Charles J. Corrado

3.7k total citations · 1 hit paper
53 papers, 2.6k citations indexed

About

Charles J. Corrado is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Charles J. Corrado has authored 53 papers receiving a total of 2.6k indexed citations (citations by other indexed papers that have themselves been cited), including 49 papers in Finance, 16 papers in Accounting and 14 papers in Economics and Econometrics. Recurrent topics in Charles J. Corrado's work include Financial Markets and Investment Strategies (31 papers), Stochastic processes and financial applications (20 papers) and Financial Risk and Volatility Modeling (15 papers). Charles J. Corrado is often cited by papers focused on Financial Markets and Investment Strategies (31 papers), Stochastic processes and financial applications (20 papers) and Financial Risk and Volatility Modeling (15 papers). Charles J. Corrado collaborates with scholars based in United States, Australia and New Zealand. Charles J. Corrado's co-authors include Tie Su, Terry L. Zivney, Thomas W. Miller, Cameron Truong, Bradford D. Jordan, Stephen P. Ferris, Dean Taylor, Yangyang Chen, W. Byron Groves and Graeme Newman and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and European Journal of Operational Research.

In The Last Decade

Charles J. Corrado

49 papers receiving 2.3k citations

Hit Papers

A nonparametric test for abnormal security-price performa... 1989 2026 2001 2013 1989 250 500 750
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. A nonparametric test for abnormal security-price performance in event studies
    1989 788 citations Charles J. Corrado Journal of Financial Economics profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Charles J. Corrado United States 22 1.7k 1.1k 986 408 259 53 2.6k
Stephen Gray Australia 23 1.8k 1.1× 882 0.8× 1.6k 1.6× 301 0.7× 823 3.2× 74 2.9k
Xinzhong Xu United Kingdom 17 1.4k 0.8× 734 0.7× 907 0.9× 260 0.6× 311 1.2× 30 1.9k
Loriana Pelizzon Germany 26 1.8k 1.1× 564 0.5× 1.6k 1.6× 326 0.8× 370 1.4× 157 2.8k
Gongmeng Chen Hong Kong 23 1.8k 1.0× 2.4k 2.2× 1.3k 1.3× 809 2.0× 378 1.5× 42 3.8k
W. V. Harlow United States 13 2.2k 1.3× 1.4k 1.2× 1.2k 1.2× 212 0.5× 274 1.1× 20 2.7k
Carl R. Chen United States 29 1.4k 0.8× 2.0k 1.8× 1.3k 1.3× 674 1.7× 337 1.3× 98 3.2k
Dwight M. Jaffee United States 26 2.2k 1.3× 1.1k 1.0× 2.4k 2.5× 186 0.5× 651 2.5× 114 3.6k
Andrew Christie United States 8 2.0k 1.2× 1.3k 1.1× 1.4k 1.4× 659 1.6× 382 1.5× 9 2.9k
Ricardo Pereira Câmara Leal Brazil 21 1.1k 0.7× 1.1k 1.0× 880 0.9× 486 1.2× 325 1.3× 106 2.2k
Dan Galai Israel 23 3.7k 2.2× 2.4k 2.2× 1.7k 1.7× 836 2.0× 303 1.2× 76 4.7k

Countries citing papers authored by Charles J. Corrado

Since Specialization
Citations

This map shows the geographic impact of Charles J. Corrado's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Charles J. Corrado with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Charles J. Corrado more than expected).

Fields of papers citing papers by Charles J. Corrado

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Charles J. Corrado. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Charles J. Corrado. The network helps show where Charles J. Corrado may publish in the future.

Co-authorship network of co-authors of Charles J. Corrado

This figure shows the co-authorship network connecting the top 25 collaborators of Charles J. Corrado. A scholar is included among the top collaborators of Charles J. Corrado based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Charles J. Corrado. Charles J. Corrado is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Truong, Cameron, Charles J. Corrado, & Yangyang Chen. (2012). The options market response to accounting earnings announcements. Journal of International Financial Markets Institutions and Money. 22(3). 423–450. 21 indexed citations
2.
Corrado, Charles J.. (2010). Event Studies: A Methodology Review. SSRN Electronic Journal. 25 indexed citations
3.
Corrado, Charles J.. (2010). Event studies: A methodology review. Accounting and Finance. 51(1). 207–234. 223 indexed citations
4.
Corrado, Charles J. & Cameron Truong. (2009). Options Trading Volume and Stock Price Response to Earnings Announcements. SSRN Electronic Journal. 4 indexed citations
5.
Corrado, Charles J., et al.. (2007). The cost of granting executive stock options with strike prices adjusted by the cost of capital. Pacific Accounting Review. 19(2). 96–107.
6.
Corrado, Charles J. & Cameron Truong. (2007). FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE. The Journal of Financial Research. 30(2). 201–215. 31 indexed citations
7.
Corrado, Charles J.. (2006). The Hidden Martingale Restriction in Gram-Charlier Option Prices. SSRN Electronic Journal. 3 indexed citations
8.
Corrado, Charles J. & Thomas W. Miller. (2004). Tweaking Implied Volatility. SSRN Electronic Journal. 2 indexed citations
9.
Corrado, Charles J. & Thomas W. Miller. (2003). The Forecast Quality of CBOE Implied Volatility Indexes. SSRN Electronic Journal. 28 indexed citations
10.
Corrado, Charles J., et al.. (2003). Geared Equity Investments: A Case Study of Tax Arbitrage Down Under. Australian Journal of Management. 28(1). 83–96.
11.
Corrado, Charles J., et al.. (2001). Repricing and employee stock option valuation. Journal of Banking & Finance. 25(6). 1059–1082. 13 indexed citations
12.
Corrado, Charles J. & Bradford D. Jordan. (1999). Fundamentals of Investments: Valuation and Management. 40 indexed citations
13.
Corrado, Charles J. & Thomas W. Miller. (1996). Efficient option-implied volatility estimators. Journal of Futures Markets. 16(3). 247–272. 25 indexed citations
14.
Corrado, Charles J., et al.. (1996). S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula. Journal of Futures Markets. 16(6). 611–629. 6 indexed citations
15.
Corrado, Charles J. & Terry L. Zivney. (1992). The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns. Journal of Financial and Quantitative Analysis. 27(3). 465–465. 356 indexed citations
16.
Corrado, Charles J., et al.. (1991). Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators. Financial Review. 26(4). 587–599. 2 indexed citations
17.
Bierwag, G. O., Charles J. Corrado, & George G. Kaufman. (1990). Computing durations for bond portfolios. The Journal of Portfolio Management. 17(1). 51–55. 9 indexed citations
18.
Corrado, Charles J., et al.. (1990). A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Correction. Journal of Financial and Quantitative Analysis. 25(3). 411–411. 5 indexed citations
19.
Corrado, Charles J.. (1989). A nonparametric test for abnormal security-price performance in event studies. Journal of Financial Economics. 23(2). 385–395. 788 indexed citations breakdown →
20.
Corrado, Charles J.. (1988). Nonparametric statistical methods in financial market research. UA Campus Repository (The University of Arizona).

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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