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 5 12 13 714
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 2 8 13 579
Total Working Papers 0 0 0 277 7 20 26 1,293

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 1 3 0 5 8 17
An alternative methodology for measuring expiration day price effects at Friday's close: The expected price reversal—A note 0 0 0 0 2 5 7 16
An analysis of trading and nontrading period returns for the value line composite index; spot versus futures: A note 0 0 0 1 1 1 2 10
Are preholiday returns in Tokyo really anomalous? If so, why? 0 1 1 27 0 6 6 116
Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note 0 0 0 13 2 4 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 3 4 78
EARLY EXERCISE OF AMERICAN INDEX OPTIONS 0 0 0 2 0 3 7 39
Informed Trading around Stock Split Announcements: Evidence from the Option Market 0 0 0 11 1 4 5 48
Odd-Lot Transactions around the Turn of the Year and the January Effect 0 0 3 30 0 4 9 102
Stock index futures, expiration day volatility, and the “special” friday opening: A note 0 0 0 4 1 5 8 25
Testing futures market efficiency—A restatement 0 0 0 6 8 12 14 42
The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly 0 0 0 80 0 2 6 598
The January effect, arbitrage opportunities, and derivative securities: Has anything changed? 0 0 0 3 1 4 6 18
The Pattern of Intraday Portfolio Management Decisions: A Case Study of Intraday Security Return Patterns 0 0 0 53 2 5 7 188
The Weekend Effect: Trading Patterns of Individual and Institutional Investors 1 1 7 473 1 7 19 1,156
The Weekly Pattern in Stock Index Futures: A Further Note 0 0 0 37 0 6 11 148
The daily distribution of changes in the price of stock index futures 0 0 0 6 5 8 10 36
The daily effect in the gold market: A reply 0 0 0 0 3 4 4 19
The delivery period and daily price limits: A comment 0 0 0 1 0 1 4 11
The informational role of end‐of‐the‐day returns in stock index futures 0 0 0 0 0 4 4 14
The other friday “bull” effect: A chance occurrence or the harbinger of yet another puzzling anomaly? a note! 0 0 0 1 0 4 4 10
The relationship between stock indices and stock index futures from 3:00–3:15: A note 0 0 0 0 0 2 3 11
Threshold levels, strike price grid, and other market microstructure issues associated with exchange‐traded equity options 0 0 0 3 0 5 6 23
Total Journal Articles 1 2 12 765 27 104 158 2,811
1 registered items for which data could not be found
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Statistics updated 2026-03-04