Charles Joseph Corrado

Names

Identifer

Contact

Research profile

author of:

• Event studies: A methodology review (RePEc:bla:acctfi:v:51:y:2011:i:1:p:207-234)
  by Charles J. Corrado
• Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators (RePEc:bla:finrev:v:26:y:1991:i:4:p:587-99)
  by Corrado, Charles J & Schatzberg, John D
• Journal Influence on the Design of Finance Doctoral Education (RePEc:bla:jfinan:v:52:y:1997:i:5:p:2091-2102)
  by Corrado, Charles J & Ferris, Stephen P
• Filter Rule Tests Of The Economic Significance Of Serial Dependencies In Daily Stock Returns (RePEc:bla:jfnres:v:15:y:1992:i:4:p:369-387)
  by Charles J. Corrado & Suk-Hun Lee
• Skewness And Kurtosis In S&P 500 Index Returns Implied By Option Prices (RePEc:bla:jfnres:v:19:y:1996:i:2:p:175-192)
  by Charles J. Corrado & Tie Su
• Estimating Expected Excess Returns Using Historical And Option‐Implied Volatility (RePEc:bla:jfnres:v:29:y:2006:i:1:p:95-112)
  by Charles J. Corrado & Thomas W. Miller
• Forecasting Stock Index Volatility: Comparing Implied Volatility And The Intraday High–Low Price Range (RePEc:bla:jfnres:v:30:y:2007:i:2:p:201-215)
  by Charles Corrado & Cameron Truong
• A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A. Correction (RePEc:cup:jfinqa:v:25:y:1990:i:03:p:411-415_00)
  by Corrado, Charles J. & Schatzberg, John
• The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns (RePEc:cup:jfinqa:v:27:y:1992:i:03:p:465-478_00)
  by Corrado, Charles J. & Zivney, Terry L.
• Economic investment times for capacity expansion problems (RePEc:eee:ejores:v:59:y:1992:i:2:p:288-293)
  by Higle, Julia L. & Corrado, Charles J.
• The options market response to accounting earnings announcements (RePEc:eee:intfin:v:22:y:2012:i:3:p:423-450)
  by Truong, Cameron & Corrado, Charles & Chen, Yangyang
• Durations for portfolios of bonds priced on different term structures (RePEc:eee:jbfina:v:16:y:1992:i:4:p:705-714)
  by Bierwag, Gerald O. & Corrado, Charles J. & Kaufman, George G.
• A note on a simple, accurate formula to compute implied standard deviations (RePEc:eee:jbfina:v:20:y:1996:i:3:p:595-603)
  by Corrado, Charles J. & Miller, Thomas Jr.
• Repricing and employee stock option valuation (RePEc:eee:jbfina:v:25:y:2001:i:6:p:1059-1082)
  by Corrado, Charles J. & Jordan, Bradford D. & Miller, Thomas Jr. & Stansfield, John J.
• Islam, modernization and crime: A test of the religious ecology thesis (RePEc:eee:jcjust:v:15:y:1987:i:6:p:495-503)
  by Groves, W. Byron & Newman, Graeme & Corrado, Charles
• A nonparametric test for abnormal security-price performance in event studies (RePEc:eee:jfinec:v:23:y:1989:i:2:p:385-395)
  by Corrado, Charles J.
• The cost of a central bank leaning against a random walk (RePEc:eee:jimfin:v:5:y:1986:i:3:p:303-314)
  by Corrado, Charles J. & Taylor, Dean
• Conducting event studies with Asia-Pacific security market data (RePEc:eee:pacfin:v:16:y:2008:i:5:p:493-521)
  by Corrado, Charles J. & Truong, Cameron
• The cost of granting executive stock options with strike prices adjusted by the cost of capital (RePEc:eme:parpps:01140580710819870)
  by Joe Cheung & Charles Corrado
• The Information Content of a Convertible Debt Offer Announcement (RePEc:kap:rqfnac:v:5:y:1995:i:3:p:309-25)
  by Corrado, Charles J & Patel, Ajay
• The Information Content of a Convertible Debt Offer Announcement (RePEc:kap:rqfnac:v:5:y:1995:i:4:p:403-18)
  by Corrado, Charles J & Patel, Amy
• Risk Aversion, Uncertain Information, and Market Efficiency (RePEc:kap:rqfnac:v:8:y:1997:i:1:p:51-68)
  by Corrado, Charles J & Jordan, Bradford D
• Geared Equity Investments: A Case Study of Tax Arbitrage Down Under (RePEc:sae:ausman:v:28:y:2003:i:1:p:83-96)
  by Charles J. Corrado & Joe Cheung
• Hurdle Rate: Executive Stock Options (RePEc:sae:ausman:v:31:y:2006:i:1:p:29-40)
  by Joe Cheung & Charles Corrado & J. B. Chay & Do-Sub Jung
• Forecasting Stock Index Volatility: The Incremental Information in the Intraday High-Low Price Range (RePEc:uts:rpaper:127)
  by Charles Corrado & Cameron Truong
• Efficient option‐implied volatility estimators (RePEc:wly:jfutmk:v:16:y:1996:i:3:p:247-272)
  by Charles J. Corrado & Thomas W. Miller Jr.
• S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula (RePEc:wly:jfutmk:v:16:y:1996:i:6:p:611-629)
  by Charles J. Corrado & Tie Su
• An empirical test of the Hull‐White option pricing model (RePEc:wly:jfutmk:v:18:y:1998:i:4:p:363-378)
  by Charles Corrado & Tie Su
• Option pricing based on the generalized lambda distribution (RePEc:wly:jfutmk:v:21:y:2001:i:3:p:213-236)
  by Charles J. Corrado
• The forecast quality of CBOE implied volatility indexes (RePEc:wly:jfutmk:v:25:y:2005:i:4:p:339-373)
  by Charles J. Corrado & Thomas W. Miller, Jr.
• The hidden martingale restriction in Gram‐Charlier option prices (RePEc:wly:jfutmk:v:27:y:2007:i:6:p:517-534)
  by Charles Corrado