Charles Joseph Corrado : Citation Profile

Are you Charles Joseph Corrado?

Deakin University

9

H index

9

i10 index

582

Citations

RESEARCH PRODUCTION:

25

Articles

1

Papers

RESEARCH ACTIVITY:

   26 years (1986 - 2012). See details.
   Cites by year: 22
   Journals where Charles Joseph Corrado has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 1 (0.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco257
   Updated: 2018-12-08    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)

Hasegawa, Makoto (7)

Gurgul, Henryk (7)

Cowan, Arnold (7)

Bradley, Sebastien (7)

Chang, Chia-Lin (7)

McAleer, Michael (7)

Negrea, Bogdan (6)

Theissen, Erik (6)

Wójtowicz, Tomasz (5)

Cites to:

merton, robert (6)

Scholes, Myron (5)

Bollerslev, Tim (5)

French, Kenneth (4)

Schwert, G. (3)

Fama, Eugene (3)

Pindyck, Robert (2)

Poon, Ser-Huang (2)

Yermack, David (2)

Campbell, John (2)

Ball, Ray (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
Journal of Financial and Quantitative Analysis2
Australian Journal of Management2

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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2018Challenges in approximating the Black and Scholes call formula with hyperbolic tangents. (2018). Mininni, Michele ; Taglialatela, Giovanni ; Orlando, Giuseppe. In: Papers. RePEc:arx:papers:1810.04623.

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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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2018Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis. (2018). Kočenda, Evžen ; Moravcova, Michala . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7239.

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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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2018Measuring the effectiveness of volatility auctions. (2018). Agudelo, Diego A ; Castro, Carlos ; Preciado, Sergio . In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016943.

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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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2018The financial effects of Trumpism. (2018). Anh, Huy Nguyen ; Pham, Nhi ; Huynh, Tam ; Moosa, Nisreen ; Ramiah, Vikash. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:264-274.

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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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2018FDA approval announcements: Attention-grabbing or event-day misspecification?. (2018). Hamill, Philip A ; Mulcahy, Mark ; Nhi, Quang Minh ; Hutchinson, Mark. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:171-174.

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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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2017What should be the dependent variable in marketing-related event studies?. (2017). Skiera, Bernd ; Scholer, Lisa ; Bayer, Emanuel. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:34:y:2017:i:3:p:641-659.

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2018Investors evaluations of price-increase preannouncements. (2018). Lim, Leon Gim ; Dekimpe, Marnik G ; Tuli, Kapil R. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:35:y:2018:i:3:p:359-377.

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2018A new GARCH model with higher moments for stock return predictability. (2018). Narayan, Paresh Kumar ; Liu, Ruipeng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:93-103.

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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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2018What is the economic value of the Extractive Industries Transparency Initiative (EITI) information disclosure?. (2018). Moses, Olayinka ; van Zijl, Tony ; Houqe, Muhammad Nurul. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:14:y:2018:i:2:p:216-233.

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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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2018Rival Growth Prospects and Equity Prices: Evidence from Mass Layoff Announcements. (2018). Bordeman, Adam ; Pinheiro, Roberto ; Kannan, Bharadwaj . In: Working Papers (New Series). RePEc:fip:fedcwq:161001.

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2018An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4307-:d:184277.

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

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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 ; Roubaud, David ; Akhter, Waheed ; Chaudhry, Naukhaiz. In: MPRA Paper. RePEc:pra:mprapa:84783.

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2018Value-creation through spin-offs: Australian evidence. (2018). Chai, Daniel ; Veld, Chris ; Lin, Ziyang. In: Australian Journal of Management. RePEc:sae:ausman:v:43:y:2018:i:3:p:353-372.

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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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2018International Taxation and Productivity Effects of M&As. (2018). Todtenhaupt, Maximilian ; Voget, Johannes. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181548.

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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]		article51
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]		article35
1996Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices In: Journal of Financial Research.
[Citation analysis]		article75
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]		article94
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]		article20
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]		article226
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]		article12
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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