Charles Joseph Corrado : Citation Profile

Are you Charles Joseph Corrado?

12

H index

12

i10 index

869

Citations

RESEARCH PRODUCTION:

29

Articles

1

Papers

RESEARCH ACTIVITY:

   26 years (1986 - 2012). See details.
   Cites by year: 33
   Journals where Charles Joseph Corrado has often published
   Relations with other researchers
   Recent citing documents: 113.    Total self citations: 1 (0.11 %)

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   Permalink: http://citec.repec.org/pco257
   Updated: 2022-06-25    RAS profile: 2009-11-22    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Charles Joseph Corrado.

Is cited by:

Renneboog, Luc (20)

Gurgul, Henryk (17)

Hasegawa, Makoto (9)

Bradley, Sebastien (9)

Cowan, Arnold (7)

Theissen, Erik (7)

Perote, Javier (6)

McAleer, Michael (6)

Chang, Chia-Lin (6)

Maillet, Bertrand (6)

Wójtowicz, Tomasz (6)

Cites to:

Bollerslev, Tim (7)

merton, robert (6)

Scholes, Myron (5)

French, Kenneth (4)

Schwert, G. (3)

Fama, Eugene (3)

pan, jun (2)

Chou, Ray (2)

Campbell, John (2)

Diebold, Francis (2)

Vorst, Ton (2)

Main data

Where Charles Joseph Corrado has published?

Journals with more than one article published# docs
Journal of Futures Markets6
Journal of Financial Research4
Journal of Banking & Finance3
Review of Quantitative Finance and Accounting3
Journal of Financial and Quantitative Analysis2
Australian Journal of Management2

Recent works citing Charles Joseph Corrado (2021 and 2020)

YearTitle of citing document
2020A Term Structure Model for Dividends and Interest Rates. (2019). Willems, Sander ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1803.02249.

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2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2020Neural networks for option pricing and hedging: a literature review. (2019). Wang, Weiguan ; Ruf, Johannes. In: Papers. RePEc:arx:papers:1911.05620.

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2020Solution of option pricing equations using orthogonal polynomial expansion. (2019). Posp, Jan ; Filipov, Katevrina ; Baustian, Falko. In: Papers. RePEc:arx:papers:1912.06533.

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2020Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility. (2020). Abdelmalek, Wafa ; ben Hamida, Sana ; Abid, Fathi. In: Papers. RePEc:arx:papers:2007.07207.

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2021Forecasting open-high-low-close data contained in candlestick chart. (2021). Wang, Shanshan ; Huang, Wenyang. In: Papers. RePEc:arx:papers:2104.00581.

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2022Adaptive Gradient Descent Methods for Computing Implied Volatility. (2021). Yang, Tinggan ; Wang, Yihong ; Lu, Yixiao. In: Papers. RePEc:arx:papers:2108.07035.

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2021Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture L\evy Motions. (2021). Rachev, Svetlozar T ; Sayit, Hasanjan ; Hu, Dongdong. In: Papers. RePEc:arx:papers:2109.02872.

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2022The echo chamber effect resounds on financial markets: a social media alert system for meme stocks. (2022). Riccaboni, Massimo ; Longo, Luigi ; Gianstefani, Ilaria. In: Papers. RePEc:arx:papers:2203.13790.

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2020Market response of US equities to domestic natural disasters: industry?based evidence. (2020). faff, robert ; Malik, Ihtisham A ; Chan, Kam F. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3875-3904.

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2020Moving markets? Government bond investors and microeconomic policy changes. (2020). Wibbels, Erik ; Paniagua, Victoria ; Mosley, Layna. In: Economics and Politics. RePEc:bla:ecopol:v:32:y:2020:i:2:p:197-249.

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2021Rights issues: Retail shareholders and their participation decisions. (2021). Brown, Christine ; Au Yong, Hue Hwa ; Ho, Choy Yeing ; Shekhar, Chander. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:917-944.

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2020The effect of option transaction costs on informed trading in the options market around earnings announcements. (2020). Zhao, Chen ; Li, Yubin ; Govindaraj, Suresh. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:615-644.

