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 1 4 698
Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract 1 1 1 178 1 1 4 545
Total Working Papers 1 1 1 273 1 2 8 1,243


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 2 0 0 1 6
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 0 7
An analysis of trading and nontrading period returns for the value line composite index; spot versus futures: A note 0 0 0 1 0 0 0 7
Are preholiday returns in Tokyo really anomalous? If so, why? 0 0 1 26 0 0 1 103
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 0 81
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 1 73
EARLY EXERCISE OF AMERICAN INDEX OPTIONS 0 0 0 1 0 0 6 24
Informed Trading around Stock Split Announcements: Evidence from the Option Market 0 0 0 9 0 0 6 38
Odd-Lot Transactions around the Turn of the Year and the January Effect 0 0 1 19 0 0 5 73
Stock Market Efficiency Withstands Another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle 0 0 2 34 3 7 19 251
Stock index futures, expiration day volatility, and the “special” friday opening: A note 0 0 2 4 0 0 3 14
Testing futures market efficiency—A restatement 0 0 2 5 0 1 6 22
The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly 0 0 1 78 0 2 8 545
The January effect, arbitrage opportunities, and derivative securities: Has anything changed? 0 0 0 2 0 0 2 11
The Pattern of Intraday Portfolio Management Decisions: A Case Study of Intraday Security Return Patterns 0 0 0 52 0 1 2 173
The Weekend Effect: Trading Patterns of Individual and Institutional Investors 3 5 18 436 6 13 49 1,053
The Weekly Pattern in Stock Index Futures: A Further Note 0 0 2 35 0 0 6 125
The daily distribution of changes in the price of stock index futures 0 0 2 5 0 0 3 20
The daily effect in the gold market: A reply 0 0 0 0 0 0 1 10
The delivery period and daily price limits: A comment 0 0 0 1 0 0 0 6
The informational role of end‐of‐the‐day returns in stock index futures 0 0 0 0 1 1 2 9
The other friday “bull” effect: A chance occurrence or the harbinger of yet another puzzling anomaly? a note! 0 0 0 1 0 0 0 5
The relationship between stock indices and stock index futures from 3:00–3:15: A note 0 0 0 0 0 0 0 8
Threshold levels, strike price grid, and other market microstructure issues associated with exchange‐traded equity options 0 0 0 1 0 0 2 15
Total Journal Articles 3 5 32 736 10 25 123 2,679


Statistics updated 2021-04-06