I always love this time of year. Here in Cambridge, Mass., we’re at a turning point: With the close of the World Series and the start of daylight savings, we face the reality that evenings are colder, nights come faster, and the holidays are imminent. With summer escapes behind us and holiday shopping ahead of us, recent media stories made me think about one phenomenon that does not change with the seasons: the relentless efficacy of advertising.

For example, REI’s latest ad, which urges consumers to forego Black Friday, may look like commercial suicide at first glance, but don’t underestimate the effects of an unexpected message. Forrester’s Consumer Technographics® data shows that while ads may not directly spark a purchase, they immediately enhance awareness and can spark consumer behavior that subsequently drives consumption:

And this data only quantifies the advertising effects of which consumers are aware; more often than not, advertising has a deeper, subconscious impact on consumer behavior and attitudes.

We frequently write about how brands are vying for consumer attention in today’s increasingly crowded marketplace and are struggling to cut through more noise than ever before. Nowadays, it’s rare to shock consumers. But REI’s ad – as with similar campaigns in the past, like Patagonia’s “Don’t buy this jacket” message – seems to achieve this through its counterintuitive messaging. And in the long term, consumers are inspired to purchase more – and more exclusively – from these companies because such ads develop brand personality and affinity.

In her recent report, my colleague Shar VanBoskirk points out that “although ads deliver, they don’t work as well as they could. Consumers tune out as advertisers turn up the advertising volume.” However, Shar also notes that “advertising continues to drive sales and brand affinity.” By creating advertising that is both shocking and appealing to consumers, companies strike an emotional chord, create a collective consumer memory, and steal a precious sliver of their attention and wallet share.