Charles Joseph Corrado : Citation Profile

12

H index

15

i10 index

1059

Citations

RESEARCH PRODUCTION:

30

Articles

1

Papers

RESEARCH ACTIVITY:

   26 years (1986 - 2012). See details.
   Cites by year: 40
   Journals where Charles Joseph Corrado has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 1 (0.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco257
   Updated: 2025-05-10    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)

Pandey, Dharen (12)

Hasegawa, Makoto (11)

Bradley, Sebastien (11)

Kočenda, Evžen (9)

Theissen, Erik (9)

Pelagatti, Matteo (8)

Boubaker, Sabri (7)

Cowan, Arnold (7)

Perote, Javier (6)

Cites to:

Bollerslev, Tim (9)

merton, robert (6)

Scholes, Myron (5)

French, Kenneth (4)

Schwert, G. (4)

Fama, Eugene (3)

Andersen, Torben (3)

Ball, Ray (2)

Stambaugh, Robert (2)

Brown, Stephen (2)

pan, jun (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
Australian Journal of Management2
Journal of Financial and Quantitative Analysis2

Recent works citing Charles Joseph Corrado (2025 and 2024)

YearTitle of citing document
2024Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture L\evy Motions. (2024). Rachev, Svetlozar T ; Sayit, Hasanjan ; Hu, Dongdong. In: Papers. RePEc:arx:papers:2109.02872.

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2024Price predictability at ultra-high frequency: Entropy-based randomness test. (2024). Marmi, Stefano ; Shternshis, Andrey. In: Papers. RePEc:arx:papers:2312.16637.

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2025Short-Term Asymptotics of Volatility Skew and Curvature Based on Cumulants. (2025). Cheng, Xue. In: Papers. RePEc:arx:papers:2401.03776.

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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). Hurlin, Christophe ; Lu, Yang. In: Papers. RePEc:arx:papers:2405.02012.

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2024Construction and Hedging of Equity Index Options Portfolios. (2024). Ślepaczuk, Robert ; Wysocki, Maciej. In: Papers. RePEc:arx:papers:2407.13908.

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2024Assessing Effect of Market Sentiment on Pricing of European Currency Options €Ž. (2024). Dammak, Wael. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:1224-1244.

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2024Financial crime and punishment: A meta‐analysis. (2024). Kočenda, Evžen ; Koenda, Even ; de Batz, Laure. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1338-1398.

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2024Risky business: How standardization as coordination tool in ecosystems impacts firm‐level uncertainty. (2024). Pyun, Eugene ; Toh, Puay Khoon. In: Strategic Management Journal. RePEc:bla:stratm:v:45:y:2024:i:4:p:649-679.

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

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2024An extended event study methodology and its application in the HNA groups overseas market contraction. (2024). Wei, Yunjie ; Wang, Xiuzhenzi. In: Journal of Asian Economics. RePEc:eee:asieco:v:94:y:2024:i:c:s1049007824000782.

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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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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2024Option valuation via nonaffine dynamics with realized volatility. (2024). Wang, Zerong ; Zhang, Yuanyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000215.

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2024Valuation of carbon emission allowance options under an open trading phase. (2024). Wirjanto, Tony S ; Fang, Mingyu ; Tan, Ken Seng. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000598.

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2024How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options. (2024). Wang, Gang-Jin ; Uddin, Gazi ; Gong, Jue ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003727.

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2024Are more analysts better? The case of convertible bond announcement effects. (2024). Prokop, Jrg ; Kahlen, Franziska ; Walting, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006288.

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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 ; Kumari, Vineeta ; Goodell, John W ; Palma, Alessia. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012655.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024Do election results resolve economic uncertainty? Evidence from Indian election 2024. (2024). Pandey, Dharen ; Kumari, Vineeta ; Rajesh, S P. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012807.

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2024Effects of draft Climate-related Financial Risks Disclosure Framework on stock returns. (2024). Pandey, Dharen ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s154461232401331x.

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2024The connections that bind: Political connectivity in the face of geopolitical disruption. (2024). Hartwell, Christopher ; Zadorozhna, Olha. In: Journal of International Management. RePEc:eee:intman:v:30:y:2024:i:3:s107542532400022x.

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2024Curse and blessing: The effect of the dividend ban on euro area bank valuations and syndicated lending. (2024). Vander Vennet, Rudi ; Simoens, Mathieu ; Sanders, Emiel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001079.

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2024Are R&D-intensive firms more resilient to trade shocks? Evidence from the U.S.–China trade war. (2024). Zheng, Xiaojia ; Xie, Hongjun ; Kim, Kenneth A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001955.

