Research Output for Charles Corrado
Note: The 2012, 2013 publications have not been audited.
Jump to: Publications | Grants and Consultancies | HDR completions
Publications
2010 School of Accounting, Economics and Finance
Corrado, Charles J. (2010) The exact distribution of the maximum, minimum and the range of multinomial/dirichlet and multivariate hypergeometric frequencies, Statistics and computing, vol. 21, no. 3, pp. 349-359, Springer New York LLC, Secaucus. N. J. [C1]
ERA journal ID: 861 – Scopus EID: 2-s2.0-79958240900
Citation counts:Scopus - 1
DRO entry for this publication
Corrado, Charles (2010) Event studies : a methodology review, Accounting and finance, pp. 1-28, Wiley-Blackwell Publishing Asia, Milton, Qld. [C1]
ERA journal ID: 19059 – Scopus EID: Not tagged
Citation counts:Thomson - 5
2009 External
Cheung, Joe* and Corrado, Charles* (2009) Valuation and incentive effects of hurdle rate executive stock options, Review of quantitative finance and accounting, vol. 32, no. 3, pp. 269-285, Springer, Dordrecht, The Netherlands [C1.1]
ERA journal ID: 701 – Scopus EID: 2-s2.0-67349277716
Citation counts:2008 External
Corrado, Charles* and Truong, Cameron* (2008) Conducting event studies with Asia-Pacific security market data, Pacific-Basin finance journal, vol. 16, no. 5, pp. 493-521, Elsevier B.V., Amsterdam, The Netherlands [C1.1]
ERA journal ID: 32913 – Scopus EID: 2-s2.0-53149085278
Citation counts:2007 School of Accounting, Economics and Finance
Corrado, Charles and Truong, Cameron* (2007) Forecasting stock index volatility : comparing implied volatility and the intraday high-low price range, The journal of financial research, vol. 30, no. 2, pp. 201-215, Wiley - Blackwell, Oxford, England [C1.1]
ERA journal ID: 19572 – Scopus EID: 2-s2.0-34250831696
Citation counts:Corrado, Charles (2007) The hidden martingale restriction in Gram-Charlier option prices, Journal of futures markets, vol. 27, no. 6, pp. 517-534, John Wiley & Sons, Malden, Mass. [C1.1]
ERA journal ID: 19575 – Scopus EID: 2-s2.0-34248400790
Citation counts:2007 External
Cheung, Joe* and Corrado, Charles* (2007) The cost of granting executive stock options with strike prices adjusted by the cost of capital, Pacific accounting review, vol. 19, no. 2, pp. 96-107, Emerald Publishing Group, Bingley, England [C1.1]
ERA journal ID: 19114 – Scopus EID: Not tagged2006 School of Accounting, Economics and Finance
Corrado, Charles J and Miller, Thomas W. Jr.* (2006) Estimating expected excess returns using historical and option-implied volatility, Journal of financial research, vol. 29, no. 1, pp. 95-112, Wiley - Blackwell, Oxford, England [C1.1]
ERA journal ID: 19572 – Scopus EID: 2-s2.0-33645117277
Citation counts:2006 External
Cheung, Joe*, Corrado, Charles*, Chay, J. B.* and Jung, Do-Sub* (2006) Hurdle rate : executive stock options, Australian journal of management, vol. 31, no. 1, pp. 29-40, Sage, Thousand Oaks, Calif. [C1.1]
ERA journal ID: 19154 – Scopus EID: Not tagged2005 School of Accounting, Economics and Finance
Corrado, Charles J and Miller, Thomas W. Jr.* (2005) The forecast quality of CBOE implied volatility indexes, Journal of futures markets, vol. 25, no. 4, pp. 339-373, John Wiley & Sons, Malden, Mass. [C1.1]
ERA journal ID: 19575 – Scopus EID: 2-s2.0-14544275914
Citation counts:2003 External
Corrado, Charles J.* and Cheung, Joe* (2003) Geared equity investments : a case study of tax arbitrage down under, Australian journal of management, vol. 28, no. 1, pp. 83-96, Sage, London, England [C1.1]
ERA journal ID: 19154 – Scopus EID: Not tagged
Grants and Consultancies
All years
Research Income - Industry and Other Funding - Australian
Deb, S, Corrado, C* and Umoh, C*. Order attributes and execution efficiency of limit orders [V.1]
- 2009: $3,191
Higher Degree by Research Completions supervised by Charles Corrado
No completions found or audited.
- Legend:
- * Not a member of Deakin University at time of output.
DRO to publications collection last synchronised: Saturday 25th May 2013 10:04pm
