Access Statistics for Charles Joseph Corrado

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	3	6	12	900
Total Working Papers	0	0	0	294	3	6	12	900

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	13	4	4	8	48
A nonparametric test for abnormal security-price performance in event studies	7	16	39	2,371	16	32	100	4,111
A note on a simple, accurate formula to compute implied standard deviations	0	1	9	360	2	6	29	696
An empirical test of the Hull‐White option pricing model	0	0	0	0	1	2	5	24
Conducting event studies with Asia-Pacific security market data	0	0	5	177	3	4	24	564
Durations for portfolios of bonds priced on different term structures	0	0	0	39	5	5	7	111
ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION‐IMPLIED VOLATILITY	0	1	2	60	6	9	18	282
Economic investment times for capacity expansion problems	1	1	1	18	1	1	5	73
Efficient option‐implied volatility estimators	0	1	4	22	1	4	17	49
Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators	0	0	0	0	1	1	4	110
Event studies: A methodology review	0	0	0	0	6	9	33	1,053
FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS	0	0	0	7	0	2	8	41
FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE	0	0	1	113	1	12	23	326
Geared Equity Investments: A Case Study of Tax Arbitrage Down Under	0	0	0	3	1	3	6	34
Hurdle Rate: Executive Stock Options	0	0	0	5	2	4	10	48
Islam, modernization and crime: A test of the religious ecology thesis	0	0	0	52	1	1	5	204
Journal Influence on the Design of Finance Doctoral Education	0	0	0	15	1	1	5	117
Option pricing based on the generalized lambda distribution	0	0	0	5	3	5	13	32
Options trading volume and stock price response to earnings announcements	0	0	0	0	1	15	22	22
Repricing and employee stock option valuation	0	0	0	48	3	3	9	259
Risk Aversion, Uncertain Information, and Market Efficiency	1	1	2	199	4	5	16	509
S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula	0	0	1	14	2	3	9	42
SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES	0	0	4	69	4	11	30	235
The Information Content of a Convertible Debt Offer Announcement	0	0	0	1	3	3	4	151
The Information Content of a Convertible Debt Offer Announcement	0	0	0	0	3	4	4	116
The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns	0	1	5	274	5	10	36	672
The cost of a central bank leaning against a random walk	0	0	0	16	1	1	9	69
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	0	29	0	1	6	124
The hidden martingale restriction in Gram‐Charlier option prices	0	0	0	17	1	1	7	33
The options market response to accounting earnings announcements	0	0	0	51	4	12	31	268
Total Journal Articles	9	22	73	3,978	86	174	503	10,424

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Statistics updated 2026-05-06