12
H index
14
i10 index
1002
Citations
| 12 H index 14 i10 index 1002 Citations RESEARCH PRODUCTION: 30 Articles 1 Papers RESEARCH ACTIVITY: 26 years (1986 - 2012). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pco257 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Futures Markets | 6 |
Journal of Financial Research | 4 |
Journal of Banking & Finance | 3 |
Review of Quantitative Finance and Accounting | 3 |
Australian Journal of Management | 2 |
Journal of Financial and Quantitative Analysis | 2 |
Year | Title of citing document |
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2023 | Adaptive Gradient Descent Methods for Computing Implied Volatility. (2021). Yang, Tinggan ; Wang, Yihong ; Lu, Yixiao. In: Papers. RePEc:arx:papers:2108.07035. Full description at Econpapers || Download paper |
2023 | American Option Pricing using Self-Attention GRU and Shapley Value Interpretation. (2023). Shen, Yanhui. In: Papers. RePEc:arx:papers:2310.12500. Full description at Econpapers || Download paper |
2023 | Too transparent for signalling? A global analysis of bond issues by property companies. (2023). Steinhardt, Marcel ; Schiereck, Dirk ; Bossong, Paul ; Berninger, Marc. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:3125-3145. Full description at Econpapers || Download paper |
2023 | Experiments in finance: A survey of historical trends. (2023). Huber, Christoph ; Kirchler, Michael. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200065x. Full description at Econpapers || Download paper |
2023 | Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072. Full description at Econpapers || Download paper |
2023 | Robust inference in single firm/single event analyses. (2023). Schoch, Daniela Stephanie ; Elsas, Ralf. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000408. Full description at Econpapers || Download paper |
2023 | Stock market reactions to corporate misconduct: The moderating role of legal origin. (2023). Bitar, Mohammad ; Benlemlih, Mohammed ; Peillex, Jonathan ; Erragragui, Elias. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000093. Full description at Econpapers || Download paper |
2023 | Effects of the debate on glyphosates carcinogenic risk on pesticide producers share prices. (2023). Finger, Robert ; Hirsch, Stefan ; Koppenberg, Maximilian. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s092180092300188x. Full description at Econpapers || Download paper |
2023 | Good growth, bad growth: Market reaction to capital raising for REIT expansion. (2023). Zhang, Wenjing ; Weng, Xiaoyu ; Wang, Zilong ; Mansley, Nick. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000157. Full description at Econpapers || Download paper |
2023 | Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551. Full description at Econpapers || Download paper |
2023 | Repercussions of the Silicon Valley Bank collapse on global stock markets. (2023). Pandey, Dharen ; Hassan, M. Kabir ; Hasan, Rashedul ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003859. Full description at Econpapers || Download paper |
2023 | Deal! Market reactions to the agreement on the EU Covid-19 recovery fund. (2023). ap Gwilym, Owain ; Molyneux, Philip ; Pancotto, Livia. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000578. Full description at Econpapers || Download paper |
2023 | Equity market response to natural disasters: Does firms corporate social responsibility make difference?. (2023). Alam, Md Samsul ; Chowdhury, Hasibul ; Malik, Ihtisham A. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s104402832200103x. Full description at Econpapers || Download paper |
2023 | The impact of the Russia-Ukraine crisis on the stock market: Evidence from Australia. (2023). Hasan, Mostafa Monzur ; Ahmed, Shaker ; Kamal, Md Rajib. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001026. Full description at Econpapers || Download paper |
2023 | FoMO in the Bitcoin market: Revisiting and factors. (2023). Hsu, Yuan-Teng ; Lee, Yen-Hsien ; Liu, Hung-Chun ; Wang, Jying-Nan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:244-253. Full description at Econpapers || Download paper |
2023 | Hedging performance using google Trends–Evidence from the indian forex options market. (2023). Chang, Chia-Chien ; Liu, Hung-Tsen ; Chi, Tsung-Li. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:107-123. Full description at Econpapers || Download paper |
2023 | Store of value or speculative investment? market reaction to corporate announcements of cryptocurrency acquisition. (2023). Colombo, Jéfferson ; Yousaf, Imran ; Gimenes, Andre Dias. In: Textos para discussão. RePEc:fgv:eesptd:563. Full description at Econpapers || Download paper |
2023 | An Event Study on the Reaction of Equity and Commodity Markets to the Onset of the Russia–Ukraine Conflict. (2023). Nyangu, Moses ; Waweru, Freshia ; Obi, Pat. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:5:p:256-:d:1131486. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Frontiers: Estimating the Long-Term Impact of Major Events on Consumption Patterns: Evidence from COVID-19. (2023). McCarthy, Daniel Minh ; Oblander, Shin. In: Marketing Science. RePEc:inm:ormksc:v:42:y:2023:i:5:p:839-852. Full description at Econpapers || Download paper |
2023 | Female Board Representation and Corporate Performance: A Review and New Estimates for Australia. (2023). Wokker, Chris ; Breunig, Robert ; Bayly, Nicholas. In: IZA Discussion Papers. RePEc:iza:izadps:dp16617. Full description at Econpapers || Download paper |
2023 | Monetary policy responses to COVID-19 in emerging European economies: measuring the QE announcement effects on foreign exchange markets. (2023). Uz, Idil. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:3:d:10.1007_s10663-023-09578-9. Full description at Econpapers || Download paper |
2023 | Event studies in international finance research. (2023). Sy, Oumar ; Mansi, Sattar A ; Guedhami, Omrane ; el Ghoul, Sadok. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:2:d:10.1057_s41267-022-00534-6. Full description at Econpapers || Download paper |
2023 | Consumer, bank, and stock market reaction to CFPB’s complaint data disclosure. (2023). Bhattacharya, Abhi. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:28:y:2023:i:1:d:10.1057_s41264-022-00143-2. Full description at Econpapers || Download paper |
