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 2 13 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 3 11 22 588
Total Working Papers 0 0 0 277 5 24 43 1,310

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 2 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 4 6 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 1 3 4 12
Are preholiday returns in Tokyo really anomalous? If so, why? 0 0 1 27 2 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 13 0 2 4 86
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
EARLY EXERCISE OF AMERICAN INDEX OPTIONS 0 0 0 2 0 0 7 39
Informed Trading around Stock Split Announcements: Evidence from the Option Market 0 0 0 11 2 5 9 52
Odd-Lot Transactions around the Turn of the Year and the January Effect 0 0 3 30 0 1 10 103
Stock index futures, expiration day volatility, and the “special” friday opening: A note 0 0 0 4 3 5 12 29
Testing futures market efficiency—A restatement 0 0 0 6 0 10 15 44
The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly 0 0 0 80 4 5 11 603
The January effect, arbitrage opportunities, and derivative securities: Has anything changed? 0 0 0 3 0 1 6 18
The Pattern of Intraday Portfolio Management Decisions: A Case Study of Intraday Security Return Patterns 0 0 0 53 3 5 10 191
The Weekend Effect: Trading Patterns of Individual and Institutional Investors 0 1 6 473 16 18 35 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 1 6 11 37
The daily effect in the gold market: A reply 0 0 0 0 3 6 7 22
The delivery period and daily price limits: A comment 0 0 0 1 1 2 6 13
The informational role of end‐of‐the‐day returns in stock index futures 0 0 0 0 2 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 0 0 4 10
The relationship between stock indices and stock index futures from 3:00–3:15: A note 0 0 0 0 2 3 6 14
Threshold levels, strike price grid, and other market microstructure issues associated with exchange‐traded equity options 0 0 0 3 1 1 7 24
Total Journal Articles 0 2 11 766 47 87 214 2,871
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06