Charles J. Corrado
Finance · 2001–2011
A researcher in the Science corpus: 4 papers; trusts 2 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it; #5,960 of 10,518 by trust here, #5,165 by citations
- Accounting — 6 citations into it; #7,415 of 8,970 by trust here, #7,013 by citations
- Economics and Econometrics — 6 citations into it
Whom Charles J. Corrado trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Charles J. Corrado overall
- Yevheniia Antoniuk
- Matthew M. Graham
- James Bushnell
- JackwerthJens Carsten
- Eirini Konstantinidi
- Dimitris Psychoyios
Papers from Charles J. Corrado's perspective
Ordered by how strongly the researchers Charles J. Corrado trusts endorse each paper. Same corpus, a different order for every researcher.
- Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
- The Cross‐Section of Expected Stock Returns
- The Pricing of Options and Corporate Liabilities
- The Adjustment of Stock Prices to New Information
- Controlling the false discovery rate: a practical and powerful approach to multiple testing
- Are the Fama and French Factors Global or Country Specific
- Estimating causal effects of treatments in randomized and nonrandomized studies.
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- The Behavior of Stock-Market Prices
- An improved Bonferroni procedure for multiple tests of significance
Their papers
- Event Studies: A Methodology Review (2011) — 360 citations
- Conducting Event Studies With Asia-Pacific Security Market Data (2008) — 118 citations
- The forecast quality of CBOE implied volatility indexes (2005) — 208 citations
- Option Pricing Based on the Generalized Lambda Distribution (2001) — 75 citations