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 2 2 3 43
A nonparametric test for abnormal security-price performance in event studies 5 8 34 2,345 12 18 66 4,047
A note on a simple, accurate formula to compute implied standard deviations 1 1 11 353 1 2 23 672
An empirical test of the Hull‐White option pricing model 0 0 0 0 0 0 1 19
Conducting event studies with Asia-Pacific security market data 0 3 6 176 0 4 11 546
Durations for portfolios of bonds priced on different term structures 0 0 0 39 0 0 2 105
ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION‐IMPLIED VOLATILITY 0 1 1 59 0 1 1 265
Economic investment times for capacity expansion problems 0 0 0 17 1 1 1 69
Efficient option‐implied volatility estimators 0 0 6 19 0 0 6 33
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 5 10 19 1,032
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 6 307
Geared Equity Investments: A Case Study of Tax Arbitrage Down Under 0 0 0 3 0 1 1 29
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 1 1 200
Journal Influence on the Design of Finance Doctoral Education 0 0 0 15 0 1 1 113
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 0 1 6 494
S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula 0 0 1 13 0 0 3 33
SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES 1 2 4 67 2 5 12 212
The Information Content of a Convertible Debt Offer Announcement 0 0 0 1 0 0 0 147
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 2 2 8 273 11 12 35 656
The cost of a central bank leaning against a random walk 0 0 0 16 0 1 3 61
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 3 7 121
The hidden martingale restriction in Gram‐Charlier option prices 0 0 0 17 0 0 1 27
The options market response to accounting earnings announcements 0 0 2 51 5 5 11 242
Total Journal Articles 9 17 76 3,932 41 72 222 10,033

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Statistics updated 2025-10-06