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 4,408 (3,027)

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 1,174 (25,252)

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3.

Tweaking Implied Volatility

Number of pages: 9 Posted: 02 Sep 2004

Charles J. Corrado, Thomas W. Miller and Thomas W. Miller

Deakin University - School of Accounting, Economics & Finance and Mississippi State University - College of BusinessSaint Louis University - Department of Finance

Downloads 946 (34,406)

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, Thomas W. Miller and Thomas W. Miller

Deakin University - School of Accounting, Economics & Finance and Mississippi State University - College of BusinessSaint Louis University - Department of Finance

Downloads 864 (39,072)

Citation 24

Abstract:

5.

Options Trading Volume and Stock Price Response to Earnings Announcements

Downloads 687 ( 53,120)

Citation 6

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 413 (98,543)

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 274 (154,200)

Citation 2

Abstract:

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 567 (67,885)

Citation 3

Abstract:

7.

Repricing and Employee Stock Option Valuation

Number of pages: 31 Posted: 26 Oct 1998

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

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

Downloads 565 (68,189)

Citation 2

Abstract:

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 491 (81,099)

Abstract:

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 455 (88,800)

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 276 (153,740)

Abstract:

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 257 (165,256)

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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 100 (359,179)

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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 64 (463,960)

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, Glion Institute of Higher Education and EMLyon Business School (Paris Campus)

Downloads 39 (585,011)

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, Glion Institute of Higher Education and EMLyon Business School (Paris Campus)

Downloads 25 (676,412)

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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