edwin darrell maberly

Names

Contact

Affiliations

• Monash University → Monash Business School
  • website
  • location: Melbourne, Australia

Research profile

author of:

• The Pattern of Intraday Portfolio Management Decisions: A Case Study of Intraday Security Return Patterns
  by Block, Stanley B. & French, Dan W. & Maberly, Edwin D.
• Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract
  by Edwin D. Maberly & Daniel F. Waggoner
• Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note
  by Hiraki, Takato & Maberly, Edwin D. & Park, Young S.
• Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note
  by Hiraki, Takato & Maberly, Edwin D. & Park, Young S.
• Are preholiday returns in Tokyo really anomalous? If so, why?
  by Hiraki, Takato & Maberly, Edwin D.
• An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures
  by Takato Hiraki & Edwin D. Maberly
• The Weekly Pattern in Stock Index Futures: A Further Note.
  by Dyl, Edward A. & Maberly, Edwin D.
• The Weekend Effect: Trading Patterns of Individual and Institutional Investors.
  by Lakonishok, Josef & Maberly, Edwin
• The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly
  by Edwin Maberly & Raylene Pierce
• Odd-Lot Transactions around the Turn of the Year and the January Effect
  by Dyl, Edward A. & Maberly, Edwin D.
• Stock Market Efficiency Withstands Another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle
  by Edwin D. Maberly & Raylene M. Pierce
• EARLY EXERCISE OF AMERICAN INDEX OPTIONS
  by Dan W. French & Edwin D. Maberly
• An analysis of trading and nontrading period returns for the value line composite index; spot versus futures: A note
  by Edwin D. Maberly
• The daily effect in the gold market: A reply
  by Christopher K. Ma & G. Wenchi Wong & Edwin D. Maberly
• The other friday “bull” effect: A chance occurrence or the harbinger of yet another puzzling anomaly? a note!
  by Edwin D. Maberly
• The informational role of end‐of‐the‐day returns in stock index futures
  by Anthony F. Herbst & Edwin D. Maberly
• Testing futures market efficiency—A restatement
  by Edwin D. Maberly
• The daily distribution of changes in the price of stock index futures
  by Edward A. Dyl & Edwin D. Maberly
• Stock index futures, expiration day volatility, and the “special” friday opening: A note
  by Anthony F. Herbst & Edwin D. Maberly
• The delivery period and daily price limits: A comment
  by Edwin D. Maberly
• An alternative methodology for measuring expiration day price effects at Friday's close: The expected price reversal—A note
  by Anthony F. Herbst & Edwin D. Maberly
• The January effect, arbitrage opportunities, and derivative securities: Has anything changed?
  by Edwin D. Maberly & Brian A. Maris
• The relationship between stock indices and stock index futures from 3:00–3:15: A note
  by Edwin D. Maberly
• A further investigation of the day‐of‐the‐week effect in the gold market: A comment
  by Anthony F. Herbst & Edwin D. Maberly
• Threshold levels, strike price grid, and other market microstructure issues associated with exchange‐traded equity options
  by Edwin D. Maberly & Raylene M. Pierce & Patrick Catania
• Informed Trading around Stock Split Announcements: Evidence from the Option Market
  by Gharghori, Philip & Maberly, Edwin D. & Nguyen, Annette