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Event studies: A methodology review

Corrado, Charles J. - In: Accounting and Finance 51 (2011) 1, pp. 207-234

Persistent link: https://www.econbiz.de/10009245713

Fundamentals of investments

Corrado, Charles J.; Jordan, Bradford D. - 2005 - 3. ed., internat. ed.

Persistent link: https://www.econbiz.de/10004791806

ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION-IMPLIED VOLATILITY

Corrado, Charles J.; Miller, Thomas W. - In: The journal of financial research : a publ. of the … 29 (2006) 1, pp. 95-112

Persistent link: https://www.econbiz.de/10006809157

The forecast quality of CBOE implied volatility indexes

Corrado, Charles J.; Miller Jr, Thomas W. - In: The journal of futures markets 25 (2005) 4, pp. 339-374

Persistent link: https://www.econbiz.de/10006809631

Option Pricing Based on the Generalized Lambda Distribution

Corrado, Charles J. - In: The journal of futures markets 21 (2001) 3, pp. 213-236

Persistent link: https://www.econbiz.de/10006834312

Risk Aversion, Uncertain Information, and Market Efficiency: Reexamining the Evidence

Corrado, Charles J.; Jordan, Bradford D. - In: Review of quantitative finance and accounting 8 (1997) 1, pp. 51-68

Persistent link: https://www.econbiz.de/10007201123

American Military Interests and Economic Confidence in Spain under the Franco Dictatorship

Calvo-Gonzalez, Oscar; Acemoglu, Daron; Johnson, Simon; … - In: The journal of economic history 67 (2007) 3, pp. 740-767

Persistent link: https://www.econbiz.de/10007794319

Event studies: A methodology review

Corrado, Charles J. - In: Accounting and finance : journal of the Accounting … 51 (2011) 1, pp. 207-235

Persistent link: https://www.econbiz.de/10008848406

The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns

Corrado, Charles J.; Zivney, Terry L. - In: Journal of Financial and Quantitative Analysis 27 (1992) 03, pp. 465-478

This paper evaluates a nonparametric sign test for abnormal security price performance in event studies. The sign test statistic examined here does not require a symmetrical distribution of security excess returns for correct specification. Sign test performance is compared to a parametric...

Persistent link: https://www.econbiz.de/10005609722

A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A. Correction

Corrado, Charles J.; Schatzberg, John - In: Journal of Financial and Quantitative Analysis 25 (1990) 03, pp. 411-415

Persistent link: https://www.econbiz.de/10005609725