Charles Corrado

Charles J. Corrado

Professor

BA. Asian Studies Maryland, PhD Economics SUNY, PhD Finance Arizona

Campus: Melbourne Burwood Campus
Phone: +61 3 924 46214
Email: charles.corrado@deakin.edu.au

Link to Research Output

  • The Hidden Martingale Restriction in Gram-Charlier Option Prices, Journal of Futures Markets, June 2007, pp. 517-534, C.J. Corrado
  • Estimating Expected Excess Returns Using Historical and Option-Implied Volatility, Journal of Financial Research, Spring 2006, pp. 95-112, C.J. Corrado and T.W. Miller
  • Journal Influence On the Design of Finance Doctoral Education, Journal of Finance, December 1997, pp. 2091-2102, C.J. Corrado and S.P. Ferris
  • The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns, Journal of Financial and Quantitative Analysis, September 1992, pp. 465-478, C.J. Corrado and T.L. Zivney
  • A Nonparametric Test for Abnormal Security Price Performance in Event Studies, Journal of Financial Economics, August 1989, pp. 385-396, C.J. Corrado
  • The Cost of Granting Executive Stock Options with Strike Prices Adjusted by the Cost of Capital, outstanding paper published in the Pacific Accounting Review in 2007
  • Estimating Expected Excess Returns Using Historical and Option-Implied Volatility, award for outstanding paper published in the Journal of Financial Research in 2006
  • The Forecast Quality of CBOE Implied Volatility Indexes, Sydney Futures Exchange award for the best paper on financial derivatives presented at the 2003 Australasian Finance and Banking Conference, Sydney
  • Geared Equity Investments: Tax Arbitrage Down Under, Barclay's Global Investor's award for the best paper on Australian and New Zealand capital markets presented at the 2001 Australasian Finance and Banking Conference, Sydney
  • General Purpose, Semi-Parametric Option Pricing Formulas, Chicago Board of Trade award for best paper in futures and options at the 1999 Eastern Finance Association Meeting, Miami

Teaching Interests

  • Advanced Investments
  • Research Methods

Research Interests

  • Investments
  • Financial Derivatives
  • Statistical Methods

Professional Affiliations

  • Associate editor, Journal of Futures Markets

Deakin University acknowledges the traditional land owners of present campus sites.

31st January 2012