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 3 12 900
Total Working Papers 0 0 0 294 0 3 12 900

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 0 5 8 49
A nonparametric test for abnormal security-price performance in event studies 10 28 55 2,392 22 60 126 4,155
A note on a simple, accurate formula to compute implied standard deviations 1 1 9 361 2 4 28 698
An empirical test of the Hull‐White option pricing model 0 0 0 0 0 1 5 24
Conducting event studies with Asia-Pacific security market data 0 2 6 179 0 7 26 568
Durations for portfolios of bonds priced on different term structures 0 0 0 39 0 5 6 111
ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION‐IMPLIED VOLATILITY 0 1 3 61 0 7 19 283
Economic investment times for capacity expansion problems 0 1 1 18 0 1 5 73
Efficient option‐implied volatility estimators 0 3 6 25 1 7 22 55
Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators 0 0 0 0 0 2 5 111
Event studies: A methodology review 0 0 0 0 0 11 36 1,058
FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS 0 0 0 7 0 1 9 42
FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE 0 0 1 113 0 1 22 326
Geared Equity Investments: A Case Study of Tax Arbitrage Down Under 0 0 0 3 0 2 7 35
Hurdle Rate: Executive Stock Options 0 0 0 5 0 2 10 48
Islam, modernization and crime: A test of the religious ecology thesis 0 0 0 52 0 1 5 204
Journal Influence on the Design of Finance Doctoral Education 0 0 0 15 0 2 6 118
Option pricing based on the generalized lambda distribution 0 0 0 5 0 3 13 32
Options trading volume and stock price response to earnings announcements 0 0 0 0 0 1 22 22
Repricing and employee stock option valuation 0 0 0 48 0 4 10 260
Risk Aversion, Uncertain Information, and Market Efficiency 0 1 2 199 0 6 18 511
S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula 0 0 1 14 0 3 10 43
SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES 0 0 4 69 1 10 34 241
The Information Content of a Convertible Debt Offer Announcement 0 0 0 0 0 3 4 116
The Information Content of a Convertible Debt Offer Announcement 0 0 0 1 0 3 4 151
The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns 2 3 6 277 3 10 33 677
The cost of a central bank leaning against a random walk 0 0 0 16 0 2 10 70
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 0 6 124
The hidden martingale restriction in Gram‐Charlier option prices 0 0 0 17 0 1 6 33
The options market response to accounting earnings announcements 0 0 0 51 3 9 36 273
Total Journal Articles 13 40 94 4,009 32 174 551 10,512

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Statistics updated 2026-07-10