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 3 40
A nonparametric test for abnormal security-price performance in event studies 2 8 45 2,326 2 11 74 4,003
A note on a simple, accurate formula to compute implied standard deviations 0 5 14 349 0 8 28 663
An empirical test of the Hull‐White option pricing model 0 0 0 0 0 0 2 19
Conducting event studies with Asia-Pacific security market data 0 0 2 171 1 1 6 537
Durations for portfolios of bonds priced on different term structures 0 0 0 39 1 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 2 4 17 0 2 4 31
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 3 5 21 1,019
FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS 1 1 1 7 1 1 1 33
FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE 0 0 4 112 0 0 8 301
Geared Equity Investments: A Case Study of Tax Arbitrage Down Under 0 0 0 3 0 0 3 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 5 250
Risk Aversion, Uncertain Information, and Market Efficiency 0 0 0 195 0 2 4 490
S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula 0 0 1 13 0 0 3 32
SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES 0 0 8 65 0 0 13 204
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 0 0 14 267 2 5 33 632
The cost of a central bank leaning against a random walk 0 0 0 16 1 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 1 2 8 118
The hidden martingale restriction in Gram‐Charlier option prices 0 0 1 17 0 0 1 26
The options market response to accounting earnings announcements 0 2 4 51 0 5 8 236
Total Journal Articles 3 18 103 3,891 12 44 233 9,892

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Statistics updated 2025-03-03