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Edwin Darrell Maberly


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Personal Details

First Name: Edwin
Middle Name: Darrell
Last Name: Maberly

RePEc Short-ID: pma406

Postal Address:


Monash Business School
Monash University
Location: Melbourne, Australia
Handle: RePEc:edi:fbmonau (more details at EDIRC)


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Working papers

  1. Takato Hiraki & Edwin D. Maberly, 2000. "An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures," Working Paper 2000-6, Federal Reserve Bank of Atlanta.
  2. Edwin D. Maberly & Daniel F. Waggoner, 2000. "Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract," Working Paper 2000-11, Federal Reserve Bank of Atlanta.


  1. Edwin D. Maberly & Raylene M. Pierce, 2004. "Stock Market Efficiency Withstands Another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle," Econ Journal Watch, Econ Journal Watch, vol. 1(1), pages 29-46, April.
  2. Edwin Maberly & Raylene Pierce, 2003. "The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly," Asia-Pacific Financial Markets, Springer, vol. 10(4), pages 319-334, December.
  3. Block, Stanley B. & French, Dan W. & Maberly, Edwin D., 2000. "The Pattern of Intraday Portfolio Management Decisions: A Case Study of Intraday Security Return Patterns," Journal of Business Research, Elsevier, vol. 50(3), pages 321-326, December.
  4. Hiraki, Takato & Maberly, Edwin D. & Park, Young S., 1995. "Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 138-139, May.
  5. Hiraki, Takato & Maberly, Edwin D., 1995. "Are preholiday returns in Tokyo really anomalous? If so, why?," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 93-111, May.
  6. Dyl, Edward A. & Maberly, Edwin D., 1992. "Odd-Lot Transactions around the Turn of the Year and the January Effect," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(04), pages 591-604, December.
  7. French, Dan W & Maberly, Edwin D, 1992. "Early Exercise of American Index Options," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 15(2), pages 127-37, Summer.
  8. Lakonishok, Josef & Maberly, Edwin, 1990. " The Weekend Effect: Trading Patterns of Individual and Institutional Investors," Journal of Finance, American Finance Association, vol. 45(1), pages 231-43, March.
  9. Dyl, Edward A & Maberly, Edwin D, 1988. " The Anomaly That Isn't There: A Comment on Friday the Thirteenth," Journal of Finance, American Finance Association, vol. 43(5), pages 1285-86, December.
  10. Dyl, Edward A & Maberly, Edwin D, 1986. " The Weekly Pattern in Stock Index Futures: A Further Note," Journal of Finance, American Finance Association, vol. 41(5), pages 1149-52, December.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (2) 2000-10-05 2000-10-31. Author is listed
  2. NEP-FMK: Financial Markets (2) 2000-10-05 2000-10-31. Author is listed


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