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 3 8 9 897
Total Working Papers 0 0 0 294 3 8 9 897

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 0 4 44
A nonparametric test for abnormal security-price performance in event studies 4 10 33 2,359 7 25 83 4,086
A note on a simple, accurate formula to compute implied standard deviations 0 3 10 359 1 10 28 691
An empirical test of the Hull‐White option pricing model 0 0 0 0 0 2 3 22
Conducting event studies with Asia-Pacific security market data 0 1 6 177 0 6 23 560
Durations for portfolios of bonds priced on different term structures 0 0 0 39 0 0 2 106
ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION‐IMPLIED VOLATILITY 1 1 2 60 3 9 12 276
Economic investment times for capacity expansion problems 0 0 0 17 0 2 4 72
Efficient option‐implied volatility estimators 0 1 4 21 0 10 14 45
Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators 0 0 0 0 0 2 3 109
Event studies: A methodology review 0 0 0 0 2 10 27 1,046
FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS 0 0 0 7 1 7 7 40
FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE 0 0 1 113 3 7 16 317
Geared Equity Investments: A Case Study of Tax Arbitrage Down Under 0 0 0 3 1 2 4 32
Hurdle Rate: Executive Stock Options 0 0 0 5 1 5 7 45
Islam, modernization and crime: A test of the religious ecology thesis 0 0 0 52 0 3 4 203
Journal Influence on the Design of Finance Doctoral Education 0 0 0 15 0 2 4 116
Option pricing based on the generalized lambda distribution 0 0 0 5 0 8 8 27
Options trading volume and stock price response to earnings announcements 0 0 0 0 8 12 15 15
Repricing and employee stock option valuation 0 0 0 48 0 4 6 256
Risk Aversion, Uncertain Information, and Market Efficiency 0 1 3 198 1 7 15 505
S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula 0 1 1 14 0 5 7 39
SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES 0 0 4 69 3 7 23 227
The Information Content of a Convertible Debt Offer Announcement 0 0 0 0 1 1 1 113
The Information Content of a Convertible Debt Offer Announcement 0 0 0 1 0 0 1 148
The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns 1 1 7 274 2 5 32 664
The cost of a central bank leaning against a random walk 0 0 0 16 0 4 8 68
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 1 1 6 124
The hidden martingale restriction in Gram‐Charlier option prices 0 0 0 17 0 3 6 32
The options market response to accounting earnings announcements 0 0 0 51 6 20 26 262
Total Journal Articles 6 19 71 3,962 41 179 399 10,291

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Statistics updated 2026-03-04