| 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 | 136 | 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 | 123 | 2004 |
| A possible explanation of the weekend effect EA Dyl, ED Maberly Financial Analysts Journal 44 (3), 83-84, 1988 | 106 | 1988 |
| The weekly pattern in stock index futures: A further note EA Dyl, ED Maberly The Journal of Finance 41 (5), 1149-1152, 1986 | 98 | 1986 |
| The Anomaly That Isn't There: A Comment on Friday the Thirteenth. EA Dyl, ED Maberly Journal of Finance (Wiley-Blackwell) 43 (5), 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 | 80 | 2017 |
| Testing Futures Market Efficiency—A Restatement. ED Maberly Journal of Futures markets 5 (3), 1985 | 79 | 1985 |
| The Daily Distribution of Changes in the Price of Stock Index Futures. EA Dyl, ED Maberly Journal of Futures Markets 6 (4), 1986 | 69 | 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 | 65 | 1990 |
| Stock index futures and cash market volatility ED Maberly, DS Allen, RF Gilbert Financial Analysts Journal 45 (6), 75-77, 1989 | 63 | 1989 |
| Eureka! Eureka! Discovery of the Monday effect belongs to the ancient scribes ED Maberly Financial Analysts Journal 51 (5), 10, 1995 | 60 | 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 |
| 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 |
| 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 | 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 Management在 rs.tus.ac.jp 的电子邮件经过验证
Takato HirakiTokyo University of Science, School of Management在 rs.tus.ac.jp 的电子邮件经过验证
Philip GharghoriMonash University在 monash.edu 的电子邮件经过验证
Daniel WaggonerFederal Reserve Bank of Atlanta在 atl.frb.org 的电子邮件经过验证