Author Page for Charles J. Corrado

1.

Event Studies: A Methodology Review

Number of pages: 36 Posted: 02 Aug 2009 Last Revised: 20 Aug 2010

Charles J. Corrado

Deakin University - School of Accounting, Economics & Finance

Downloads 5,266 (3,410)

Citation 12

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2.

Why We Have Always Used the Black-Scholes-Merton Option Pricing Formula

Number of pages: 11 Posted: 11 Mar 2009 Last Revised: 06 Apr 2009

Charles J. Corrado

Deakin University - School of Accounting, Economics & Finance

Downloads 1,316 (31,178)

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3.

Tweaking Implied Volatility

Number of pages: 9 Posted: 02 Sep 2004

Charles J. Corrado and Thomas W. Miller Jr.

Deakin University - School of Accounting, Economics & Finance and Mississippi State University

Downloads 1,071 (41,906)

Citation 1

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4.

The Forecast Quality of Cboe Implied Volatility Indexes

Olin School of Business Working Paper No. 2003-08-004

Number of pages: 33 Posted: 16 Sep 2003

Charles J. Corrado and Thomas W. Miller Jr.

Deakin University - School of Accounting, Economics & Finance and Mississippi State University

Downloads 910 (52,747)

Citation 24

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5.

Options Trading Volume and Stock Price Response to Earnings Announcements

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Citation 8

2

Options Trading Volume and Stock Price Response to Earnings Announcements

Finance and Corporate Governance Conference 2010 Paper

Number of pages: 48 Posted: 23 Nov 2009

Charles J. Corrado and Cameron Truong

Deakin University - School of Accounting, Economics & Finance and Monash University

Downloads 463 (123,527)

Citation 6

Abstract:

Options Trading Volume and Stock Price Response to Earnings Announcements

Australian Centre for Financial Studies - Finsia Banking and Finance Conference 2010

Number of pages: 54 Posted: 02 Jun 2010 Last Revised: 14 Jun 2010

Cameron Truong and Charles J. Corrado

Monash University and Deakin University - School of Accounting, Economics & Finance

Downloads 317 (189,652)

Citation 2

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6.

Option Pricing Based on the Generalized Lambda Distribution

Number of pages: 29 Posted: 04 Feb 2001

Charles J. Corrado

Deakin University - School of Accounting, Economics & Finance

Downloads 620 (87,125)

Citation 3

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7.

Repricing and Employee Stock Option Valuation

Number of pages: 31 Posted: 26 Oct 1998

Charles J. Corrado, Bradford D. Jordan, Thomas W. Miller Jr. and John J. Stansfield

Deakin University - School of Accounting, Economics & Finance, University of Florida, Mississippi State University and University of Missouri at Columbia - Department of Finance

Downloads 593 (92,231)

Citation 2

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8.

The Exact Distribution of the Maximum, Minimum and the Range of Multinomial/Dirichlet and Multivariate Hypergeometric Frequencies

Number of pages: 28 Posted: 29 May 2007 Last Revised: 20 Aug 2010

Charles J. Corrado

Deakin University - School of Accounting, Economics & Finance

Downloads 538 (104,212)

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9.

Conducting Event Studies With Asia-Pacific Security Market Data

Number of pages: 42 Posted: 07 Dec 2005

Charles J. Corrado and Cameron Truong

Deakin University - School of Accounting, Economics & Finance and Monash University

Downloads 493 (115,937)

Citation 6

Abstract:

10.

Tweaking Black-Scholes

Number of pages: 30 Posted: 22 Jan 2009 Last Revised: 04 Mar 2009

Do-Sub Jung and Charles J. Corrado

affiliation not provided to SSRN and Deakin University - School of Accounting, Economics & Finance

Downloads 340 (177,331)

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11.

Geared Equity Investments: Tax Arbitrage Down Under

Number of pages: 17 Posted: 27 Feb 2002

Charles J. Corrado and Joe Cheung

Deakin University - School of Accounting, Economics & Finance and Independent

Downloads 315 (192,273)

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12.

How Long Should Bank CEOs Continue?: Evidence from Nigeria

Number of pages: 137 Posted: 09 Dec 2011

Toni Aburime, Gerard L. Gannon and Charles J. Corrado

Deakin University, Deakin University - School of Accounting, Economics and Finance and Deakin University - School of Accounting, Economics & Finance

Downloads 138 (414,550)

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13.

An Implicit Martingale Restriction in a Closed-Form Higher Order Moments Option Pricing Formula Based on Multipoint Padé Approximants

Downloads 132 (429,161)

Citation 1

2

An Implicit Martingale Restriction in a Closed-Form Higher Order Moments Option Pricing Formula Based on Multipoint Padé Approximants

Number of pages: 20 Posted: 04 Mar 2007

Guillaume Bagnarosa, Charles J. Corrado, Emmanuel Jurczenko and Bertrand B. Maillet

ESC Rennes School of Business, Deakin University - School of Accounting, Economics & Finance, EDHEC Business School and EMLyon Business School (Paris Campus)

Downloads 69 (667,585)

Citation 1

Abstract:

An Implicit Martingale Restriction in a Closed-Form Higher Order Moments Option Pricing Formula Based on Multipoint Padé Approximants

Number of pages: 20 Posted: 22 May 2018

Guillaume Bagnarosa, Charles J. Corrado, Emmanuel Jurczenko and Bertrand B. Maillet

ESC Rennes School of Business, Deakin University - School of Accounting, Economics & Finance, EDHEC Business School and EMLyon Business School (Paris Campus)

Downloads 63 (699,876)

Abstract:

14.

The Hidden Martingale Restriction in Gram-Charlier Option Prices

Journal of Futures Markets, Forthcoming

Posted: 11 Aug 2006

Charles J. Corrado

Deakin University - School of Accounting, Economics & Finance

Charles J. Corrado

Deakin University - School of Accounting, Economics & Finance

Professor of Finance

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Scholarly Papers (14)

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