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 1 2 3 18 2 6 14 40
Debt Maturity and Commitment on Firm Policies 1 1 1 8 3 3 5 14
Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk? 0 0 0 33 0 0 0 69
Empirical Bayes Control of the False Discovery Exceedance 0 0 0 43 0 1 5 24
Endogenous Option Pricing 0 0 0 13 1 1 1 19
Option Strategies: Good Deals and Margin Calls 0 0 1 13 0 0 2 154
What Fuels the Volatility of Electricity Prices? 0 0 0 0 1 1 2 2
Why Did Auction Rate Bond Auctions Fail During 2007-2008? 0 0 0 47 1 1 4 150
p-Hacking: Evidence from Two Million Trading Strategies 3 15 46 337 12 36 110 999
Total Working Papers 5 18 51 512 20 49 143 1,471


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 0 0
An Evaluation of Alternative Multiple Testing Methods for Finance Applications 0 0 1 45 0 0 2 138
Anomalies and False Rejections 1 2 6 29 3 4 13 119
Auction failures and the market for auction rate securities 0 0 0 74 0 2 7 264
Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities? 0 1 6 23 0 2 7 76
Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps 1 2 7 85 1 2 9 304
Cross-section of option returns and volatility 0 1 13 303 3 9 35 890
Growth Options and Credit Risk 0 0 2 15 0 0 4 47
How does hedge designation impact the market’s perception of credit risk? 0 0 0 11 0 1 1 46
Option strategies: Good deals and margin calls 1 2 4 79 4 6 16 347
Total Journal Articles 3 8 39 664 11 26 94 2,231
1 registered items for which data could not be found


Statistics updated 2025-02-05