Access Statistics for Charles Joseph Corrado

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Stock Index Volatility: The Incremental Information in the Intraday High-Low Price Range 4 8 34 247 17 37 133 678
Total Working Papers 4 8 34 247 17 37 133 678


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A. Correction 1 1 3 3 1 4 9 9
A nonparametric test for abnormal security-price performance in event studies 9 44 201 529 16 73 312 834
A note on a simple, accurate formula to compute implied standard deviations 7 19 52 196 10 30 84 341
Conducting event studies with Asia-Pacific security market data 2 3 13 13 7 12 40 40
Durations for portfolios of bonds priced on different term structures 0 0 4 21 2 3 11 54
ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION-IMPLIED VOLATILITY 0 4 6 6 6 15 27 27
Economic investment times for capacity expansion problems 0 2 4 7 0 3 11 28
Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators 0 0 0 0 2 3 13 64
FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH-LOW PRICE RANGE 1 6 12 12 2 15 31 31
Islam, modernization and crime: A test of the religious ecology thesis 0 2 14 29 0 5 50 106
Journal Influence on the Design of Finance Doctoral Education 0 1 3 11 0 1 10 48
Repricing and employee stock option valuation 0 1 6 33 2 3 22 156
Risk Aversion, Uncertain Information, and Market Efficiency 1 2 23 133 4 12 63 274
The Information Content of a Convertible Debt Offer Announcement 0 0 0 0 0 0 4 89
The Information Content of a Convertible Debt Offer Announcement 0 0 0 1 0 0 11 108
The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns 5 11 31 31 9 25 65 65
The cost of a central bank leaning against a random walk 0 0 1 6 0 2 6 23
Total Journal Articles 26 96 373 1,031 61 206 769 2,297


Statistics updated 2009-11-04