Information about:
Edwin Darrell Maberly

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Affiliation

• Faculty of Business and Economics
  Monash University

  Location: Clayton, Australia
  Homepage: http://www.buseco.monash.edu.au/
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  Handle: RePEc:edi:fbmonau (registered authors at this institution)

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. [Downloadable!]

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. [Downloadable!]

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, Atlas Economic Research Foundation, vol. 1(1), pages 29-46, April. [Downloadable!]

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. [Downloadable!] (restricted)

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. [Downloadable!] (restricted)

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. [Downloadable!] (restricted)
   Published as:
   • Hiraki, Takato & Maberly, Edwin D. & Park, Young S., 1994. "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. 2(1), pages 61-71, March. [Downloadable!] (restricted)

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. [Downloadable!] (restricted)

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. [Downloadable!]

7. 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. [Downloadable!] (restricted)

8. 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. [Downloadable!] (restricted)

9. 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. [Downloadable!] (restricted)

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

This page was last updated on 2009-11-5.