Charles Joseph Corrado : Citation Profile

Are you Charles Joseph Corrado?

Deakin University

9

H index

9

i10 index

554

Citations

RESEARCH PRODUCTION:

25

Articles

1

Papers

RESEARCH ACTIVITY:

   26 years (1986 - 2012). See details.
   Cites by year: 21
   Journals where Charles Joseph Corrado has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 1 (0.18 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco257
   Updated: 2018-10-13    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 (12)

Maillet, Bertrand (8)

Bradley, Sebastien (7)

Gurgul, Henryk (7)

Cowan, Arnold (7)

Hasegawa, Makoto (7)

Negrea, Bogdan (6)

Theissen, Erik (6)

Chang, Chia-Lin (5)

McAleer, Michael (5)

Wójtowicz, Tomasz (5)

Cites to:

merton, robert (6)

Bollerslev, Tim (5)

Scholes, Myron (5)

French, Kenneth (4)

Schwert, G. (3)

Fama, Eugene (3)

Ball, Ray (2)

Cowan, Arnold (2)

Stambaugh, Robert (2)

Vorst, Ton (2)

Pindyck, Robert (2)

Main data

Where Charles Joseph Corrado has published?

Journals with more than one article published# docs
Journal of Financial Research6
Review of Quantitative Finance and Accounting3
Journal of Banking & Finance3
Australian Journal of Management2
Journal of Financial and Quantitative Analysis2

Recent works citing Charles Joseph Corrado (2018 and 2017)

YearTitle of citing document
2017A Non-Structural Investigation of VIX Risk Neutral Density. (2017). Violante, Francesco ; Santucci de Magistris, Paolo ; Barletta, Andrea. In: CREATES Research Papers. RePEc:aah:create:2017-15.

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2018The Jacobi Stochastic Volatility Model. (2018). Ackerer, Damien ; Pulido, Sergio ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1605.07099.

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2018Linear Credit Risk Models. (2018). Ackerer, Damien ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1605.07419.

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2017The Chebyshev method for the implied volatility. (2017). Glau, Kathrin ; Potz, Christian ; Madan, Dilip B ; Herold, Paul. In: Papers. RePEc:arx:papers:1710.01797.

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2018A Term Structure Model for Dividends and Interest Rates. (2018). Filipovi, Damir ; Willems, Sander. In: Papers. RePEc:arx:papers:1803.02249.

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2017Accounting Research in Abacus, A&F, AAR, and AJM from 2008–2015: A Review and Research Agenda. (2017). Linnenluecke, Martina K ; Smith, Tom ; Ling, Xin ; Chen, Xiaoyan ; Birt, Jacqueline. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:2:p:159-179.

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2017Conditional returns to shareholders of bidding firms: an Australian study. (2017). Akhtar, Farida. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:3-43.

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2017Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:015923.

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2017How People Apply Mental Accounting Philosophy to Investment Risk?. (2017). Mascareas, Juan ; Yan, Fangyuan . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-20.

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2017Misspecification in event studies. (2017). Marks, Joseph M ; Musumeci, Jim . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:333-341.

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2017Analyzing the determinants of terrorist attacks and their market reactions. (2017). Managi, Shunsuke ; HALKOS, GEORGE ; Zisiadou, Argyro. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:54:y:2017:i:c:p:57-73.

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2017The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis. (2017). Todorova, Neda. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:221-230.

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2018When your regulator becomes your new neighbor: Bank regulation and the relocation of EBA and EMA. (2018). Berninger, Marc ; Schiereck, Dirk ; Kiesel, Florian. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:108-111.

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2017Using parametric classification trees for model selection with applications to financial risk management. (2017). Adcock, C J ; Meade, N. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:746-765.

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2018A robust and powerful test of abnormal stock returns in long-horizon event studies. (2018). Dutta, Anupam ; Pynnonen, Seppo ; Kolari, James W ; Knif, Johan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:1-24.

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2017What policy adjustments in the EU ETS truly affected the carbon prices?. (2017). Fan, Ying ; Xu, Jin-Hua ; Wang, Xin ; Jia, Jun-Jun . In: Energy Policy. RePEc:eee:enepol:v:103:y:2017:i:c:p:145-164.

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2017Oral intervention in China: Efficacy of Chinese exchange rate communications. (2017). Zhang, Zhichao ; Li, HE. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:24-34.

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2017Arising borders and the value of logistic companies: Evidence from the Brexit referendum in Great Britain. (2017). Schiereck, Dirk. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:22-28.

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2017.