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2021Does real earnings smoothing reduce investors’ perceived risk?. (2021). Zhang, Eliza Xia ; Wang, Jeff J ; Kim, Jeongbon. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:9-10:p:1560-1595.

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2020Predicting Returns for Growth and Value Stocks: A Forecast Assessment Approach Using Global Asset Pricing Models. (2020). Phillips, Michael G ; Bommer, William H ; Rana, Shailesh. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-12.

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2020Multi-UAV counter-game model based on uncertain information. (2020). Gao, Mingyu ; Liu, Dan ; Huang, Yijie ; Wu, Tao ; Chi, Qian ; Song, Qun ; Deng, Zhenghong ; Xu, Jiwei. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:366:y:2020:i:c:s0096300319306769.

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2021Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence. (2021). Peters, Gareth W ; Dias, Fabio S. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:411:y:2021:i:c:s0096300321005737.

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2020Does peace boost stock prices? Evidence from the Korean stock market. (2020). Yoo, Shiyong ; Lee, Inho ; In Ho Lee, ; In Ho Lee, . In: Journal of Asian Economics. RePEc:eee:asieco:v:71:y:2020:i:c:s1049007820301275.

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2020Do board gender quotas affect firm value? Evidence from California Senate Bill No. 826. (2020). Greene, Daniel ; Kahle, Kathleen M ; Intintoli, Vincent J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s092911991930375x.

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2021Forgive me all my sins: How penalties imposed on banks travel through markets. (2021). Degryse, Hans ; Flore, Christian ; Schiereck, Dirk ; Kolaric, Sascha. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s092911992100033x.

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2020Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620.

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2020Efficient predictability of stock return volatility: The role of stock market implied volatility. (2020). He, Shaoyi ; Wen, Fenghua ; Zhou, Huiting ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300711.

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2020Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Cortes, Lina M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301980.

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2021The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984.

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2021Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747.

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2020Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

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2020Integrated dynamic models for hedging international portfolio risks. (2020). Vladimirou, Hercules ; Topaloglou, Nikolas ; Zenios, Stavros A. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:48-65.

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2021Global equity market leadership positions through implied volatility measures. (2021). Padungsaksawasdi, Chaiyuth ; Parhizgari, A M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:180-205.

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2021The transformed Gram Charlier distribution: Parametric properties and financial risk applications. (2021). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:323-349.

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2021A state-preference volatility index for the natural gas market. (2021). Ding, Ashley. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004862.

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2021Modelling multiperiod patterns in stock-market reactions to events, with an application to serial acquisitions. (2021). Sercu, Piet ; Doan, Minh Phuong. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001824.

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2020Effect of Qatar diplomatic and economic isolation on GCC stock markets: An event study approach. (2020). Kapar, Burcu ; Buigut, Steven. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319304921.

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2021The Capital Market Impact of Blackrock’s Thermal Coal Divestment Announcement. (2021). Kaspereit, Thomas ; Bassen, Alexander ; Buchholz, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316883.

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2022Do investors value environmental sustainability? Evidence from the FTSE Environmental Opportunities 100 index. (2022). Afego, Pyemo N ; Biktimirov, Ernest N. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001938.

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2021Measuring changes in credit risk: The case of CDS event studies. (2021). Betzer, Andre ; Andres, Christian ; Doumet, Markus. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000454.

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2021Religiosity, neglected risk and asset returns: Theory and evidence from Islamic finance industry. (2021). Sohel Azad, A. S. M., ; Ali, Haiqa ; Hassan, Kabir M ; Azmat, Saad. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000135.

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2021An efficient method for pricing foreign currency options. (2021). Zhang, Shuonan ; Jin, Chenglu ; Yu, Lean ; Zhou, Hanxian ; Chen, Rongda. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000147.

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2020Finance journal rankings: Active scholar assessment revisited. (2020). Currie, Russell R ; Pandher, Gurupdesh S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302900.

