Details about Edwin Darrell Maberly

Access statistics for papers by Edwin Darrell Maberly.

Last updated 2009-09-29. Update your information in the RePEc Author Service.

Short-id: pma406

Working Papers

2000

1. An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures
   Working Paper, Federal Reserve Bank of Atlanta
2. Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract
   Working Paper, Federal Reserve Bank of Atlanta

Journal Articles

2004

1. Stock Market Efficiency Withstands another Challenge: Solving the “Sell in May/Buy after Halloween” Puzzle
   Econ Journal Watch, 2004, 1, (1), 29-46 View citations

2003

2. The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly
   Asia-Pacific Financial Markets, 2003, 10, (4), 319-334

2000

3. The Pattern of Intraday Portfolio Management Decisions: A Case Study of Intraday Security Return Patterns
   Journal of Business Research, 2000, 50, (3), 321-326 View citations

1995

4. Are preholiday returns in Tokyo really anomalous? If so, why?
   Pacific-Basin Finance Journal, 1995, 3, (1), 93-111 View citations
5. Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note
   Pacific-Basin Finance Journal, 1995, 3, (1), 138-139
   Also in Pacific-Basin Finance Journal, 1994, 2, (1), 61-71 (1994)

1992

6. Odd-Lot Transactions around the Turn of the Year and the January Effect
   Journal of Financial and Quantitative Analysis, 1992, 27, (04), 591-604 View citations

1990

7. The Weekend Effect: Trading Patterns of Individual and Institutional Investors
   Journal of Finance, 1990, 45, (1), 231-43 View citations

1988

8. The Anomaly That Isn't There: A Comment on Friday the Thirteenth
   Journal of Finance, 1988, 43, (5), 1285-86 View citations

1986

9. The Weekly Pattern in Stock Index Futures: A Further Note
   Journal of Finance, 1986, 41, (5), 1149-52 View citations