Concepedia

Charles J. Corrado

CJ

30

Publications

3.1K

Citations

22

H-Index

1986

Active since

Affiliations

University of Missouri(Current)

Massey University

Deakin University

University of Auckland

University of Miami

Charles J. Corrado is an author at University of Missouri specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingStatisticsEconomicsOption PricingFinancial EconomicsEngineeringEconomic AnalysisVolatility Modeling

Publications per year

1986–2013

30

Publications

30

A nonparametric test for abnormal security-price performance in event studies

Charles J. Corrado · Journal of Financial Economics · 1989 · 1.1K citations

Empirical Finance, Asset Pricing, Price Formation +9

The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns

Charles J. Corrado, Terry L. Zivney · Journal of Financial and Quantitative Analysis · 1992 · 475 citations

SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES

Charles J. Corrado, Tie Su · The Journal of Financial Research · 1996 · 328 citations

Volatility Modeling, Black-scholes Model, Financial Economics +12

The forecast quality of CBOE implied volatility indexes

Charles J. Corrado, Thomas W. Miller · Journal of Futures Markets · 2005 · 187 citations

Volatility Modeling, Economics, Financial Economics +14

Implied Volatility Skews and Stock Index Skewness and Kurtosis Implied by S&P 500 Index Option Prices

Charles J. Corrado, Tie Su · The Journal of Derivatives · 1997 · 125 citations

Volatility Skews, Economics, Option Pricing +13

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