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2024Do economic uncertainty and persistence in housing prices matter on mortgage insurance?. (2024). Yang, Chih-Yuan ; Chang, Chia-Chien. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:33-44.

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2024Heterogeneous beliefs with preference interdependence and asset pricing. (2024). Wang, Hailong ; Hu, Duni. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1-37.

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2024Are high-income and innovative nations resilient to the Russia-Ukraine war?. (2024). Pandey, Dharen ; Kumari, Vineeta ; Hassan, Majdi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1268-1287.

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2024Quaking the stock market: Event study evidence on the Turkey-Syria earthquake. (2024). Pandey, Dharen ; Kumar, Satish ; Alahdal, Waleed M ; Kumari, Vineeta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:182-194.

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2024Blockchain mania without bitcoins: Evidence from the Chinese stock market. (2024). Xu, Xiaolin ; 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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2025Market reaction to EU CRD IV regulation in the banking industry. (2025). Parbonetti, Antonio ; Fabrizi, Michele ; Longo, Sara. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004458.

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

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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 ; Anderson, John ; Sutherland, Dylan. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:3:p:56-:d:1345742.

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2024The Impact of Sentiment on Realized Higher-Order Moments in the S&P 500: Evidence from the Fear and Greed Index. (2024). Owusu Junior, Peterson ; Woode, John Kingsley ; Ahadzie, Richard Mawulawoe. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2024:i:1:p:2-:d:1551910.

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2024Application of Extended Normal Distribution in Option Price Sensitivities. (2024). Tripathy, Subhranshu Sekhar ; Nayak, Gangadhar ; Li, Chun-Ta ; Imoize, Agbotiname Lucky. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2346-:d:1444050.

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2024Comparative Analysis of the Effect of Tax Policy on the BIST 100 and Participation 30 Index. (2024). Demirci, Server ; Beskisiz, Musa Onur. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:11:y:2024:i:1:p:87-97.

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2024Crypto news and policy innovations: Are European markets affected?. (2024). Rho, Caterina ; Bellia, Mario ; di Girolamo, Francesca ; Barbaglia, Luca. In: JRC Working Papers in Economics and Finance. RePEc:jrs:wpaper:202407.

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2024Do insurance stress tests matter? Evidence from the EU-wide insurance stress tests. (2024). Jakubík, Petr ; Teleu, Saida ; Jakubik, Petr. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:3:d:10.1057_s41283-024-00147-3.

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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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2024Do Prior Financial Events to Share Repurchase Announcements Matter?. (2024). Wang, Juo-Lien ; 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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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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2024Analyzing the influence of Airbnb announcements in the Asia Pacific Region: a sectoral perspective on travel, tourism, and real estate. (2024). Tavor, Tchai. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00289-5.

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2024A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart. (2024). Wang, Huiwen ; Huang, Wenyang. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00622-6.

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2024Spatiotemporal Event Studies for Environmental Data Under Cross-Sectional Dependence: An Application to Air Quality Assessment in Lombardy. (2024). Pelagatti, Matteo ; Maranzano, Paolo. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:29:y:2024:i:1:d:10.1007_s13253-023-00564-z.

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2024When are concurrent quarterly reports useful for investors? Evidence from ASC 606. (2024). Stephan, Andrew ; Skinner, Nicole A ; Glaze, Jesse L. In: Review of Accounting Studies. RePEc:spr:reaccs:v:29:y:2024:i:2:d:10.1007_s11142-022-09744-7.

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2024Short-term Securities Market Surveillance Measures and Market Performance €” An Empirical Analysis. (2024). Inamdar, Mohd Merajuddin ; Chari, Latha. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:27:y:2024:i:01:n:s0219091524500048.

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Works by Charles Joseph Corrado:

YearTitleTypeCited
2011Event studies: A methodology review In: Accounting and Finance.
[Citation analysis]		article119
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]		article15
1996SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES In: Journal of Financial Research.
[Full Text][Citation analysis]		article120
2006ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION‐IMPLIED VOLATILITY In: Journal of Financial Research.
[Full Text][Citation analysis]		article15
2007FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE In: Journal of Financial Research.
[Full Text][Citation analysis]		article22
1990A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A. Correction In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article182
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]		article10
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]		article29
2001Repricing and employee stock option valuation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
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]		article380
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]		article35
2007The cost of granting executive stock options with strike prices adjusted by the cost of capital In: Pacific Accounting Review.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article8
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]		article8
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]		article11
2005The forecast quality of CBOE implied volatility indexes In: Journal of Futures Markets.
[Full Text][Citation analysis]		article39
2007The hidden martingale restriction in Gram‐Charlier option prices In: Journal of Futures Markets.
[Full Text][Citation analysis]		article11

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