Odd length in Weyl groups

We define a new statistic on any Weyl group which we call the odd length and which reduces, for Weyl groups of types $A$, $B$, and $D$, the the statistics by the same name that have already been defined and studied in [10], [13], [14], and [3]. We show that the signed (by length) generating function of the odd length always factors nicely except possibly in type $E_8$, and we obtain multivariate analogues of these factorizations in types $B$ and $D$.