Access Statistics for Alessio Saretto

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Equity Option Returns Abnormal? IPCA Says No 0 1 1 19 2 13 17 59
Debt Maturity and Commitment on Firm Policies 0 1 1 9 4 7 13 28
Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk? 0 0 1 34 0 5 20 90
Empirical Bayes Control of the False Discovery Exceedance 0 0 0 43 3 8 12 36
Endogenous Option Pricing 0 0 1 14 1 6 12 31
Option Strategies: Good Deals and Margin Calls 1 1 4 17 3 7 13 167
What Fuels the Volatility of Electricity Prices? 0 0 0 0 1 6 18 20
Why Did Auction Rate Bond Auctions Fail During 2007-2008? 0 0 0 47 1 5 6 156
p-Hacking: Evidence from Two Million Trading Strategies 2 4 23 368 12 24 87 1,106
Total Working Papers 3 7 31 551 27 81 198 1,693


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Bayes Approach to Controlling the False Discovery Exceedance 0 0 0 0 2 4 5 7
An Evaluation of Alternative Multiple Testing Methods for Finance Applications 0 2 9 55 2 9 29 168
Anomalies and False Rejections 2 3 6 37 3 9 23 148
Auction failures and the market for auction rate securities 0 0 0 74 0 3 5 269
Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes 2 3 8 8 3 11 29 29
Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities? 0 0 0 25 0 3 3 81
Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps 0 1 1 86 0 6 12 317
Cross-section of option returns and volatility 0 2 20 327 5 41 104 1,002
Growth Options and Credit Risk 0 0 1 16 1 4 7 54
How does hedge designation impact the market’s perception of credit risk? 0 0 0 11 0 6 11 57
Option strategies: Good deals and margin calls 0 0 2 81 2 15 35 382
What Fuels the Volatility of Electricity Prices? 0 0 3 3 2 6 16 16
Total Journal Articles 4 11 50 723 20 117 279 2,530
1 registered items for which data could not be found


Statistics updated 2026-04-09