2023 | Measuring the Impact of the US Presidential Elections on the Stock Market using Event Study Methodology. (2023). Jaksi, Milena ; Todorovic, Violeta ; Tomi, Nenad. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:2:p:92-103. Full description at Econpapers || Download paper |
2023 | Curse and blessing: the effect of the dividend ban on euro area bank valuations and syndicated lending. (2023). Vander Vennet, Rudi ; Sanders, Emiel ; Simoens, Mathieu. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:23/1078. Full description at Econpapers || Download paper |
2023 | Does Credit Rating Revisions Affect the Price of Common Stock: A Study of Indian Capital Market. (2023). Bindal, Jai Parkash ; Bhatia, Shivangi ; Dawar, Gaurav. In: Business Perspectives and Research. RePEc:sae:busper:v:11:y:2023:i:2:p:190-209. Full description at Econpapers || Download paper |
2023 | Stock Markets’ Reactions to the Announcement of the Hosts. An Event Study in the Analysis of Large Sporting Events in the Years 1976–2032. (2023). Potrykus, Marcin ; Zawadzki, Krystian M. In: Journal of Sports Economics. RePEc:sae:jospec:v:24:y:2023:i:6:p:759-800. Full description at Econpapers || Download paper |
2023 | Analysis of an event study using the Fama–French five-factor model: teaching approaches including spreadsheets and the R programming language. (2023). Cuadros, Jordi ; Prior, Francesc ; Serrano, Vanessa ; Martinez-Blasco, Monica. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00477-3. Full description at Econpapers || Download paper |
2023 | How relative competitive strength moderates stock price responses after European soccer tournaments. (2023). Beurden, Jarmo ; Schertler, Andrea. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:8:d:10.1007_s11573-023-01145-9. Full description at Econpapers || Download paper |
2023 | Productivity-conditioned market reaction of US Bank acquisitions during regulation-deregulation eras. (2023). Sanchez, Benito A ; Nusair, Salah A ; Essaddam, Naceur ; Al-Khasawneh, Jamal Ali. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09610-x. Full description at Econpapers || Download paper |
2023 | Does the tail risk index matter in forecasting downside risk?. (2023). Yang, Jimmy J ; Liu, Hungchun ; Hung, Juicheng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3451-3466. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Event studies: A methodology review In: Accounting and Finance. [Citation analysis] | article | 113 |
1991 | Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators. In: The Financial Review. [Citation analysis] | article | 1 |
1997 | Journal Influence on the Design of Finance Doctoral Education. In: Journal of Finance. [Full Text][Citation analysis] | article | 4 |
1992 | FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 13 |
1996 | SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES In: Journal of Financial Research. [Full Text][Citation analysis] | article | 111 |
2006 | ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION?IMPLIED VOLATILITY In: Journal of Financial Research. [Full Text][Citation analysis] | article | 13 |
2007 | FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE In: Journal of Financial Research. [Full Text][Citation analysis] | article | 22 |
1990 | A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A. Correction In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 4 |
1992 | The 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] | article | 168 |
1992 | Economic investment times for capacity expansion problems In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
2012 | The options market response to accounting earnings announcements In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 9 |
1992 | Durations for portfolios of bonds priced on different term structures In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
1996 | A note on a simple, accurate formula to compute implied standard deviations In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 28 |
2001 | Repricing and employee stock option valuation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
1987 | Islam, modernization and crime: A test of the religious ecology thesis In: Journal of Criminal Justice. [Full Text][Citation analysis] | article | 2 |
1989 | A nonparametric test for abnormal security-price performance in event studies In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 360 |
1986 | The cost of a central bank leaning against a random walk In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 14 |
2008 | Conducting event studies with Asia-Pacific security market data In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 35 |
In: . [Full Text][Citation analysis] | article | 0 | |
1995 | The Information Content of a Convertible Debt Offer Announcement. In: Review of Quantitative Finance and Accounting. [Citation analysis] | article | 0 |
1995 | The Information Content of a Convertible Debt Offer Announcement..(1995) In: Review of Quantitative Finance and Accounting. [Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
1997 | Risk Aversion, Uncertain Information, and Market Efficiency. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 8 |
2003 | Geared Equity Investments: A Case Study of Tax Arbitrage Down Under In: Australian Journal of Management. [Full Text][Citation analysis] | article | 1 |
2006 | Hurdle Rate: Executive Stock Options In: Australian Journal of Management. [Full Text][Citation analysis] | article | 1 |
2004 | Forecasting Stock Index Volatility: The Incremental Information in the Intraday High-Low Price Range In: Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
1996 | Efficient option?implied volatility estimators In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
1996 | S&P 500 index option tests of Jarrow and Rudds approximate option valuation formula In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 17 |
1998 | An empirical test of the Hull?White option pricing model In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
2001 | Option pricing based on the generalized lambda distribution In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 12 |
2005 | The forecast quality of CBOE implied volatility indexes In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 36 |
2007 | The hidden martingale restriction in Gram?Charlier option prices In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 10 |
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