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2020On Becoming an O-SII (“Other Systemically Important Institution”). (2020). Sprincean, Nicu ; Andrieș, Alin Marius ; Ongena, Steven ; Nistor, Simona. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302961.

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2020March madness in Wall Street: (What) does the market learn from stress tests?. (2020). Pinheiro, Marcelo ; Igan, Deniz ; Fernandes, Marcelo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302753.

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2022U.S. bank M&As in the post-Dodd–Frank Act era: Do they create value?. (2022). Leledakis, George ; Pyrgiotakis, Emmanouil G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s037842661930144x.

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2021Uncertainty of M&As under asymmetric estimation. (2021). Kanungo, Rama Prasad. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:774-793.

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2021The effect of subscription-based direct-to-consumer channel additions on firm value. (2021). Fennell, Patrick B ; Pasirayi, Simbarashe. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:355-366.

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2020Financial crime spillovers. Does one gain to be avenged?. (2020). de Batz, Laure ; Laure, De Batz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:173:y:2020:i:c:p:196-215.

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2020The value of international political connections: Evidence from Trumps 2016 surprise election. (2020). Stahl, Jorg R ; Fink, Alexander. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:691-700.

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2021A Fortune from misfortune: Evidence from hog firms’ stock price responses to China’s African Swine Fever outbreaks. (2021). Chen, Chen-Ti ; Zhang, Wendong ; Xiong, Tao. In: Food Policy. RePEc:eee:jfpoli:v:105:y:2021:i:c:s0306919221001287.

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2021The impact of financial sanctions: The case of Iran. (2021). Jahan-Parvar, Mohammad ; Ghasseminejad, Saeed. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:3:p:601-621.

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2021On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets. (2021). Shaikh, Imlak. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000428.

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2020Do mergers and acquisitions create shareholder value in the infrastructure and utility sectors? Analysis of market perceptions. (2020). Tului, Stefano ; Teti, Emanuele. In: Utilities Policy. RePEc:eee:juipol:v:64:y:2020:i:c:s0957178720300485.

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2020From classroom to boardroom: The value of academic independent directors in China. (2020). Zhou, XI ; Zhang, Xinyi ; Pang, Jiaren. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19304068.

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2021Assessing the extended impacts of supply chain disruptions on firms: An empirical study. (2021). Zobel, Christopher W ; Baghersad, Milad. In: International Journal of Production Economics. RePEc:eee:proeco:v:231:y:2021:i:c:s0925527320302231.

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2022Risky business? Shareholder value effects of service provision. (2022). Johnson, Mark ; Bastl, Marko ; Daskalakis, George ; Karatzas, Antonios. In: International Journal of Production Economics. RePEc:eee:proeco:v:244:y:2022:i:c:s0925527321003455.

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2020Momentum, asymmetric volatility and idiosyncratic risk-momentum relation: Does technology-sector matter?. (2020). Alhadab, Mohammad ; Ahmed, Mohamed S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:355-371.

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2021Implied volatility indices – A review. (2021). Siriopoulos, Costas ; Fassas, Athanasios P. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:303-329.

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2021Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing. (2021). Shen, Dehua ; Goodell, John W ; Li, Yue. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:113-122.

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2021Long and short-term impacts of regulation in the cryptocurrency market. (2021). Alfieri, Elise ; Chokor, Ahmad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:157-173.

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2021Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models. (2021). Zaghdoudi, Taha ; Tissaoui, Kais. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:481-492.

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2020CBOE VIX and Jump-GARCH option pricing models. (2020). Yoon, Sun-Joong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:839-859.

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2021Event study on the reaction of the developed and emerging stock markets to the 2019-nCoV outbreak. (2021). Kumari, Vineeta ; Pandey, Dharen Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:467-483.

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2020The effects of information disclosure regulation on stock markets: Evidence from Vietnam. (2020). Hoang, Trang Cam ; Le, Danh Vinh ; Moosa, Imad ; Ramiah, Vikash ; Pham, Huy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191930515x.

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2020The impact of forced divestments on parent company stock prices: Buy on the rumor, sell on the news?. (2020). Pea, Juan Ignacio ; Restrepo-Ochoa, Diana Constanza. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919305586.

