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Charles J. Corrado · Study
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Author
Charles J. Corrado
20 works
· latest 2013
· 6 institutions
cluster: provisional
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20
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20
Citations
3,371
Works here
20
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Most cited in this library
A nonparametric test for abnormal security-price performance in event studies
1989 · 1,077 citations
The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns
1992 · 470 citations
Event studies: A methodology review
2010 · 413 citations
SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES
1996 · 318 citations
The forecast quality of CBOE implied volatility indexes
2005 · 191 citations
Works
20 shown
Options trading volume and stock price response to earnings announcements
Review of Accounting Studies
·
2013
·
2 authors
52
citations
The options market response to accounting earnings announcements
Journal of International Financial Markets Institutions and Money
·
2012
·
3 authors
26
citations
Event studies: A methodology review
Accounting and Finance
·
2010
·
1 author
·
Open access
413
citations
Conducting event studies with Asia-Pacific security market data
Pacific-Basin Finance Journal
·
2007
·
2 authors
·
Open access
109
citations
FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE
The Journal of Financial Research
·
2007
·
2 authors
44
citations
The hidden martingale restriction in Gram‐Charlier option prices
Journal of Futures Markets
·
2007
·
1 author
·
Open access
35
citations
ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION‐IMPLIED VOLATILITY
The Journal of Financial Research
·
2006
·
2 authors
·
Open access
42
citations
The forecast quality of CBOE implied volatility indexes
Journal of Futures Markets
·
2005
·
2 authors
·
Open access
191
citations
Option pricing based on the generalized lambda distribution
Journal of Futures Markets
·
2001
·
1 author
·
Open access
63
citations
Fundamentals of Investments: Valuation and Management
·
1999
·
2 authors
·
book
82
citations
Implied Volatility Skews and Stock Index Skewness and Kurtosis Implied by S&P 500 Index Option Prices
The Journal of Derivatives
·
1997
·
2 authors
118
citations
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
European Journal of Finance
·
1997
·
2 authors
68
citations
S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula
Journal of Futures Markets
·
1996
·
2 authors
59
citations
SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES
The Journal of Financial Research
·
1996
·
2 authors
318
citations
Efficient option-implied volatility estimators
Journal of Futures Markets
·
1996
·
2 authors
29
citations
A note on a simple, accurate formula to compute implied standard deviations
Journal of Banking & Finance
·
1996
·
2 authors
114
citations
FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS
The Journal of Financial Research
·
1992
·
1 author
37
citations
The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns
Journal of Financial and Quantitative Analysis
·
1992
·
2 authors
470
citations
A nonparametric test for abnormal security-price performance in event studies
Journal of Financial Economics
·
1989
·
1 author
1,077
citations
The cost of a central bank leaning against a random walk
Journal of International Money and Finance
·
1986
·
2 authors
24
citations