Access Statistics for Charles Joseph Corrado

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	12	900
Total Working Papers	0	0	0	294	0	0	12	900

Journal Article	File Downloads				Abstract Views
Journal Article	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	8	49
A nonparametric test for abnormal security-price performance in event studies	9	30	62	2,401	19	63	143	4,174
A note on a simple, accurate formula to compute implied standard deviations	1	2	10	362	4	6	31	702
An empirical test of the Hull‐White option pricing model	0	0	0	0	1	1	6	25
Conducting event studies with Asia-Pacific security market data	0	2	3	179	0	4	23	568
Durations for portfolios of bonds priced on different term structures	0	0	0	39	1	1	7	112
ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION‐IMPLIED VOLATILITY	0	1	3	61	2	3	21	285
Economic investment times for capacity expansion problems	0	0	1	18	1	1	6	74
Efficient option‐implied volatility estimators	0	3	6	25	0	6	22	55
Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators	0	0	0	0	0	1	5	111
Event studies: A methodology review	0	0	0	0	1	6	33	1,059
FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS	0	0	0	7	1	2	10	43
FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE	0	0	1	113	1	1	22	327
Geared Equity Investments: A Case Study of Tax Arbitrage Down Under	0	0	0	3	0	1	6	35
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	1	6	118
Option pricing based on the generalized lambda distribution	0	0	0	5	1	1	14	33
Options trading volume and stock price response to earnings announcements	0	0	0	0	0	0	22	22
Repricing and employee stock option valuation	0	0	0	48	0	1	10	260
Risk Aversion, Uncertain Information, and Market Efficiency	0	0	2	199	1	3	18	512
S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula	0	0	1	14	0	1	10	43
SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES	0	0	3	69	2	8	35	243
The Information Content of a Convertible Debt Offer Announcement	0	0	0	0	0	0	4	116
The Information Content of a Convertible Debt Offer Announcement	0	0	0	1	0	0	4	151
The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns	1	4	7	278	1	6	34	678
The cost of a central bank leaning against a random walk	0	0	0	16	0	1	10	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	1	1	7	125
The hidden martingale restriction in Gram‐Charlier option prices	0	0	0	17	1	1	7	34
The options market response to accounting earnings announcements	0	0	0	51	0	5	36	273
Total Journal Articles	11	42	99	4,020	38	126	574	10,550

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Statistics updated 2026-08-07