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2022Naval disasters, world war two and the British stock market. (2022). Urquhart, Andrew ; Hudson, Robert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s027553192100177x.

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2022Semi-nonparametric risk assessment with cryptocurrencies. (2022). Perote, Javier ; Mora-Valencia, Andrés ; Jimenez, Ines. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001884.

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2020Short-term Price Reaction to Involuntary Bankruptcies Filed in Bad Faith: Empirical Evidence from Poland. (2020). Potrykus, Marcin ; Prusak, Blazej . In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:873-889.

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2021Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange. (2021). Gurgul, Henryk ; Wojtowicz, Tomasz ; Hastenteufel, Jessica. In: Statistics in Transition New Series. RePEc:exl:29stat:v:22:y:2021:i:4:p:41-58.

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2020The Impact of Financial Sanctions: The Case of Iran 2011-2016. (2020). Jahan-Parvar, Mohammad ; Ghasseminejad, Saeed. In: International Finance Discussion Papers. RePEc:fip:fedgif:1281.

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2020The Effects of Pandemic Event on the Stock Exchange of Thailand. (2020). Panyagometh, Kamphol. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:4:p:90-:d:433708.

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2021Short-Term Impact of COVID-19 on Indian Stock Market. (2021). Maiti, Moinak ; Kayal, Parthajit ; Venkataramani, Renuka ; Varma, Yashraj. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:558-:d:681758.

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2021Dynamic Responses of Standard and Poor’s Regional Bank Index to the U.S. Fear Index, VIX. (2021). Raffiee, Kambiz ; Kolay, Madhuparna ; Chatrath, Arjun ; Adrangi, Bahram. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:114-:d:513963.

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2022Non-Parametric Statistic for Testing Cumulative Abnormal Stock Returns. (2022). Pynnonen, Seppo. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:149-:d:777710.

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2020Effects of China’s Collective Forestland Tenure Reform Policies on Forest Product Firm Values. (2020). Liu, Zhen ; Hatab, Assem Abu ; Yu, Jinna ; Yao, Shunbo ; Zhang, Tingting. In: Land. RePEc:gam:jlands:v:9:y:2020:i:4:p:127-:d:350129.

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2021Impact of MiFID II on the Market Volatility—Analysis on Some Developed and Emerging European Stock Markets. (2021). Milo, Marius Cristian. In: Laws. RePEc:gam:jlawss:v:10:y:2021:i:3:p:55-:d:585793.

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2021Short-Term Price Reaction to Filing for Bankruptcy and Restructuring Proceedings—The Case of Poland. (2021). PRUSAK, BŁAŻEJ ; Potrykus, Marcin. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:3:p:56-:d:519607.

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2021Implicit Interpretation of Indonesian Export Bans on LME Nickel Prices: Evidence from the Announcement Effect. (2021). Park, Jaehwan ; Kim, Hyeon Sook ; Lim, Byungkwon. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:93-:d:552601.

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2020Jacobi Stochastic Volatility factor for the Libor Market Model. (2020). Boumezoued, Alexandre ; Lapeyre, Bernard ; Mehalla, Sophian ; Arrouy, Pierre-Edouard. In: Working Papers. RePEc:hal:wpaper:hal-02468583.

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2021Do CDS maturities matter in the evaluation of the information content of regulatory banking stress tests? Evidence from European and US stress tests. (2021). NYS, Emmanuelle ; Sauviat, Alain ; Agbodji, Amavi. In: Working Papers. RePEc:hal:wpaper:hal-03267704.

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2021A Fortune from Misfortune: Evidence from Hog Firms Stock Price Responses to Chinas African Swine Fever. (2020). Zhang, Wendong ; Xiong, Tao ; Chen, Chen-Ti. In: Center for Agricultural and Rural Development (CARD) Publications. RePEc:ias:cpaper:20-wp602.

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2021Dividend Announcements and Market Trends. (2021). Babu, Suresh M ; Marisetty, Nagendra. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:13:y:2021:i:10:p:139.

