Edwin D. Maberly

Monash University

Professor of Finance

Clayton Campus

Wellington Road

Clayton, VIC 3800

Australia

  • Monash University

SCHOLARLY PAPERS

12

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TOTAL CITATIONS
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Top 43,323

in Total Papers Citations

14

Scholarly Papers (12)

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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 1,611 (24,759)
Citation 8

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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 820 (65,391)
Citation 2

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

3.

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 467 (133,485)

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

4.

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
International University of Japan and Monash University
Downloads 461 (135,560)

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Spillover effects, Japanese-Tuesday effect, market efficiency

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 389 (164,847)

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

6.

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 311 (210,642)
Citation 2

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option traders, implied volatility, event study

7.

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 275 (239,811)

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

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 241 (273,728)

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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 185 (351,792)
Citation 1

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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 International University of Japan
Downloads 149 (424,242)

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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 100 (577,170)
Citation 1

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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

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