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Hurdle rate : executive stock options
Corrado, Charles Joseph; Cheung, Joe; Chay, J. B.; … - 2005
Persistent link: https://www.econbiz.de/10003332199
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Fundamentals of investments : valuation and management
Corrado, Charles J.; Jordan, Bradford D. - 2005 - 3. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001803101
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The hidden martingale restriction in Gram-Charlier option prices
Corrado, Charles Joseph - In: The journal of futures markets 27 (2007) 6, pp. 517-534
Persistent link: https://www.econbiz.de/10003493103
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Event studies : a methodology review
Corrado, Charles Joseph - In: Accounting and finance : journal of the Accounting … 51 (2011) 1, pp. 207-234
Persistent link: https://www.econbiz.de/10009010535
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Special issue on risk management and financial derivatives
Corrado, Charles Joseph (contributor) - 2003
Persistent link: https://www.econbiz.de/10001849585
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Option pricing based on the generalized lambda distribution
Corrado, Charles Joseph - In: The journal of futures markets 21 (2001) 3, pp. 213-236
Persistent link: https://www.econbiz.de/10001556707
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A nonparametric test for abnormal security-price performance in event studies
Corrado, Charles Joseph - In: Journal of financial economics 23 (1989) 2, pp. 385-395
Persistent link: https://www.econbiz.de/10001076045
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Official foreign exchange market intervention by the industrialized countries in the 1970's
Corrado, Charles Joseph - 1985
Persistent link: https://www.econbiz.de/10000741645
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The forecast quality of CBOE implied volatility indexes
Corrado, Charles Joseph; Miller, Thomas W. - 2004
Persistent link: https://www.econbiz.de/10002120589
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Estimating expected excess returns using historical and option-implied volatility
Corrado, Charles Joseph; Miller, Thomas W. - 2005
Persistent link: https://www.econbiz.de/10003332149