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2020Shareholder Wealth Effects of Modern Slavery Regulation. (2020). Frota, Joo Quariguasi ; Lawson, Benn ; Dutordoir, Marie ; Cousins, Paul. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:11:p:5265-5289.

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2020Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange. (2020). Škrinjarić, Tihana ; Globan, Tomislav ; Skrinjaric, Tihana . In: Public Sector Economics. RePEc:ipf:psejou:v:44:y:2020:i:3:p:299-329.

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2021Market reaction to banks’ interim press releases: an event study analysis. (2021). Brogi, Marina ; Lagasio, Valentina. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:25:y:2021:i:1:d:10.1007_s10997-020-09516-y.

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2021Stock price reactivity to earnings announcements: the role of the Cammer/Krogman factors. (2021). Feinstein, Steven ; Villanueva, Miguel O. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00943-4.

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2021Bail-in and Bank Funding Costs. (2021). Galfrascoli, Paola ; Cerasi, Vittoria. In: Working Papers. RePEc:mib:wpaper:472.

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2021Investors Reactions to Extreme Events in the Hungarian Stock Market. (2021). Toth-Pajor, Akos ; Radoczy, Klaudia. In: Financial and Economic Review. RePEc:mnb:finrev:v:20:y:2021:i:3:p:5-30.

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2020Foreign listing pricing effects. The case of emerging economies. (2020). Adamska-Mieruszewska, Joanna ; Mrzygod, Urszula. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:51:y:2020:i:4:p:367-382.

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2020Share price reactions to tariff imposition announcements in the Trump era - An event study of the trade conflict. (2020). Wengerek, Sascha Tobias. In: Working Papers Dissertations. RePEc:pdn:dispap:59.

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2021Social sentiment segregation: Evidence from Twitter and Google Trends in Chile during the COVID-19 dynamic quarantine strategy. (2021). Henriquez, Pablo A ; Diaz, Fernando. In: PLOS ONE. RePEc:plo:pone00:0254638.

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2020The impact of US macroeconomic news on the prices of single stocks on the Vienna Stock Exchange. (2020). Wojtowicz, Tomasz ; Mitterer, Christoph ; Gurgul, Henryk. In: MPRA Paper. RePEc:pra:mprapa:103352.

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2021Black Scholes Model. (2021). Molintas, Dominique Trual. In: MPRA Paper. RePEc:pra:mprapa:110124.

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2021The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange. (2021). Wojtowicz, Tomasz ; Mitterer, Christoph ; Gurgul, Henryk. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:13:y:2021:i:3:p:287-329.

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2021Value at Risk estimation using GAS models with heavy tailed distributions for cryptocurrencies. (2021). Chifurira, Retius ; Chinhamu, Knowledge ; Subramoney, Stephanie Danielle. In: International Journal of Finance & Banking Studies. RePEc:rbs:ijfbss:v:10:y:2021:i:4:p:40-54.

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2020Seasoned Equity Offerings and Stock Price Crash Risk. (2020). May, Anthony D ; Fotak, Veljko ; Boehme, Rodney D. In: International Journal of Finance & Banking Studies. RePEc:rbs:ijfbss:v:9:y:2020:i:4:p:131-146.

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2021INDONESIAN CAPITAL MARKET INVESTORS’ REACTION TO THE EVENTS OF THE COVID-19 PANDEMIC. (2021). Halim, Abdul ; Muawanah, Umi ; Sawitri, Dyah ; Sumarmi, Ani. In: Business Excellence and Management. RePEc:rom:bemann:v:11:y:2021:i:5:p:138-157.

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2020.

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2021Impact of ETF Listing on the Returns Generated by Underlying Stocks: Indian Evidence. (2021). Singh, Jaspal ; Kaur, Prabhdeep. In: Management and Labour Studies. RePEc:sae:manlab:v:46:y:2021:i:3:p:263-288.

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2020.

