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 1 1 2 890
Total Working Papers 0 0 0 294 1 1 2 890

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 1 4 44
A nonparametric test for abnormal security-price performance in event studies 1 5 30 2,350 5 19 69 4,066
A note on a simple, accurate formula to compute implied standard deviations 2 5 11 358 6 15 26 687
An empirical test of the Hull‐White option pricing model 0 0 0 0 0 1 1 20
Conducting event studies with Asia-Pacific security market data 0 0 5 176 0 8 18 554
Durations for portfolios of bonds priced on different term structures 0 0 0 39 0 1 3 106
ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION‐IMPLIED VOLATILITY 0 0 1 59 4 6 7 271
Economic investment times for capacity expansion problems 0 0 0 17 1 2 3 71
Efficient option‐implied volatility estimators 1 2 5 21 4 6 9 39
Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators 0 0 0 0 0 1 1 107
Event studies: A methodology review 0 0 0 0 4 8 24 1,040
FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS 0 0 1 7 1 1 2 34
FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE 0 1 1 113 1 4 10 311
Geared Equity Investments: A Case Study of Tax Arbitrage Down Under 0 0 0 3 1 2 3 31
Hurdle Rate: Executive Stock Options 0 0 0 5 2 4 4 42
Islam, modernization and crime: A test of the religious ecology thesis 0 0 0 52 1 1 2 201
Journal Influence on the Design of Finance Doctoral Education 0 0 0 15 2 3 4 116
Option pricing based on the generalized lambda distribution 0 0 0 5 1 1 1 20
Options trading volume and stock price response to earnings announcements 0 0 0 0 2 5 5 5
Repricing and employee stock option valuation 0 0 0 48 2 3 4 254
Risk Aversion, Uncertain Information, and Market Efficiency 1 1 3 198 3 7 13 501
S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula 1 1 1 14 2 3 4 36
SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES 0 2 4 69 3 11 19 223
The Information Content of a Convertible Debt Offer Announcement 0 0 0 1 0 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 0 6 273 0 3 30 659
The cost of a central bank leaning against a random walk 0 0 0 16 1 4 6 65
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 2 6 123
The hidden martingale restriction in Gram‐Charlier option prices 0 0 0 17 0 2 3 29
The options market response to accounting earnings announcements 0 0 0 51 3 3 11 245
Total Journal Articles 6 17 68 3,949 49 128 293 10,161

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Statistics updated 2026-01-09