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2017One-sided performance measures under Gram-Charlier distributions. (2017). Moreno, Manuel ; Leon, Angel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:38-50.

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2017Settlement agreement types of federal corporate prosecution in the U.S. and their impact on shareholder wealth. (2017). Flore, Christian ; Schiereck, Dirk ; Kolaric, Sascha . In: Journal of Business Research. RePEc:eee:jbrese:v:76:y:2017:i:c:p:145-158.

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2018The impact of the Volcker rule on targeted banks, systemic risk, liquidity, and financial reporting quality. (2018). Elayan, Fayez A ; Pacharn, Parunchana ; Brown, Kareen ; Aktas, Rafet . In: Journal of Economics and Business. RePEc:eee:jebusi:v:96:y:2018:i:c:p:69-89.

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2017Evaluating the information in the federal reserve stress tests. (2017). Kovner, Anna ; Hirtle, Beverly ; Flannery, Mark. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:29:y:2017:i:c:p:1-18.

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2017The impact of mergers and acquisitions on shareholders wealth in the logistics service industry. (2017). Tielmann, Artur ; Ries, Jorg M ; Kiesel, Florian. In: International Journal of Production Economics. RePEc:eee:proeco:v:193:y:2017:i:c:p:781-797.

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2017Reprint of “The impact of mergers and acquisitions on shareholders wealth in the logistics service industry”. (2017). Kiesel, Florian ; Tielmann, Artur ; Ries, Jorg M. In: International Journal of Production Economics. RePEc:eee:proeco:v:194:y:2017:i:c:p:261-277.

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2018A review of short-term event studies in operations and supply chain management. (2018). Ding, LI ; Zhou, Honggeng ; Cheng, T. C. E., . In: International Journal of Production Economics. RePEc:eee:proeco:v:200:y:2018:i:c:p:329-342.

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2017New evidence on stock market reaction to dividend announcements in India. (2017). Kumar, Satish. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:327-337.

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2017Is the M&A announcement effect different across Europe? More evidences from continental Europe and the UK. (2017). Mateev, Miroslav. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:190-216.

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2017Accounting quality, information risk and the term structure of implied volatility around earnings announcements. (2017). Tsekrekos, Andrianos ; Anagnostopoulou, Seraina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:445-460.

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2017Assessing abnormal returns: the case of Chinese M&A acquiring firms. (2017). Vivian, Andrew ; Song, Xiaojing ; Tippett, Mark. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:191-207.

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2017How do stocks react to extreme market events? Evidence from Brazil. (2017). Chaudhury, MO ; Souza, Alceu ; Piccoli, Pedro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:275-284.

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2018Do European bidders pay more in cross-border than in domestic acquisitions? New evidence from Continental Europe and the UK. (2018). Mateev, Miroslav ; Andonov, Kristiyan . In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:529-556.

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2018An Event Study of Chinese Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, S.-H., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104254.

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2018The Jacobi Stochastic Volatility Model. (2018). Ackerer, Damien ; Pulido, Sergio ; Filipovic, Damir. In: Post-Print. RePEc:hal:journl:hal-01338330.

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2017The Jacobi Stochastic Volatility Model. (2017). Ackerer, Damien ; Pulido, Sergio ; Filipovic, Damir. In: Working Papers. RePEc:hal:wpaper:hal-01338330.

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2017Fast calibration of the Libor Market Model with Stochastic Volatility and Displaced Diffusion. (2017). Devineau, Laurent ; Boumezoued, Alexandre ; Bonnefoy, Paul ; Arrouy, Pierre-Edouard . In: Working Papers. RePEc:hal:wpaper:hal-01521491.

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2017Does corporate control matter to financial volatility?. (2017). Rungi, Armando ; Gianfagna, Laura. In: Working Papers. RePEc:ial:wpaper:9/2017.

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2017Financial Stability and Prudential Requirements in Tunisian Case. (2017). Kanzari, Inene ; Fayal, Mraihi. In: International Business Research. RePEc:ibn:ibrjnl:v:10:y:2017:i:10:p:126-131.

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2018Investor valuations of Japan’s adoption of a territorial tax regime: quantifying the direct and competitive effects of international tax reform. (2018). Hasegawa, Makoto ; Bradley, Sebastien ; Dauchy, Estelle. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:25:y:2018:i:3:d:10.1007_s10797-017-9465-0.

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2017The Financial Impact of Firm Withdrawals from “State Sponsor of Terrorism” Countries. (2017). Breuer, Wolfgang ; Steininger, Bertram I ; Felde, Moritz . In: Journal of Business Ethics. RePEc:kap:jbuset:v:144:y:2017:i:3:d:10.1007_s10551-015-2814-y.

