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Charles Joseph Corrado

Institution: Unknown

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1986

Most Recent: 2007

RePEc ID: pco257 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 0.00 0.00 0.00 0.00 -
All Time 0.00 6.05 5.21 6.05 17.32 93%

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 20.35

Publications (18)

Year Article Journal Tier Authors
2007 Forecasting Stock Index Volatility: Comparing Implied Volatility and the Intraday High–low Price Range Journal of Financial Research C 2
2007 The hidden martingale restriction in Gram‐Charlier option prices Journal of Futures Markets C 1
2006 Estimating Expected Excess Returns Using Historical and Option‐implied Volatility Journal of Financial Research C 2
2005 The forecast quality of CBOE implied volatility indexes Journal of Futures Markets C 2
2001 Repricing and employee stock option valuation Journal of Banking & Finance B 4
2001 Option pricing based on the generalized lambda distribution Journal of Futures Markets C 1
1998 An empirical test of the Hull‐White option pricing model Journal of Futures Markets C 2
1997 Journal Influence on the Design of Finance Doctoral Education. Journal of Finance A 2
1996 A note on a simple, accurate formula to compute implied standard deviations Journal of Banking & Finance B 2
1996 Skewness and Kurtosis in S&p 500 Index Returns Implied by Option Prices Journal of Financial Research C 2
1996 Efficient option‐implied volatility estimators Journal of Futures Markets C 2
1996 S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula Journal of Futures Markets C 2
1992 The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns Journal of Financial and Quantitative Analysis B 2
1992 Durations for portfolios of bonds priced on different term structures Journal of Banking & Finance B 3
1992 Filter Rule Tests of the Economic Significance of Serial Dependencies in Daily Stock Returns Journal of Financial Research C 2
1990 A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A. Correction Journal of Financial and Quantitative Analysis B 2
1989 A nonparametric test for abnormal security-price performance in event studies Journal of Financial Economics A 1
1986 The cost of a central bank leaning against a random walk Journal of International Money and Finance B 2