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 11 900
Total Working Papers 0 0 0 294 0 0 11 900

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 0 6 49
A nonparametric test for abnormal security-price performance in event studies 7 23 70 2,415 21 52 160 4,207
A note on a simple, accurate formula to compute implied standard deviations 0 1 9 362 2 9 35 707
An empirical test of the Hull‐White option pricing model 0 0 0 0 1 2 7 26
Conducting event studies with Asia-Pacific security market data 0 0 3 179 0 0 22 568
Durations for portfolios of bonds priced on different term structures 0 0 0 39 0 1 7 112
ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION‐IMPLIED VOLATILITY 0 1 3 62 0 3 21 286
Economic investment times for capacity expansion problems 0 0 1 18 0 2 6 75
Efficient option‐implied volatility estimators 0 1 7 26 1 2 24 57
Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators 0 0 0 0 0 0 5 111
Event studies: A methodology review 0 0 0 0 1 4 30 1,062
FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS 0 0 0 7 1 2 11 44
FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE 0 0 1 113 1 2 21 328
Geared Equity Investments: A Case Study of Tax Arbitrage Down Under 0 0 0 3 1 1 7 36
Hurdle Rate: Executive Stock Options 0 0 0 5 0 0 10 48
Islam, modernization and crime: A test of the religious ecology thesis 0 0 0 52 0 0 4 204
Journal Influence on the Design of Finance Doctoral Education 0 0 0 15 0 0 5 118
Option pricing based on the generalized lambda distribution 0 0 0 5 0 1 14 33
Options trading volume and stock price response to earnings announcements 0 0 0 0 1 3 25 25
Repricing and employee stock option valuation 0 0 0 48 0 0 9 260
Risk Aversion, Uncertain Information, and Market Efficiency 0 0 2 199 1 2 19 513
S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula 0 0 1 14 0 0 10 43
SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES 2 3 5 72 5 10 39 251
The Information Content of a Convertible Debt Offer Announcement 0 0 0 1 0 0 4 151
The Information Content of a Convertible Debt Offer Announcement 0 0 0 0 0 0 4 116
The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns 2 5 9 282 3 8 29 685
The cost of a central bank leaning against a random walk 0 0 0 16 0 0 9 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 1 4 125
The hidden martingale restriction in Gram‐Charlier option prices 0 0 0 17 0 1 7 34
The options market response to accounting earnings announcements 1 1 1 52 4 4 35 277
Total Journal Articles 12 35 112 4,044 43 110 589 10,622

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Statistics updated 2026-10-11