islamabad, Pakistan

    4 h-index

    12 publications

    804 citations

  3. Ifo Institute for Economic Research

    Munich, Germany

    3 h-index

    3 publications

    50 citations

  4. Chinese University of Hong Kong

    Hong Kong, Hong Kong

    3 h-index

    5 publications

    262 citations

  5. Deutsche Bundesbank

    Frankfurt am Main, Germany

    3 h-index

    3 publications

    43 citations

  6. United States Census Bureau

    Suitland, United States

    3 h-index

    5 publications

    473 citations

  7. Harvard University

    Cambridge, United States

    3 h-index

    13 publications

    2.3K citations

  8. London South Bank University

    London, United Kingdom

    3 h-index

    3 publications

    50 citations

1–8 of 241

Venues

  1. SSRN Electronic Journal

    Repository · 11 publications · 410 citations

    11

    h-index

  2. 6

    h-index

  3. Applied Financial Economics

    3 publications · 195 citations

    3

    h-index

  4. Management Science

    3 publications · 63 citations

    3

    h-index

  5. Studies in Economics and Finance

    3 publications · 72 citations

    3

    h-index

1–5