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 2 18 1 2 11 44
Debt Maturity and Commitment on Firm Policies 0 0 1 8 0 1 5 16
Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk? 0 0 0 33 7 8 9 78
Empirical Bayes Control of the False Discovery Exceedance 0 0 0 43 0 0 3 25
Endogenous Option Pricing 0 1 1 14 0 1 3 21
What Fuels the Volatility of Electricity Prices? 0 0 0 0 0 3 6 6
Why Did Auction Rate Bond Auctions Fail During 2007-2008? 0 0 0 47 0 0 1 150
p-Hacking: Evidence from Two Million Trading Strategies 2 3 35 355 8 18 94 1,053
Total Working Papers 2 4 39 518 16 33 132 1,393
1 registered items for which data could not be found


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 4 6 51 1 7 10 147
Anomalies and False Rejections 0 0 6 33 0 2 19 134
Auction failures and the market for auction rate securities 0 0 0 74 0 1 4 266
Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes 2 4 4 4 5 10 11 11
Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities? 0 0 7 25 0 0 8 78
Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps 0 0 4 85 2 2 8 308
Cross-section of option returns and volatility 2 5 15 316 4 17 52 929
Growth Options and Credit Risk 0 0 0 15 1 1 1 48
How does hedge designation impact the market’s perception of credit risk? 0 0 0 11 0 0 2 47
Option strategies: Good deals and margin calls 1 2 4 81 1 3 14 353
What Fuels the Volatility of Electricity Prices? 1 1 2 2 2 5 8 8
Total Journal Articles 6 16 48 697 16 48 139 2,331
1 registered items for which data could not be found


Statistics updated 2025-10-06