edwin darrell maberly : Citation Profile

Are you edwin darrell maberly?

Monash University

8

H index

7

i10 index

318

Citations

RESEARCH PRODUCTION:

24

Articles

2

Papers

RESEARCH ACTIVITY:

   35 years (1982 - 2017). See details.
   Cites by year: 9
   Journals where edwin darrell maberly has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 3 (0.93 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma406
   Updated: 2022-06-22    RAS profile: 2018-12-09    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with edwin darrell maberly.

Is cited by:

Stefanescu, Razvan (7)

DUMITRIU, Ramona (7)

Wohar, Mark (4)

GUPTA, RANGAN (4)

Plastun, Alex (4)

Verousis, Thanos (3)

Ślepaczuk, Robert (3)

Rui, Oliver (3)

Wang, H. Holly (3)

Michayluk, David (3)

Keef, Stephen (3)

Cites to:

Brock, William (3)

McInish, Thomas (3)

Timmermann, Allan (3)

Geske, Robert (2)

Lebaron, Blake (2)

Goetzmann, William (2)

White, Halbert (2)

Karolyi, G. (2)

Brown, Stephen (2)

Watanabe, Masahiro (2)

Bessembinder, Hendrik (1)

Main data

Where edwin darrell maberly has published?

Journals with more than one article published# docs
Journal of Futures Markets13
Pacific-Basin Finance Journal3
Journal of Finance2
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2

Recent works citing edwin darrell maberly (2021 and 2020)

YearTitle of citing document
2020Calendar Anomalies in the Banking and it Index: The Indian Experience. (2020). Das, Chandrabhanu ; Singh, Shikta. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:439-448.

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2020The seasonality of gold prices in China does the risk‐aversion level matter?. (2020). Xiao, Bing ; Zhu, Zhenzhen ; van Hoang, Thi Hong ; Wong, Wing Keung. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2617-2664.

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2020Are individual investors liquidity providers around earnings announcements? Evidence from an emerging market. (2020). Lin, William T ; Chen, Zhijuan ; Wang, Kent ; Ma, Changfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3447-3475.

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2020Glamour among value: P/E ratios and value investor attention. (2020). Moore, Jordan. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:673-706.

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2020Option trading after the opening bell and intraday stock return predictability. (2020). Fodor, Andy ; Bergsma, Kelley ; Tayal, Jitendra ; Singal, Vijay. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:769-804.

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2021The Sarbanes?Oxley act and informed trading in the options market: Evidence from share repurchase announcements. (2021). Badshah, Ihsan ; Kolari, James ; Koerniadi, Hardjo. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:645-652.

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2021Does real earnings smoothing reduce investors’ perceived risk?. (2021). Zhang, Eliza Xia ; Wang, Jeff J ; Kim, Jeongbon. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:9-10:p:1560-1595.

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2022State Heterogeneity Analysis of Financial Volatility using high?frequency Financial Data. (2022). Kim, Donggyu ; Chun, Dohyun. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:105-124.

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2020The Trading Response of Individual Investors to Local Bankruptcies. (2020). Wohlfart, Johannes ; Pirschel, Jenny ; Loos, Benjamin ; Laudenbach, Christine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8191.

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2020Re-examining the Expiration Effects of Index Futures: Evidence from India. (2020). Shaik, Muneer ; Singh, Gurmeet. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-3.

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2020Weekday seasonality of stock returns: The contrary case of China. (2020). Ülkü, Numan ; Ulku, Numan ; Ali, Fahad. In: Journal of Asian Economics. RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300452.

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2020The “Black Thursday” effect in Chinese stock market. (2020). Tian, Shuairu ; Luo, Kevin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300137.

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2021Market instability and technical trading at high frequency: Evidence from NASDAQ stocks. (2021). Vargas, Nicolas ; Petitjean, Mikael ; Erdemlioglu, Deniz. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001814.

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2020When do retail investors pay attention to their trading platforms?. (2020). Qadan, Mahmoud ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301066.

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2021Does vega-neutral options trading contain information?. (2021). Yang, Heejin ; Ryu, Doojin ; Lee, Jaeram. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:294-314.

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2021In search of retail investors: The effect of retail investor attention on odd lot trades. (2021). Schmidt, Markus G ; Kupfer, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:315-326.

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2021Post-split underreaction: The importance of prior split history. (2021). Walker, Scott. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002660.

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2020Price discovery in stock and options markets. (2020). Putnins, Talis ; Michayluk, David ; Patel, Vinay ; Foley, Sean. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303544.

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2020Halloween Effect in developed stock markets: A historical perspective. (2020). Wohar, Mark ; Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:130-138.

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2020Eastern Halloween effect: A stochastic dominance approach. (2020). Li, YA ; Ali, Y ; Chow, Sheung Chi ; Cheng, Wui Wing ; Chui, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301256.

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2021Stock markets and female participation in the labor force. (2021). Wiener, Zvi ; Mugerman, Yevgeny ; Abudy, Menachem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000160.

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2021Are return seasonalities due to risk or mispricing?. (2021). Nyberg, Peter ; Linnainmaa, Juhani T ; Keloharju, Matti. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:138-161.

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2021The trading response of individual investors to local bankruptcies. (2021). Wohlfart, Johannes ; Pirschel, Jenny ; Loos, Benjamin ; Laudenbach, Christine. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:928-953.

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2021The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time. (2021). Jacobsen, Ben ; Zhang, Cherry Y. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302242.

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2021Halloween effect and active fund management. (2021). Samios, Yiannis ; Kenourgios, Dimitris. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:534-544.

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2020Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets. (2020). Mishra, Sibanjan ; Mohanty, Sunil K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918308109.

