Edwin D. Maberly

Monash University

Professor of Finance

Clayton Campus

Wellington Road

Clayton, VIC 3800

Australia

SCHOLARLY PAPERS

12

DOWNLOADS
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4,149

CITATIONS
Rank 47,322

SSRN RANKINGS

Top 47,322

in Total Papers Citations

9

Scholarly Papers (12)

1.

Citation Patterns within the Leading Top-Tier Finance Journals: Implications for Journal Rankings and Other Issues

Number of pages: 35 Posted: 01 Nov 2007
Edwin D. Maberly and Raylene M. Pierce
Monash University and Deakin University
Downloads 1,474 (11,832)
Citation 3

Abstract:

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Citation patterns, concentration, finance journal rankings

2.

Closing the Question on the Continuation of Turn-of-The-Month Effects: Evidence from the S&P 500 Index Futures Contract

FRB Atlanta Working Paper 2000-11
Number of pages: 28 Posted: 16 Nov 2000
Edwin D. Maberly and Daniel F. Waggoner
Monash University and Federal Reserve Bank of Atlanta
Downloads 712 (34,646)
Citation 1

Abstract:

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Disappearing turn-of-the-month effect, S&P 500 futures, market efficiency

3.

An Analysis of Japanese Stock Return Dynamics Conditional on U.S. Monday Holiday Closures

FRB Atlanta Working Paper No. 2000-6
Number of pages: 26 Posted: 24 Jul 2000
Takato Hiraki and Edwin D. Maberly
Tokyo University of Science - School of Management and Monash University
Downloads 457 (61,605)

Abstract:

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Spillover effects, Japanese-Tuesday effect, market efficiency

4.

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

Asia-Pacific Financial Markets
Number of pages: 22 Posted: 15 Sep 2004
Edwin D. Maberly and Raylene M. Pierce
Monash University and Deakin University
Downloads 415 (69,213)

Abstract:

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Halloween puzzle, bull market phenomenon, efficient markets, fund flows, Jananese stock market, market anomalies, mechanical trading rules

5.

The Official Closing Versus Last Trade Price for Nasdaq Stocks: Implications for Empirical Research and Automatic Equity Option Exercise

Number of pages: 16 Posted: 27 Jul 2005
Patrick Catania and Edwin D. Maberly
Chicago Board of Trade Education Research Foundation and Monash University
Downloads 269 (112,627)

Abstract:

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Price Discrepancies, Official Closing Price, Last Trade Price, Nasdaq Stocks, Inefficient Option Exercise Decisions, Institutional Details

6.

Removing the 'Black Box' from the Black-Scholes Option Pricing Model

Number of pages: 42 Posted: 03 Jan 2012 Last Revised: 05 Jan 2012
Edwin D. Maberly and Raylene M. Pierce
Monash University and Deakin University
Downloads 227 (133,845)

Abstract:

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Black-Scholes, black box, heuristic proof, intuition, transparency

7.

Informed Trading Around Stock Split Announcements: Evidence from the Option Market

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 68 Posted: 12 Oct 2015
Philip Gharghori, Edwin D. Maberly and Annette Nguyen
Monash University, Monash University and Deakin University
Downloads 206 (146,794)

Abstract:

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option traders, implied volatility, event study

8.

Historical Citation Profile of Institutional Investor (II) Journals 1996 Through 2006

Number of pages: 8 Posted: 15 Feb 2009
Edwin D. Maberly and Raylene M. Pierce
Monash University and Deakin University
Downloads 135 (211,787)

Abstract:

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Institutional Investor Journals, citations

9.

Reconciling Theory with Post-Reverse Split Return Patterns: Empirical Findings Based on Recent Events

Number of pages: 55 Posted: 02 May 2011 Last Revised: 15 May 2011
Edwin D. Maberly and Raylene M. Pierce
Monash University and Deakin University
Downloads 109 (248,493)
Citation 1

Abstract:

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event study, reverse stock split, call options, market efficiency, market microstructure, abnormal returns and financial distress

10.

Noise Traders and Cultural Factors: The Japanese Rokuyo Effect Evidence Implications For Investor Sentiment Induced Return Anomalies

Number of pages: 14 Posted: 31 May 2012
Edwin D. Maberly, Raylene M. Pierce and Takato Hiraki
Monash University, Deakin University and Tokyo University of Science - School of Management
Downloads 86 (290,489)

Abstract:

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Japan, rokuyo, cultural factors, investor sentiment, anomalies

11.

Review of Early 2009 SEC Approved Rule Changes Impacting Exchange Traded Equity Options and Possible Implications

Number of pages: 20 Posted: 16 May 2009
Edwin D. Maberly and Raylene M. Pierce
Monash University and Deakin University
Downloads 59 (357,706)
Citation 1

Abstract:

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Equity Options, SEC Rule Changes, Strike Price Grid, Option Clustering

12.

Threshold Levels, Strike Price Grid and Other Market Microstructure Issues Associated with Exchange Traded Equity Options: A Note

The Journal of Futures Markets, Forthcoming
Posted: 27 Feb 2009
Edwin D. Maberly, Raylene M. Pierce and Patrick Catania
Monash University, Deakin University and Chicago Board of Trade Education Research Foundation

Abstract:

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Equity Options, Threshold Levels, Strike Price Grid, Official Settlement Price, Option Databases