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Details about Edwin Darrell Maberly

E-mail:
Workplace:Monash Business School, Monash University, (more information at EDIRC)

Access statistics for papers by Edwin Darrell Maberly.

Last updated 2018-12-09. Update your information in the RePEc Author Service.

Short-id: pma406


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Working Papers

2000

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

Journal Articles

2017

  1. Informed Trading around Stock Split Announcements: Evidence from the Option Market
    Journal of Financial and Quantitative Analysis, 2017, 52, (2), 705-735 Downloads View citations (10)

2010

  1. Threshold levels, strike price grid, and other market microstructure issues associated with exchange‐traded equity options
    Journal of Futures Markets, 2010, 30, (2), 188-201 Downloads

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 Downloads View citations (18)

2003

  1. The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly
    Asia-Pacific Financial Markets, 2003, 10, (4), 319-334 Downloads View citations (9)

2000

  1. The Pattern of Intraday Portfolio Management Decisions: A Case Study of Intraday Security Return Patterns
    Journal of Business Research, 2000, 50, (3), 321-326 Downloads View citations (7)

1995

  1. Are preholiday returns in Tokyo really anomalous? If so, why?
    Pacific-Basin Finance Journal, 1995, 3, (1), 93-111 Downloads View citations (3)
  2. 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 Downloads
    Also in Pacific-Basin Finance Journal, 1994, 2, (1), 61-71 (1994) Downloads

1992

  1. EARLY EXERCISE OF AMERICAN INDEX OPTIONS
    Journal of Financial Research, 1992, 15, (2), 127-137 Downloads View citations (3)
  2. Odd-Lot Transactions around the Turn of the Year and the January Effect
    Journal of Financial and Quantitative Analysis, 1992, 27, (4), 591-604 Downloads View citations (25)
  3. The informational role of end‐of‐the‐day returns in stock index futures
    Journal of Futures Markets, 1992, 12, (5), 595-601 Downloads View citations (1)

1991

  1. An alternative methodology for measuring expiration day price effects at Friday's close: The expected price reversal—A note
    Journal of Futures Markets, 1991, 11, (6), 751-754 Downloads View citations (1)
  2. The January effect, arbitrage opportunities, and derivative securities: Has anything changed?
    Journal of Futures Markets, 1991, 11, (2), 253-257 Downloads View citations (1)

1990

  1. Stock index futures, expiration day volatility, and the “special” friday opening: A note
    Journal of Futures Markets, 1990, 10, (3), 323-325 Downloads View citations (4)
  2. The Weekend Effect: Trading Patterns of Individual and Institutional Investors
    Journal of Finance, 1990, 45, (1), 231-43 Downloads View citations (135)

1989

  1. The daily effect in the gold market: A reply
    Journal of Futures Markets, 1989, 9, (2), 175-177 Downloads View citations (1)
  2. The relationship between stock indices and stock index futures from 3:00–3:15: A note
    Journal of Futures Markets, 1989, 9, (3), 271-272 Downloads View citations (3)

1988

  1. A further investigation of the day‐of‐the‐week effect in the gold market: A comment
    Journal of Futures Markets, 1988, 8, (3), 389-390 Downloads View citations (1)
  2. The other friday “bull” effect: A chance occurrence or the harbinger of yet another puzzling anomaly? a note!
    Journal of Futures Markets, 1988, 8, (6), 723-724 Downloads View citations (1)

1987

  1. An analysis of trading and nontrading period returns for the value line composite index; spot versus futures: A note
    Journal of Futures Markets, 1987, 7, (5), 497-500 Downloads View citations (1)

1986

  1. The Weekly Pattern in Stock Index Futures: A Further Note
    Journal of Finance, 1986, 41, (5), 1149-52 Downloads View citations (12)
  2. The daily distribution of changes in the price of stock index futures
    Journal of Futures Markets, 1986, 6, (4), 513-521 Downloads View citations (3)

1985

  1. Testing futures market efficiency—A restatement
    Journal of Futures Markets, 1985, 5, (3), 425-432 Downloads View citations (4)

1982

  1. The delivery period and daily price limits: A comment
    Journal of Futures Markets, 1982, 2, (1), 105-105 Downloads
 
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