Access Statistics for Edwin Darrell Maberly

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures 0 0 0 95 0 8 21 722
Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract 0 0 0 182 1 10 23 589
Total Working Papers 0 0 0 277 1 18 44 1,311

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A further investigation of the day‐of‐the‐week effect in the gold market: A comment 0 0 0 3 0 2 9 19
An alternative methodology for measuring expiration day price effects at Friday's close: The expected price reversal—A note 0 0 0 0 0 4 11 20
An analysis of trading and nontrading period returns for the value line composite index; spot versus futures: A note 0 0 0 1 0 2 4 12
Are preholiday returns in Tokyo really anomalous? If so, why? 0 0 1 27 0 2 8 118
Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note 0 0 0 11 0 0 4 78
Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note 0 0 0 13 0 0 4 86
EARLY EXERCISE OF AMERICAN INDEX OPTIONS 0 0 0 2 1 1 8 40
Informed Trading around Stock Split Announcements: Evidence from the Option Market 0 0 0 11 2 6 11 54
Odd-Lot Transactions around the Turn of the Year and the January Effect 0 0 0 30 0 1 7 103
Stock index futures, expiration day volatility, and the “special” friday opening: A note 0 0 0 4 0 4 12 29
Testing futures market efficiency—A restatement 0 0 0 6 0 2 15 44
The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly 0 0 0 80 1 6 12 604
The January effect, arbitrage opportunities, and derivative securities: Has anything changed? 0 0 0 3 0 0 6 18
The Pattern of Intraday Portfolio Management Decisions: A Case Study of Intraday Security Return Patterns 0 0 0 53 0 3 10 191
The Weekend Effect: Trading Patterns of Individual and Institutional Investors 0 0 5 473 0 17 34 1,173
The Weekly Pattern in Stock Index Futures: A Further Note 0 1 1 38 0 2 12 150
The daily distribution of changes in the price of stock index futures 0 0 0 6 0 1 11 37
The daily effect in the gold market: A reply 0 0 0 0 0 3 7 22
The delivery period and daily price limits: A comment 0 0 0 1 0 2 6 13
The informational role of end‐of‐the‐day returns in stock index futures 0 0 0 0 0 2 6 16
The other friday “bull” effect: A chance occurrence or the harbinger of yet another puzzling anomaly? a note! 0 0 0 1 1 1 5 11
The relationship between stock indices and stock index futures from 3:00–3:15: A note 0 0 0 0 0 3 6 14
Threshold levels, strike price grid, and other market microstructure issues associated with exchange‐traded equity options 0 0 0 3 0 1 7 24
Total Journal Articles 0 1 7 766 5 65 215 2,876
1 registered items for which data could not be found
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Statistics updated 2026-06-04