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 0 0 0 294 0 0 0 888
Total Working Papers 0 0 0 294 0 0 0 888

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 0 0 1 13 0 0 2 40
A nonparametric test for abnormal security-price performance in event studies 5 8 40 2,332 5 10 64 4,011
A note on a simple, accurate formula to compute implied standard deviations 2 2 16 351 3 4 32 667
An empirical test of the Hull‐White option pricing model 0 0 0 0 0 0 1 19
Conducting event studies with Asia-Pacific security market data 0 1 3 172 1 4 6 540
Durations for portfolios of bonds priced on different term structures 0 0 0 39 0 1 1 104
ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION‐IMPLIED VOLATILITY 0 0 1 58 0 0 1 264
Economic investment times for capacity expansion problems 0 0 0 17 0 0 0 68
Efficient option‐implied volatility estimators 0 1 5 18 0 1 5 32
Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators 0 0 0 0 0 0 0 106
Event studies: A methodology review 0 0 0 0 0 4 16 1,020
FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS 0 1 1 7 0 1 1 33
FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE 0 0 4 112 1 2 10 303
Geared Equity Investments: A Case Study of Tax Arbitrage Down Under 0 0 0 3 0 0 1 28
Hurdle Rate: Executive Stock Options 0 0 0 5 0 0 0 38
Islam, modernization and crime: A test of the religious ecology thesis 0 0 0 52 0 0 0 199
Journal Influence on the Design of Finance Doctoral Education 0 0 0 15 0 0 0 112
Option pricing based on the generalized lambda distribution 0 0 1 5 0 0 2 19
Repricing and employee stock option valuation 0 0 0 48 0 0 1 250
Risk Aversion, Uncertain Information, and Market Efficiency 1 2 2 197 2 3 6 493
S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula 0 0 1 13 0 1 4 33
SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES 0 0 6 65 1 1 11 205
The Information Content of a Convertible Debt Offer Announcement 0 0 0 1 0 0 1 147
The Information Content of a Convertible Debt Offer Announcement 0 0 0 0 0 0 1 112
The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns 2 2 10 269 4 6 27 636
The cost of a central bank leaning against a random walk 0 0 0 16 0 1 2 60
The cost of granting executive stock options with strike prices adjusted by the cost of capital 0 0 0 0 0 0 0 1
The forecast quality of CBOE implied volatility indexes 0 0 2 29 0 1 8 118
The hidden martingale restriction in Gram‐Charlier option prices 0 0 0 17 0 0 0 26
The options market response to accounting earnings announcements 0 0 4 51 0 1 9 237
Total Journal Articles 10 17 97 3,905 17 41 212 9,921

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Statistics updated 2025-05-12