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2020Intra-Industry Information Transfers and Firm Value: Evidence From Ghana’s Banking Industry. (2020). Mu, Yinping ; Aidoo, Mavis ; Nyamaah, Joseph Boadi ; Sarbah, Alfred ; Quaye, Isaac. In: SAGE Open. RePEc:sae:sagope:v:10:y:2020:i:4:p:2158244020968087.

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2021Implied volatility estimation of bitcoin options and the stylized facts of option pricing. (2021). Gulzar, Saqib ; Zulfiqar, Noshaba. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00280-y.

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2020Linear credit risk models. (2020). Filipovi, Damir ; Ackerer, Damien . In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:1:d:10.1007_s00780-019-00409-z.

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2020The pricing of European non-performing real estate loan portfolios: evidence on stock market evaluation of complex asset sales. (2020). Schiereck, Dirk ; Muller, Birgit ; Manz, Florian. In: Journal of Business Economics. RePEc:spr:jbecon:v:90:y:2020:i:7:d:10.1007_s11573-020-00983-1.

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More than 100 citations found, this list is not complete...

Works by Charles Joseph Corrado:

YearTitleTypeCited
2011Event studies: A methodology review In: Accounting and Finance.
[Citation analysis]		article100
1991Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators. In: The Financial Review.
[Citation analysis]		article1
1997 Journal Influence on the Design of Finance Doctoral Education. In: Journal of Finance.
[Full Text][Citation analysis]		article4
1992FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS In: Journal of Financial Research.
[Full Text][Citation analysis]		article6
1996SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES In: Journal of Financial Research.
[Full Text][Citation analysis]		article100
2006ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION?IMPLIED VOLATILITY In: Journal of Financial Research.
[Full Text][Citation analysis]		article12
2007FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE In: Journal of Financial Research.
[Full Text][Citation analysis]		article19
1990A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A. Correction In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article1
1992The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article136
1992Economic investment times for capacity expansion problems In: European Journal of Operational Research.
[Full Text][Citation analysis]		article5
2012The options market response to accounting earnings announcements In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article8
1992Durations for portfolios of bonds priced on different term structures In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
1996A note on a simple, accurate formula to compute implied standard deviations In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article27
2001Repricing and employee stock option valuation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
1987Islam, modernization and crime: A test of the religious ecology thesis In: Journal of Criminal Justice.
[Full Text][Citation analysis]		article2
1989A nonparametric test for abnormal security-price performance in event studies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article320
1986The cost of a central bank leaning against a random walk In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article14
2008Conducting event studies with Asia-Pacific security market data In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article22
1995The Information Content of a Convertible Debt Offer Announcement. In: Review of Quantitative Finance and Accounting.
[Citation analysis]		article0
1995The Information Content of a Convertible Debt Offer Announcement..(1995) In: Review of Quantitative Finance and Accounting.
[Citation analysis]
This paper has another version. Agregated cites: 0		article
1997Risk Aversion, Uncertain Information, and Market Efficiency. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article7
2003Geared Equity Investments: A Case Study of Tax Arbitrage Down Under In: Australian Journal of Management.
[Full Text][Citation analysis]		article1
2006Hurdle Rate: Executive Stock Options In: Australian Journal of Management.
[Full Text][Citation analysis]		article1
2004Forecasting Stock Index Volatility: The Incremental Information in the Intraday High-Low Price Range In: Research Paper Series.
[Full Text][Citation analysis]		paper1
1996Efficient option?implied volatility estimators In: Journal of Futures Markets.
[Full Text][Citation analysis]		article6
1996S&P 500 index option tests of Jarrow and Rudds approximate option valuation formula In: Journal of Futures Markets.
[Full Text][Citation analysis]		article16
1998An empirical test of the Hull?White option pricing model In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
2001Option pricing based on the generalized lambda distribution In: Journal of Futures Markets.
[Full Text][Citation analysis]		article12
2005The forecast quality of CBOE implied volatility indexes In: Journal of Futures Markets.
[Full Text][Citation analysis]		article34
2007The hidden martingale restriction in Gram?Charlier option prices In: Journal of Futures Markets.
[Full Text][Citation analysis]		article9

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