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 1 1 889
Total Working Papers 0 0 0 294 0 1 1 889

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 0 13 1 3 4 44
A nonparametric test for abnormal security-price performance in event studies 3 9 32 2,348 8 24 67 4,055
A note on a simple, accurate formula to compute implied standard deviations 2 3 13 355 5 6 26 677
An empirical test of the Hull‐White option pricing model 0 0 0 0 0 0 0 19
Conducting event studies with Asia-Pacific security market data 0 0 5 176 2 3 12 548
Durations for portfolios of bonds priced on different term structures 0 0 0 39 1 1 3 106
ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION‐IMPLIED VOLATILITY 0 1 1 59 1 2 2 266
Economic investment times for capacity expansion problems 0 0 0 17 1 2 2 70
Efficient option‐implied volatility estimators 0 0 5 19 1 1 6 34
Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators 0 0 0 0 1 1 1 107
Event studies: A methodology review 0 0 0 0 3 9 21 1,035
FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS 0 0 1 7 0 0 1 33
FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE 0 0 0 112 1 3 7 308
Geared Equity Investments: A Case Study of Tax Arbitrage Down Under 0 0 0 3 0 0 1 29
Hurdle Rate: Executive Stock Options 0 0 0 5 1 1 1 39
Islam, modernization and crime: A test of the religious ecology thesis 0 0 0 52 0 0 1 200
Journal Influence on the Design of Finance Doctoral Education 0 0 0 15 1 2 2 114
Option pricing based on the generalized lambda distribution 0 0 0 5 0 0 0 19
Repricing and employee stock option valuation 0 0 0 48 0 1 1 251
Risk Aversion, Uncertain Information, and Market Efficiency 0 0 2 197 3 3 9 497
S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula 0 0 0 13 0 0 1 33
SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES 2 3 5 69 6 10 17 218
The Information Content of a Convertible Debt Offer Announcement 0 0 0 1 1 1 1 148
The Information Content of a Convertible Debt Offer Announcement 0 0 0 0 0 0 0 112
The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns 0 2 7 273 2 14 35 658
The cost of a central bank leaning against a random walk 0 0 0 16 3 4 5 64
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 2 5 8 123
The hidden martingale restriction in Gram‐Charlier option prices 0 0 0 17 2 2 3 29
The options market response to accounting earnings announcements 0 0 2 51 0 5 11 242
Total Journal Articles 7 18 73 3,939 46 103 248 10,079

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Statistics updated 2025-11-08