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Raylene M. Pierce-Maberly

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First Name:Raylene
Middle Name:M.
Last Name:Pierce
Suffix:
RePEc Short-ID:ppi94
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Research output

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Articles

  1. Edwin D. Maberly & Raylene M. Pierce & Patrick Catania, 2010. "Threshold levels, strike price grid, and other market microstructure issues associated with exchange‐traded equity options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(2), pages 188-201, February.
  2. Edwin Maberly & Raylene Pierce, 2003. "The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 10(4), pages 319-334, December.
    RePEc:ejw:journl:v:1:y:2004:i:1:p:29-46 is not listed on IDEAS

Citations

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Wikipedia or ReplicationWiki mentions

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    Mentioned in:

    1. Stock Market Efficiency Withstands Another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle (EJW 2004) in ReplicationWiki ()

Articles

  1. Edwin D. Maberly & Raylene M. Pierce & Patrick Catania, 2010. "Threshold levels, strike price grid, and other market microstructure issues associated with exchange‐traded equity options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(2), pages 188-201, February.

    Cited by:

    1. Alejandro Bernales & Thanos Verousis & Nikolaos Voukelatos & Mengyu Zhang, 2020. "What do we know about individual equity options?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(1), pages 67-91, January.

  2. Edwin Maberly & Raylene Pierce, 2003. "The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 10(4), pages 319-334, December.

    Cited by:

    1. Ramona DUMITRIU & Razvan STEFANESCU, 2014. "Gone Fishin’ Effects In Returns," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 254-261.
    2. Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2012. "The Halloween effect during quiet and turbulent times," MPRA Paper 41539, University Library of Munich, Germany, revised 25 Sep 2012.
    3. Lee, King Fuei, 2021. "An Anomaly within an Anomaly: The Halloween Effect in the Long-term Reversal Anomaly," MPRA Paper 110859, University Library of Munich, Germany.
    4. Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2012. "Prolonged holiday effects on Romanian capital market before and after the adhesion to EU," MPRA Paper 52770, University Library of Munich, Germany, revised Jan 2013.
    5. Mostafa Saidur Rahim Khan & Naheed Rabbani, 2019. "Market Conditions and Calendar Anomalies in Japanese Stock Returns," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(2), pages 187-209, June.
    6. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020. "Halloween Effect in developed stock markets: A historical perspective," International Economics, CEPII research center, issue 161, pages 130-138.
    7. Degenhardt, Thomas & Auer, Benjamin R., 2018. "The “Sell in May” effect: A review and new empirical evidence," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 169-205.
    8. Chui, David & Wing Cheng, Wui & Chi Chow, Sheung & LI, Ya, 2020. "Eastern Halloween effect: A stochastic dominance approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 68(C).
    9. Haggard, K. Stephen & Witte, H. Douglas, 2010. "The Halloween effect: Trick or treat?," International Review of Financial Analysis, Elsevier, vol. 19(5), pages 379-387, December.
    10. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Halloween Effect in Developed Stock Markets: A US Perspective," Working Papers 201914, University of Pretoria, Department of Economics.
    11. Dragos Stefan Oprea, 2014. "The Halloween Effect Evidence from Romania," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(7), pages 463-471, July.
    12. Zhang, Cherry Y. & Jacobsen, Ben, 2021. "The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time," Journal of International Money and Finance, Elsevier, vol. 110(C).

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