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 0 0 692
Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract 0 1 1 177 0 1 4 536
Total Working Papers 0 1 1 272 0 1 4 1,228


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 0 0 0 0 4
An alternative methodology for measuring expiration day price effects at Friday's close: The expected price reversal—A note 0 0 0 0 0 0 1 7
An analysis of trading and nontrading period returns for the value line composite index; spot versus futures: A note 0 0 0 0 0 0 0 6
Are preholiday returns in Tokyo really anomalous? If so, why? 0 0 0 24 0 0 2 99
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 0 70
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 1 80
EARLY EXERCISE OF AMERICAN INDEX OPTIONS 0 0 0 1 0 0 0 9
Informed Trading around Stock Split Announcements: Evidence from the Option Market 0 1 2 7 0 2 5 23
Odd-Lot Transactions around the Turn of the Year and the January Effect 1 1 1 18 1 1 2 67
Stock Market Efficiency Withstands Another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle 0 0 0 31 0 0 10 208
Stock index futures, expiration day volatility, and the “special” friday opening: A note 0 0 0 2 0 0 1 10
Testing futures market efficiency—A restatement 1 1 3 3 1 1 3 15
The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly 0 0 0 77 0 0 4 532
The January effect, arbitrage opportunities, and derivative securities: Has anything changed? 0 0 1 2 0 0 1 6
The Pattern of Intraday Portfolio Management Decisions: A Case Study of Intraday Security Return Patterns 0 0 0 51 0 0 1 168
The Weekend Effect: Trading Patterns of Individual and Institutional Investors 4 7 17 401 9 14 40 961
The Weekly Pattern in Stock Index Futures: A Further Note 0 0 0 33 0 0 2 110
The daily distribution of changes in the price of stock index futures 0 0 0 3 0 2 3 15
The daily effect in the gold market: A reply 0 0 0 0 0 0 0 4
The delivery period and daily price limits: A comment 0 0 0 0 0 0 0 3
The informational role of end‐of‐the‐day returns in stock index futures 0 0 0 0 0 0 0 5
The other friday “bull” effect: A chance occurrence or the harbinger of yet another puzzling anomaly? a note! 0 1 1 1 0 1 1 3
The relationship between stock indices and stock index futures from 3:00–3:15: A note 0 0 0 0 0 0 0 5
Threshold levels, strike price grid, and other market microstructure issues associated with exchange‐traded equity options 0 0 0 1 0 0 1 10
Total Journal Articles 6 11 25 679 11 21 78 2,420


Statistics updated 2019-06-03