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Informed trading around stock split announcements : evidence from the option market

Gharghori, Philip; Maberly, Edwin D.; Nguyen, Annette - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 2, pp. 705-735

Persistent link: https://www.econbiz.de/10011742059

The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly

Maberly, Edwin; Pierce, Raylene - In: Asia-Pacific Financial Markets 10 (2003) 4, pp. 319-334

Bouman and Jacobsen (American Economic Review 92(5), 1618–1635, 2002) examine monthly stock returns for major world stock markets and conclude that returns are significantly lower during the May–October periods versus the November–April periods in 36 of 37 markets examined. They argue...

Persistent link: https://www.econbiz.de/10005684898

The Weekend Effect: Trading Patterns of Individual and Institutional Investors.

Lakonishok, Josef; Maberly, Edwin - In: Journal of Finance 45 (1990) 1, pp. 231-43

In this paper, the authors document regularities in trading patterns of individual and institutional investors related to the day of the week. They find a relative increase in trading activity by individuals on Mondays. In addition, there is a tendency for individuals to increase the number of...

Persistent link: https://www.econbiz.de/10005334667

Editorial

Ball, Amanda; Milne, Markus J.; Maberly, Edwin - In: Pacific Accounting Review 19 (2007) 1

Persistent link: https://www.econbiz.de/10014968812

Editorial

Ball, Amanda; Milne, Markus J.; Maberly, Edwin - In: Pacific Accounting Review 20 (2008) 3

Persistent link: https://www.econbiz.de/10014968817

The Pattern of Intraday Portfolio Management Decisions: A Case Study of Intraday Security Return Patterns

Block, Stanley B.; French, Dan W.; Maberly, Edwin D. - In: Journal of Business Research 50 (2000) 3, pp. 321-326

Persistent link: https://www.econbiz.de/10005477557

Are preholiday returns in Tokyo really anomalous? If so, why?

Hiraki, Takato; Maberly, Edwin D. - In: Pacific-Basin Finance Journal 3 (1995) 1, pp. 93-111

Persistent link: https://www.econbiz.de/10005372387

Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note

Hiraki, Takato; Maberly, Edwin D.; Park, Young S. - In: Pacific-Basin Finance Journal 2 (1994) 1, pp. 61-71

Persistent link: https://www.econbiz.de/10005372434

EARLY EXERCISE OF AMERICAN INDEX OPTIONS

French, Dan W.; Maberly, Edwin D. - In: Journal of Financial Research 15 (1992) 2, pp. 127-137

Persistent link: https://www.econbiz.de/10010889611

Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note

Hiraki, Takato; Maberly, Edwin D.; Park, Young S. - In: Pacific-Basin Finance Journal 3 (1995) 1, pp. 138-139

Persistent link: https://www.econbiz.de/10005351984