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2018The Options Market Reaction to Bank Loan Announcements. (2018). Tsekrekos, Andrianos ; Anagnostopoulou, Seraina ; Tsaousis, Panagiotis A ; Ferentinou, Aikaterini C. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:53:y:2018:i:1:d:10.1007_s10693-016-0243-4.

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2017A bias in the volatility smile. (2017). Chance, Don M ; Muthuswamy, Jayaram ; Li, Weiping ; Hanson, Thomas A. In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:1:d:10.1007_s11147-016-9124-0.

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2017Retrieving risk neutral moments and expected quadratic variation from option prices. (2017). Tzavalis, Elias ; Rompolis, Leonidas. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:4:d:10.1007_s11156-016-0575-z.

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2018Stock price reaction to profit warnings: the role of time-varying betas. (2018). Yin, Shuxing ; Saadouni, Brahim ; Benamraoui, Abdelhafid ; Mazouz, Khelifa. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0623-3.

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2017.

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2017A Spanning Series Approach to Options. (2017). Heston, Steven L ; Rossi, Alberto G. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:1:p:2-42..

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2017Market Reaction to Actual Daily Share Repurchases in Greece. (2017). Leledakis, George ; Episcopos, Athanasios ; Drousia, Angeliki. In: MPRA Paper. RePEc:pra:mprapa:83039.

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2018Impact of terrorism on stock markets: empirical evidence from the SAARC region. (2018). Shahbaz, Muhammad ; Akhter, Waheed ; Roubaud, David ; Chaudhry, Naukhaiz. In: MPRA Paper. RePEc:pra:mprapa:84783.

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2017The effect of oil price changes on the price of Russian and Chinese oil shares. (2017). Hall, Stephen ; Kenjegaliev, Amangeldi . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1176-3.

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2017The sectoral effects of Brexit on the British economy: early evidence from the reaction of the stock market. (2017). Ramiah, Vikash ; Moosa, Imad. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:26:p:2508-2514.

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2018An Event Study of Chinese Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180003.

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2018An event study of chinese tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1801.

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2017Pólya-based approximation for the ATM-forward implied volatility. (2017). Mati, Ivan ; Stefanica, Dan ; Radoii, Rado. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500323.

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2017TIGHTER BOUNDS FOR IMPLIED VOLATILITY. (2017). Gatheral, Jim ; Stefanica, Dan ; Radoii, Rado ; Mati, Ivan. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:05:n:s0219024917500352.

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2017AN EXPLICIT IMPLIED VOLATILITY FORMULA. (2017). Stefanica, Dan ; Radoii, Rado. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:07:n:s0219024917500480.

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2018How to intervene in foreign exchange market without buying/selling dollars?. (2018). Pal, Sumantra. In: EconStor Preprints. RePEc:zbw:esprep:181880.

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2017International taxation and productivity effects of M&As. (2017). Todtenhaupt, Maximilian ; Voget, Johannes. In: ZEW Discussion Papers. RePEc:zbw:zewdip:17014.

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Works by Charles Joseph Corrado:

YearTitleTypeCited
2011Event studies: A methodology review In: Accounting and Finance.
[Citation analysis]		article46
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]		article1
1992FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS In: Journal of Financial Research.
[Full Text][Citation analysis]		article2
1992Filter Rule Tests of the Economic Significance of Serial Dependencies in Daily Stock Returns In: Journal of Financial Research.
[Citation analysis]		article8
1996SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES In: Journal of Financial Research.
[Full Text][Citation analysis]		article33
1996Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices In: Journal of Financial Research.
[Citation analysis]		article73
2006ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION-IMPLIED VOLATILITY In: Journal of Financial Research.
[Full Text][Citation analysis]		article8
2007FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH-LOW PRICE RANGE In: Journal of Financial Research.
[Full Text][Citation analysis]		article13
1990A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A. Correction In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article2
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]		article90
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]		article4
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]		article17
2001Repricing and employee stock option valuation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
1987Islam, modernization and crime: A test of the religious ecology thesis In: Journal of Criminal Justice.
[Full Text][Citation analysis]		article1
1989A nonparametric test for abnormal security-price performance in event studies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article216
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]		article10
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]		article5
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]		article0
2004Forecasting Stock Index Volatility: The Incremental Information in the Intraday High-Low Price Range In: Research Paper Series.
[Full Text][Citation analysis]		paper1

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