Charles Joseph Corrado : Citation Profile


Are you Charles Joseph Corrado?

12

H index

14

i10 index

1025

Citations

RESEARCH PRODUCTION:

30

Articles

1

Papers

RESEARCH ACTIVITY:

   26 years (1986 - 2012). See details.
   Cites by year: 39
   Journals where Charles Joseph Corrado has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 1 (0.1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco257
   Updated: 2024-07-05    RAS profile: 2023-03-09    
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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:

Gurgul, Henryk (20)

Renneboog, Luc (20)

Bradley, Sebastien (11)

Hasegawa, Makoto (11)

Theissen, Erik (9)

Maillet, Bertrand (8)

Pandey, Dharen (8)

Kočenda, Evžen (7)

Cowan, Arnold (7)

Chang, Chia-Lin (6)

Negrea, Bogdan (6)

Cites to:

Bollerslev, Tim (9)

merton, robert (6)

Scholes, Myron (5)

French, Kenneth (4)

Schwert, G. (3)

Fama, Eugene (3)

Andersen, Torben (3)

pan, jun (2)

LIU, JUN (2)

Pindyck, Robert (2)

Cowan, Arnold (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 (2024 and 2023)


YearTitle of citing document
2023Adaptive 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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2024Moment 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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2023American Option Pricing using Self-Attention GRU and Shapley Value Interpretation. (2023). Shen, Yanhui. In: Papers. RePEc:arx:papers:2310.12500.

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2024The impact of Facebook-Cambridge Analytica data scandal on the USA tech stock market: An event study based on clustering method. (2024). Wan, Yinan ; Jeleskovic, Vahidin. In: Papers. RePEc:arx:papers:2402.14206.

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2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Lu, Yang ; Hurlin, Christophe. In: Papers. RePEc:arx:papers:2405.02012.

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2023Too 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.

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2024The pricing of European non-performing real estate loan portfolios: evidence on stock market evaluation of complex asset sales. (2024). Schiereck, Dirk ; Muller, Birgit ; Manz, Florian. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:144672.

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2023Experiments 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.

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2023Are 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.

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2023Robust 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.

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2024Do non-audit service failures impair auditor reputation? An analysis of KPMG advisory service scandals in Germany. (2024). Quick, Reiner ; Friedrich, Christian. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:98:y:2024:i:c:s1045235422001356.

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2023Stock 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.

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2023Effects 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.

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2023Good 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.

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2023Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551.

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2023Repercussions 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.

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2023Market reaction to climate risk report disclosures: The roles of investor attention and sentiment. (2023). Shen, Dehua ; Goodell, John W ; Li, Yue. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006621.

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2024Are markets in happier countries less affected by tragic events? Evidence from market reaction to the Israel–Hamas conflict. (2024). Pandey, Dharen ; Goodell, John W ; Palma, Alessia ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012655.

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2023Deal! 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.

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2023Equity 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.

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2023The dynamics of market efficiency of major cryptocurrencies. (2023). Hunjra, Ahmed ; Memon, Bilal Ahmed ; Aslam, Faheem ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000947.

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2023Did the Indian stock market sail the Russia-Ukraine storm safely?. (2023). Pandey, Dharen ; Assaf, Rima ; Rai, Varun Kumar. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000312.

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2023The price of war: Effect of the Russia-Ukraine war on the global financial market. (2023). Kumar, Rahul ; Gupta, Deeksha ; Assaf, Rima. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000403.

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2023The 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.

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2023FoMO 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.

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2023Hedging 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.

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2024Blockchain mania without bitcoins: Evidence from the Chinese stock market. (2024). Xue, Weili ; Xiao, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002672.

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2024Do financial markets respond to green opportunities?. (2024). Sato, Misato ; Mohnen, Myra ; Kruse, Tobias. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:121969.

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2023Store 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.

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2024Does Chinese Investment into Europe Facilitate Strategic Asset Growth in the Chinese Parent Company? The Role of Entry Mode. (2024). Severe, Sean ; Sutherland, Dylan ; Anderson, John. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:3:p:56-:d:1345742.

