Narrow search
Showing 1 - 10 of 322
Cover Image
Closing the question on the continuation of turn-of-the-month effects : evidence from the S&P 500 index futures contract
Maberly, Edwin D.; Waggoner, Daniel F. - 2000
Persistent link: https://www.econbiz.de/10001527589
Cover Image
The informational content of the interday price change with respect to stock index futures
Maberly, Edwin D. - In: The journal of futures markets 6 (1986) 3, pp. 385-395
Persistent link: https://www.econbiz.de/10001135427
Cover Image
Day-of-the-week mean spillover effects between New York and Tokyo : January 1976 to August 1992 ; a note
Hiraki, Takato - In: Pacific-Basin finance journal 2 (1994) 1, pp. 61-71
Persistent link: https://www.econbiz.de/10001162586
Cover Image
An analysis of Japanese stock return dynamics conditional on US Monday holiday closures
Hiraki, Takato; Maberly, Edwin D. - 2000
Persistent link: https://www.econbiz.de/10001503513
Cover Image
The weekend effect : trading patterns of individual and institutional investors
Lakonishok, Josef - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 231-243
Persistent link: https://www.econbiz.de/10001084195
Cover Image
An analysis of daily patterns in stock returns across indices : spot versus futures
Maberly, Edwin D. - In: Quarterly journal of business and economics : QJBE 28 (1989) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10001089344
Cover Image
The daily distribution of changes in the price of stock index futures
Dyl, Edward A. - In: The journal of futures markets 6 (1986) 4, pp. 513-521
Persistent link: https://www.econbiz.de/10001135354
Cover Image
Odd-lot transactions around the turn of the year and the January effect
Dyl, Edward A. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 4, pp. 591-604
Persistent link: https://www.econbiz.de/10001137812
Cover Image
The information content of end-of-the-day index futures returns : international evidence from the Osaka Nikkei 225 futures contract
Hiraki, Takato - In: Journal of banking & finance 19 (1995) 5, pp. 921-936
Persistent link: https://www.econbiz.de/10001185505
Cover Image
The Halloween effect and Japanese equity prices : myth or exploitable anomaly
Maberly, Edwin D.; Pierce, Raylane M. - In: Asia-Pacific financial markets 10 (2003) 4, pp. 319-334
Persistent link: https://www.econbiz.de/10003083932