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 8 46
Debt Maturity and Commitment on Firm Policies 0 0 1 8 0 5 10 21
Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk? 0 1 1 34 4 7 16 85
Empirical Bayes Control of the False Discovery Exceedance 0 0 0 43 2 3 4 28
Endogenous Option Pricing 0 0 1 14 3 4 7 25
Option Strategies: Good Deals and Margin Calls 0 0 3 16 2 2 6 160
What Fuels the Volatility of Electricity Prices? 0 0 0 0 3 8 13 14
Why Did Auction Rate Bond Auctions Fail During 2007-2008? 0 0 0 47 0 1 2 151
p-Hacking: Evidence from Two Million Trading Strategies 2 9 30 364 13 29 95 1,082
Total Working Papers 2 10 37 544 28 61 161 1,612


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 1 1 3 3
An Evaluation of Alternative Multiple Testing Methods for Finance Applications 1 2 8 53 7 12 21 159
Anomalies and False Rejections 0 1 6 34 2 5 23 139
Auction failures and the market for auction rate securities 0 0 0 74 0 0 2 266
Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes 0 1 5 5 3 7 18 18
Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities? 0 0 2 25 0 0 2 78
Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps 0 0 1 85 2 3 8 311
Cross-section of option returns and volatility 4 9 22 325 13 32 74 961
Growth Options and Credit Risk 0 1 1 16 1 2 3 50
How does hedge designation impact the market’s perception of credit risk? 0 0 0 11 1 4 5 51
Option strategies: Good deals and margin calls 0 0 3 81 9 14 24 367
What Fuels the Volatility of Electricity Prices? 0 1 3 3 0 2 10 10
Total Journal Articles 5 15 51 712 39 82 193 2,413
1 registered items for which data could not be found


Statistics updated 2026-01-09