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2021The Month-of-the-Year Effect in the European, American, Australian and Asian Markets. (2021). Couto, Gualter ; Castanho, Rui Alexandre ; Barbosa, Catarina ; Pimentel, Pedro. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:168-:d:671519.

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2020How Does Split Announcement Affect Stock Liquidity? Evidence from Bursa Malaysia. (2020). Zhang, Zhaoyong ; Jafarian, Mohsen ; Tabibian, Amir S. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:85-:d:398644.

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2021The Relative Informativeness of Regular and E-Mini Euro/Dollar Futures Contracts and the Role of Trader Types. (2021). Corelli, Angelo ; Malhotra, Jatin. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:111-:d:569825.

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2020What Can Machine Learning Tell Us About Intraday Price Patterns in a Frontier Stock Market?. (2020). Anghel, Dan Gabriel. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:11:y:2020:i:5:p:205-220.

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2021The Short-Selling Hypothesis of Weekend Effect and T + 1 Trading Mechanism. (2021). Liu, Bin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-021-09329-5.

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2021An Anomaly within an Anomaly: The Halloween Effect in the Long-term Reversal Anomaly. (2021). Lee, King Fuei. In: MPRA Paper. RePEc:pra:mprapa:110859.

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2020Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets. (2020). Dragot, Victor ; Ilic, Elena Valentina ; Anghel, Dan Gabriel. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:2:p:92-114.

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2022Relationship Between FIIs’ Herding and Returns in the Indian Equity Market: Further Empirical Evidence. (2022). Soni, Amit ; Singh, Parminder ; Choudhary, Kapil. In: Global Business Review. RePEc:sae:globus:v:23:y:2022:i:1:p:137-155.

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2020Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange. (2020). Suliga, Milena ; Gurgul, Henryk. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:28:y:2020:i:3:d:10.1007_s10100-018-00606-9.

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2020Weekly dynamic conditional correlations among cryptocurrencies and traditional assets. (2020). Fernandez Bariviera, Aurelio ; Savva, Christos S ; Aslanidis, Nektarios. In: Working Papers. RePEc:urv:wpaper:2072/417680.

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2020When do informed traders acquire and trade on informational advantage? Evidence from Federal Reserve stress tests. (2020). Loveland, Robert ; Fung, Scott. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1459-1485.

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2020What do we know about individual equity options?. (2020). Verousis, Thanos ; Bernales, Alejandro ; Zhang, Mengyu ; Voukelatos, Nikolaos. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:67-91.

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2021The impact of net buying pressure on index options prices. (2021). Ryu, Doowon ; Yang, Heejin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:1:p:27-45.

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2022Information and the arrival rate of option trading volume. (2022). Kalaitzoglou, Iordanis ; Verousis, Thanos ; Zhang, Mengyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:4:p:605-644.

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2020The trading response of individual investors to local bankruptcies. (2020). Wohlfart, Johannes ; Pirschel, Jenny ; Loos, Benjamin ; Laudenbach, Christine. In: SAFE Working Paper Series. RePEc:zbw:safewp:272.

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2020Ambiguity and investor behavior. (2020). Meyer, Steffen ; Kostopoulos, Dimitrios ; Uhr, Charline. In: SAFE Working Paper Series. RePEc:zbw:safewp:297.

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Works by edwin darrell maberly:

YearTitleTypeCited
1986 The Weekly Pattern in Stock Index Futures: A Further Note. In: Journal of Finance.
[Full Text][Citation analysis]		article16
1990 The Weekend Effect: Trading Patterns of Individual and Institutional Investors. In: Journal of Finance.
[Full Text][Citation analysis]		article164
1992EARLY EXERCISE OF AMERICAN INDEX OPTIONS In: Journal of Financial Research.
[Full Text][Citation analysis]		article5
1992Odd-Lot Transactions around the Turn of the Year and the January Effect In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article29
2017Informed Trading around Stock Split Announcements: Evidence from the Option Market In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article22
2000The Pattern of Intraday Portfolio Management Decisions: A Case Study of Intraday Security Return Patterns In: Journal of Business Research.
[Full Text][Citation analysis]		article10
1994Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
1995Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note.(1995) In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
1995Are preholiday returns in Tokyo really anomalous? If so, why? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article2
2004Stock Market Efficiency Withstands Another Challenge: Solving the Sell in May/Buy after Halloween Puzzle In: Econ Journal Watch.
[Full Text][Citation analysis]		article24
2000Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper2
2000An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper1
2003The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article13
1990Stock index futures, expiration day volatility, and the “special” friday opening: A note In: Journal of Futures Markets.
[Full Text][Citation analysis]		article8
1991The January effect, arbitrage opportunities, and derivative securities: Has anything changed? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
1991An alternative methodology for measuring expiration day price effects at Fridays close: The expected price reversal—A note In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
1992The informational role of end?of?the?day returns in stock index futures In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
1982The delivery period and daily price limits: A comment In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2010Threshold levels, strike price grid, and other market microstructure issues associated with exchange?traded equity options In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
1985Testing futures market efficiency—A restatement In: Journal of Futures Markets.
[Full Text][Citation analysis]		article7
1986The daily distribution of changes in the price of stock index futures In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3
1987An analysis of trading and nontrading period returns for the value line composite index; spot versus futures: A note In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
1988A further investigation of the day?of?the?week effect in the gold market: A comment In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2
1988The other friday “bull” effect: A chance occurrence or the harbinger of yet another puzzling anomaly? a note! In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
1989The daily effect in the gold market: A reply In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2
1989The relationship between stock indices and stock index futures from 3:00–3:15: A note In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2

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