Charles Joseph Corrado : Citation Profile

12

H index

14

i10 index

1054

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: 44.    Total self citations: 1 (0.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco257
   Updated: 2025-04-12    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)

Cowan, Arnold (7)

Chang, Chia-Lin (6)

Wójtowicz, Tomasz (6)

Boubaker, Sabri (6)

Cites to:

Bollerslev, Tim (9)

merton, robert (6)

Scholes, Myron (5)

French, Kenneth (4)

Schwert, G. (4)

Andersen, Torben (3)

Fama, Eugene (3)

Pindyck, Robert (2)

Stambaugh, Robert (2)

Vorst, Ton (2)

Chou, Ray (2)

Main data

Production by document typearticlepaper198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120120200400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 12Most cited documents12345678910111213140200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Charles Joseph Corrado has published?

Journals with more than one article published# docs
Journal of Futures Markets6
Journal of Financial Research4
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 (2025 and 2024)

Year  ↓Title of citing document  ↓
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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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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2024.

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2024.

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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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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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2024Valuation of carbon emission allowance options under an open trading phase. (2024). Wirjanto, Tony S ; Tan, Ken Seng ; Fang, Mingyu. 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 ; 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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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. 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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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). Chang, Chia-Chien ; Yang, Chih-Yuan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:33-44.

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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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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). Sato, Misato ; Mohnen, Myra ; Kruse, Tobias. 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 ; Sutherland, Dylan ; Anderson, John. 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). Junior, Peterson Owusu ; Ahadzie, Richard Mawulawoe ; Woode, John Kingsley. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2024:i:1:p:2-:d:1551910.

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

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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, 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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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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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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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:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		article14
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]		article180
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]		article9
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]		article379
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
In: .
[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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