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2023An 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.

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2023.

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2023.

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2023Frontiers: 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.

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2023Female Board Representation and Corporate Performance: A Review and New Estimates for Australia. (2023). Breunig, Robert ; Bayly, Nicholas ; Wokker, Chris. In: IZA Discussion Papers. RePEc:iza:izadps:dp16617.

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2023Monetary 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.

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2023Event 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.

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2023Consumer, 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.

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2023Measuring 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.

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2023Curse 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.

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2024Disclosure policy choice, stock returns and information asymmetry: Evidence from capital expenditure announcements. (2024). Chen, Jianguo ; Smith, David. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:2:p:192-213.

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2023Does 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.

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2024Do Prior Financial Events to Share Repurchase Announcements Matter?. (2024). Wang, Jo-Yu ; Chang, Chih-Hsuan. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:2:p:197-226.

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2023.

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2023Stock 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.

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2024Effect of Demonetization on Advertising, Research & Development and Human Resource Intensities and its Impact on Firm’s Performance. (2024). Bhattacharyya, Som Sekhar ; Nemana, Praveen. In: Vision. RePEc:sae:vision:v:28:y:2024:i:3:p:361-373.

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2023Analysis 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.

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2023How 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.

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2023Productivity-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.

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2023Does 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.

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Works by Charles Joseph Corrado:


YearTitleTypeCited
2011Event studies: A methodology review In: Accounting and Finance.
[Citation analysis]
article118
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.
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article4
1992FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS In: Journal of Financial Research.
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article13
1996SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES In: Journal of Financial Research.
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article114
2006ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION?IMPLIED VOLATILITY In: Journal of Financial Research.
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article13
2007FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE In: Journal of Financial Research.
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article22
1990A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A. Correction In: Journal of Financial and Quantitative Analysis.
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article4
1992The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns In: Journal of Financial and Quantitative Analysis.
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article171
1992Economic investment times for capacity expansion problems In: European Journal of Operational Research.
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article5
2012The options market response to accounting earnings announcements In: Journal of International Financial Markets, Institutions and Money.
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article9
1992Durations for portfolios of bonds priced on different term structures In: Journal of Banking & Finance.
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article1
1996A note on a simple, accurate formula to compute implied standard deviations In: Journal of Banking & Finance.
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article28
2001Repricing and employee stock option valuation In: Journal of Banking & Finance.
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article4
1987Islam, modernization and crime: A test of the religious ecology thesis In: Journal of Criminal Justice.
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article2
1989A nonparametric test for abnormal security-price performance in event studies In: Journal of Financial Economics.
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article371
1986The cost of a central bank leaning against a random walk In: Journal of International Money and Finance.
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article14
2008Conducting event studies with Asia-Pacific security market data In: Pacific-Basin Finance Journal.
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article35
In: .
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article0
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 nother version. Agregated cites: 0
article
1997Risk Aversion, Uncertain Information, and Market Efficiency. In: Review of Quantitative Finance and Accounting.
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article8
2003Geared Equity Investments: A Case Study of Tax Arbitrage Down Under In: Australian Journal of Management.
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article1
2006Hurdle Rate: Executive Stock Options In: Australian Journal of Management.
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article1
2004Forecasting Stock Index Volatility: The Incremental Information in the Intraday High-Low Price Range In: Research Paper Series.
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paper1
1996Efficient option?implied volatility estimators In: Journal of Futures Markets.
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article8
1996S&P 500 index option tests of Jarrow and Rudds approximate option valuation formula In: Journal of Futures Markets.
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article17
1998An empirical test of the Hull?White option pricing model In: Journal of Futures Markets.
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article1
2001Option pricing based on the generalized lambda distribution In: Journal of Futures Markets.
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article12
2005The forecast quality of CBOE implied volatility indexes In: Journal of Futures Markets.
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article36
2007The hidden martingale restriction in Gram?Charlier option prices In: Journal of Futures Markets.
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article11

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