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Edwin Darrell Maberly

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Personal Details

First Name:Edwin
Middle Name:Darrell
Last Name:Maberly
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RePEc Short-ID:pma406
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Location: Melbourne, Australia
Homepage: http://www.buseco.monash.edu.au/
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Handle: RePEc:edi:fbmonau (more details at EDIRC)
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  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 & 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, 02.
  2. 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.
  3. 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.
  4. 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.
  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. 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. 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.
  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(04), pages 591-604, December.
  9. 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.
  10. 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, 04.
  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. 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, 06.
  13. 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.
  14. 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, 04.
  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, 06.
  16. 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, 06.
  17. 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.
  18. 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.
  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 1149-52, 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, 09.
  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, 03.
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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