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Charles Joseph Corrado

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First Name:Charles
Middle Name:Joseph
Last Name:Corrado
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RePEc Short-ID:pco257
Email:[This author has chosen not to make the email address public]
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Location: Melbourne, Australia
Homepage: http://www.deakin.edu.au/buslaw/aef/
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Postal: Faculty of Business and Law, 221 Burwood Highway, Burwood 3125.
Handle: RePEc:edi:sedeaau (more details at EDIRC)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

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  1. Charles Corrado & Cameron Truong, 2004. "Forecasting Stock Index Volatility: The Incremental Information in the Intraday High-Low Price Range," Research Paper Series 127, Quantitative Finance Research Centre, University of Technology, Sydney.
  1. Truong, Cameron & Corrado, Charles & Chen, Yangyang, 2012. "The options market response to accounting earnings announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 423-450.
  2. Charles J. Corrado, 2011. "Event studies: A methodology review," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(1), pages 207-234, 03.
  3. Corrado, Charles J. & Truong, Cameron, 2008. "Conducting event studies with Asia-Pacific security market data," Pacific-Basin Finance Journal, Elsevier, vol. 16(5), pages 493-521, November.
  4. Charles Corrado & Cameron Truong, 2007. "Forecasting Stock Index Volatility: Comparing Implied Volatility And The Intraday High-Low Price Range," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 30(2), pages 201-215.
  5. Charles J. Corrado & Thomas W. Miller, 2006. "Estimating Expected Excess Returns Using Historical And Option-Implied Volatility," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 29(1), pages 95-112.
  6. Joe Cheung & Charles Corrado & J. B. Chay & Do-Sub Jung, 2006. "Hurdle Rate: Executive Stock Options," Australian Journal of Management, Australian School of Business, vol. 31(1), pages 29-40, June.
  7. Charles J. Corrado & Joe Cheung, 2003. "Geared Equity Investments: A Case Study of Tax Arbitrage Down Under," Australian Journal of Management, Australian School of Business, vol. 28(1), pages 83-96, June.
  8. Corrado, Charles J. & Jordan, Bradford D. & Miller, Thomas Jr. & Stansfield, John J., 2001. "Repricing and employee stock option valuation," Journal of Banking & Finance, Elsevier, vol. 25(6), pages 1059-1082, June.
  9. Corrado, Charles J & Jordan, Bradford D, 1997. " Risk Aversion, Uncertain Information, and Market Efficiency," Review of Quantitative Finance and Accounting, Springer, vol. 8(1), pages 51-68, January.
  10. Corrado, Charles J & Ferris, Stephen P, 1997. " Journal Influence on the Design of Finance Doctoral Education," Journal of Finance, American Finance Association, vol. 52(5), pages 2091-2102, December.
  11. Corrado, Charles J. & Miller, Thomas Jr., 1996. "A note on a simple, accurate formula to compute implied standard deviations," Journal of Banking & Finance, Elsevier, vol. 20(3), pages 595-603, April.
  12. Corrado, Charles J & Su, Tie, 1996. "Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 19(2), pages 175-92, Summer.
  13. Corrado, Charles J & Patel, Amy, 1995. " The Information Content of a Convertible Debt Offer Announcement," Review of Quantitative Finance and Accounting, Springer, vol. 5(4), pages 403-18, December.
  14. Corrado, Charles J & Lee, Suk-Hun, 1992. "Filter Rule Tests of the Economic Significance of Serial Dependencies in Daily Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 15(4), pages 369-87, Winter.
  15. Corrado, Charles J. & Zivney, Terry L., 1992. "The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(03), pages 465-478, September.
  16. Bierwag, Gerald O. & Corrado, Charles J. & Kaufman, George G., 1992. "Durations for portfolios of bonds priced on different term structures," Journal of Banking & Finance, Elsevier, vol. 16(4), pages 705-714, August.
  17. Higle, Julia L. & Corrado, Charles J., 1992. "Economic investment times for capacity expansion problems," European Journal of Operational Research, Elsevier, vol. 59(2), pages 288-293, June.
  18. Corrado, Charles J & Schatzberg, John D, 1991. "Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators," The Financial Review, Eastern Finance Association, vol. 26(4), pages 587-99, November.
  19. Corrado, Charles J. & Schatzberg, John, 1990. "A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A. Correction," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(03), pages 411-415, September.
  20. Corrado, Charles J., 1989. "A nonparametric test for abnormal security-price performance in event studies," Journal of Financial Economics, Elsevier, vol. 23(2), pages 385-395, August.
  21. Groves, W. Byron & Newman, Graeme & Corrado, Charles, 1987. "Islam, modernization and crime: A test of the religious ecology thesis," Journal of Criminal Justice, Elsevier, vol. 15(6), pages 495-503.
  22. Corrado, Charles J. & Taylor, Dean, 1986. "The cost of a central bank leaning against a random walk," Journal of International Money and Finance, Elsevier, vol. 5(3), pages 303-314, September.

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