edwin darrell maberly
Names
first: |
edwin |
middle: |
darrell |
last: |
maberly |
Contact
email: |
|
Affiliations
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Monash University
→ Monash Business School
- website
- location: Melbourne, Australia
Research profile
author of:
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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.
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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
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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.
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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.
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Are preholiday returns in Tokyo really anomalous? If so, why?
by Hiraki, Takato & Maberly, Edwin D.
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An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures
by Takato Hiraki & Edwin D. Maberly
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The Weekly Pattern in Stock Index Futures: A Further Note.
by Dyl, Edward A. & Maberly, Edwin D.
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The Weekend Effect: Trading Patterns of Individual and Institutional Investors.
by Lakonishok, Josef & Maberly, Edwin
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The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly
by Edwin Maberly & Raylene Pierce
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Odd-Lot Transactions around the Turn of the Year and the January Effect
by Dyl, Edward A. & Maberly, Edwin D.
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Stock Market Efficiency Withstands Another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle
by Edwin D. Maberly & Raylene M. Pierce
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EARLY EXERCISE OF AMERICAN INDEX OPTIONS
by Dan W. French & Edwin D. Maberly
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An analysis of trading and nontrading period returns for the value line composite index; spot versus futures: A note
by Edwin D. Maberly
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The daily effect in the gold market: A reply
by Christopher K. Ma & G. Wenchi Wong & Edwin D. Maberly
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The other friday “bull” effect: A chance occurrence or the harbinger of yet another puzzling anomaly? a note!
by Edwin D. Maberly
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The informational role of end‐of‐the‐day returns in stock index futures
by Anthony F. Herbst & Edwin D. Maberly
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Testing futures market efficiency—A restatement
by Edwin D. Maberly
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The daily distribution of changes in the price of stock index futures
by Edward A. Dyl & Edwin D. Maberly
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Stock index futures, expiration day volatility, and the “special” friday opening: A note
by Anthony F. Herbst & Edwin D. Maberly
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The delivery period and daily price limits: A comment
by Edwin D. Maberly
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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
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The January effect, arbitrage opportunities, and derivative securities: Has anything changed?
by Edwin D. Maberly & Brian A. Maris
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The relationship between stock indices and stock index futures from 3:00–3:15: A note
by Edwin D. Maberly
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A further investigation of the day‐of‐the‐week effect in the gold market: A comment
by Anthony F. Herbst & Edwin D. Maberly
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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
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Informed Trading around Stock Split Announcements: Evidence from the Option Market
by Gharghori, Philip & Maberly, Edwin D. & Nguyen, Annette