| The weekend effect: Trading patterns of individual and institutional investors J Lakonishok, E Maberly The Journal of Finance 45 (1), 231-243, 1990 | 854 | 1990 |
| Odd-lot transactions around the turn of the year and the January effect EA Dyl, ED Maberly Journal of Financial and Quantitative Analysis 27 (4), 591-604, 1992 | 133 | 1992 |
| Stock market efficiency withstands another challenge: Solving the" sell in May/buy after Halloween" puzzle ED Maberly, RM Pierce Econ Journal Watch 1 (1), 29, 2004 | 119 | 2004 |
| A possible explanation of the weekend effect EA Dyl, ED Maberly Financial Analysts Journal 44 (3), 83-84, 1988 | 104 | 1988 |
| The weekly pattern in stock index futures: A further note EA Dyl, ED Maberly The Journal of Finance 41 (5), 1149-1152, 1986 | 96 | 1986 |
| The anomaly that isn't there: a comment on Friday the thirteenth EA Dyl, ED Maberly The Journal of Finance 43 (5), 1285-1286, 1988 | 94 | 1988 |
| Informed trading around stock split announcements: Evidence from the option market P Gharghori, ED Maberly, A Nguyen Journal of financial and quantitative analysis 52 (2), 705-735, 2017 | 78 | 2017 |
| Testing Futures Market EfficiencyA Restatement ED Maberly The Journal of Futures Markets (pre-1986) 5 (3), 425, 1985 | 78 | 1985 |
| The daily distribution of changes in the price of stock index futures EA Dyl, ED Maberly The Journal of Futures Markets (1986-1998) 6 (4), 513, 1986 | 68 | 1986 |
| Stock index futures, expiration day volatility, and the" special" Friday opening: A note AF Herbst, ED Maberly The Journal of Futures Markets (1986-1998) 10 (3), 323, 1990 | 64 | 1990 |
| Stock index futures and cash market volatility ED Maberly, DS Allen, RF Gilbert Financial Analysts Journal 45 (6), 75-77, 1989 | 62 | 1989 |
| Eureka! Eureka! Discovery of the Monday effect belongs to the ancient scribes ED Maberly Financial Analysts Journal 51 (5), 10, 1995 | 58 | 1995 |
| The information content of end-of-the-day index futures returns: International evidence from the Osaka Nikkei 225 futures contract T Hiraki, ED Maberly, N Takezawa Journal of Banking & Finance 19 (5), 921-936, 1995 | 57 | 1995 |
| The Halloween effect and Japanese equity prices: Myth or exploitable anomaly ED Maberly, RM Pierce Asia-Pacific Financial Markets 10, 319-334, 2003 | 49 | 2003 |
| Early exercise of American index options DW French, ED Maberly Journal of Financial Research 15 (2), 127-137, 1992 | 29 | 1992 |
| Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract ED Maberly, DF Waggoner FRB Atlanta Working Paper 2000-11, 2000 | 26 | 2000 |
| The informational content of the interday price change with respect to stock index futures ED Maberly The Journal of Futures Markets (1986-1998) 6 (3), 385, 1986 | 25 | 1986 |
| The pattern of intraday portfolio management decisions: A case study of intraday security return patterns SB Block, DW French, ED Maberly Journal of Business Research 50 (3), 321-326, 2000 | 24 | 2000 |
| The impact of index futures trading on day-of-the-week effects in Japan T Hiraki, ED Maberly, PM Taube Pacific-Basin Finance Journal 6 (5), 493-506, 1998 | 24 | 1998 |
| Are preholiday returns in Tokyo really anomalous? If so, why? T Hiraki, ED Maberly Pacific-Basin Finance Journal 3 (1), 93-111, 1995 | 24 | 1995 |
Takato HirakiTokyo University of Science, School of ManagementVerified email at rs.tus.ac.jp
