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 0 1 18 1 2 9 45
Debt Maturity and Commitment on Firm Policies 0 0 1 8 5 5 10 21
Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk? 1 1 1 34 3 10 12 81
Empirical Bayes Control of the False Discovery Exceedance 0 0 0 43 1 1 3 26
Endogenous Option Pricing 0 0 1 14 1 1 4 22
Option Strategies: Good Deals and Margin Calls 0 0 3 16 0 0 4 158
What Fuels the Volatility of Electricity Prices? 0 0 0 0 2 5 10 11
Why Did Auction Rate Bond Auctions Fail During 2007-2008? 0 0 0 47 1 1 2 151
p-Hacking: Evidence from Two Million Trading Strategies 5 9 32 362 9 24 93 1,069
Total Working Papers 6 10 39 542 23 49 147 1,584


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 0 0 2 2
An Evaluation of Alternative Multiple Testing Methods for Finance Applications 0 1 7 52 1 6 14 152
Anomalies and False Rejections 1 1 6 34 3 3 21 137
Auction failures and the market for auction rate securities 0 0 0 74 0 0 3 266
Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes 1 3 5 5 1 9 15 15
Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities? 0 0 3 25 0 0 3 78
Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps 0 0 2 85 1 3 7 309
Cross-section of option returns and volatility 4 7 19 321 15 23 65 948
Growth Options and Credit Risk 0 1 1 16 0 2 2 49
How does hedge designation impact the market’s perception of credit risk? 0 0 0 11 1 3 4 50
Option strategies: Good deals and margin calls 0 1 4 81 5 6 17 358
What Fuels the Volatility of Electricity Prices? 0 2 3 3 1 4 10 10
Total Journal Articles 6 16 50 707 28 59 163 2,374
1 registered items for which data could not be found


Statistics updated 2025-12-06