IDEAS home Printed from https://ideas.repec.org/f/pma406.html
   My authors  Follow this author

Edwin Darrell Maberly

Personal Details

First Name:Edwin
Middle Name:Darrell
Last Name:Maberly
Suffix:
RePEc Short-ID:pma406
The above email address does not seem to be valid anymore. Please ask Edwin Darrell Maberly to update the entry or send us the correct address or status for this person. Thank you.

Affiliation

Monash Business School
Monash University

Melbourne, Australia
http://business.monash.edu/
RePEc:edi:fbmonau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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," FRB Atlanta Working Paper 2000-11, Federal Reserve Bank of Atlanta.
  2. Takato Hiraki & Edwin D. Maberly, 2000. "An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures," FRB Atlanta Working Paper 2000-6, Federal Reserve Bank of Atlanta.

Articles

  1. Gharghori, Philip & Maberly, Edwin D. & Nguyen, Annette, 2017. "Informed Trading around Stock Split Announcements: Evidence from the Option Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(2), pages 705-735, April.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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(4), pages 591-604, December.
  9. Anthony F. Herbst & Edwin D. Maberly, 1992. "The informational role of end‐of‐the‐day returns in stock index futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 12(5), pages 595-601, October.
  10. Dan W. French & Edwin D. Maberly, 1992. "Early Exercise Of American Index Options," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 15(2), pages 127-137, June.
  11. Anthony F. Herbst & Edwin D. Maberly, 1991. "An alternative methodology for measuring expiration day price effects at Friday's close: The expected price reversal—A note," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(6), pages 751-754, December.
  12. Edwin D. Maberly & Brian A. Maris, 1991. "The January effect, arbitrage opportunities, and derivative securities: Has anything changed?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(2), pages 253-257, April.
  13. Anthony F. Herbst & Edwin D. Maberly, 1990. "Stock index futures, expiration day volatility, and the “special” friday opening: A note," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(3), pages 323-325, June.
  14. 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 231-243, March.
  15. Edwin D. Maberly, 1989. "The relationship between stock indices and stock index futures from 3:00–3:15: A note," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 9(3), pages 271-272, June.
  16. Christopher K. Ma & G. Wenchi Wong & Edwin D. Maberly, 1989. "The daily effect in the gold market: A reply," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 9(2), pages 175-177, April.
  17. Anthony F. Herbst & Edwin D. Maberly, 1988. "A further investigation of the day‐of‐the‐week effect in the gold market: A comment," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 8(3), pages 389-390, June.
  18. Edwin D. Maberly, 1988. "The other friday “bull” effect: A chance occurrence or the harbinger of yet another puzzling anomaly? a note!," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 8(6), pages 723-724, December.
  19. Edwin D. Maberly, 1987. "An analysis of trading and nontrading period returns for the value line composite index; spot versus futures: A note," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 7(5), pages 497-500, October.
  20. Edward A. Dyl & Edwin D. Maberly, 1986. "The daily distribution of changes in the price of stock index futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 6(4), pages 513-521, December.
  21. 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 1149-1152, December.
  22. Edwin D. Maberly, 1985. "Testing futures market efficiency—A restatement," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 5(3), pages 425-432, September.
  23. Edwin D. Maberly, 1982. "The delivery period and daily price limits: A comment," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 2(1), pages 105-105, March.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (2) 2000-10-05 2000-10-31
  2. NEP-FMK: Financial Markets (2) 2000-10-05 2000-10-31

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Edwin Darrell Maberly should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.