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 0 2 11 42
Debt Maturity and Commitment on Firm Policies 0 0 1 8 0 1 5 15
Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk? 0 0 0 33 0 1 1 70
Empirical Bayes Control of the False Discovery Exceedance 0 0 0 43 1 1 4 25
Endogenous Option Pricing 0 0 0 13 1 1 2 20
Option Strategies: Good Deals and Margin Calls 2 2 2 15 2 2 3 156
What Fuels the Volatility of Electricity Prices? 0 0 0 0 0 0 2 2
Why Did Auction Rate Bond Auctions Fail During 2007-2008? 0 0 0 47 0 0 2 150
p-Hacking: Evidence from Two Million Trading Strategies 3 11 46 348 8 28 105 1,027
Total Working Papers 5 13 51 525 12 36 135 1,507


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 2 2 2
An Evaluation of Alternative Multiple Testing Methods for Finance Applications 1 2 2 47 1 2 3 140
Anomalies and False Rejections 1 3 9 32 4 10 20 129
Auction failures and the market for auction rate securities 0 0 0 74 0 0 4 264
Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities? 0 2 8 25 0 2 9 78
Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps 0 0 6 85 0 1 7 305
Cross-section of option returns and volatility 0 4 11 307 1 9 33 899
Growth Options and Credit Risk 0 0 0 15 0 0 1 47
How does hedge designation impact the market’s perception of credit risk? 0 0 0 11 0 0 1 46
Option strategies: Good deals and margin calls 0 0 3 79 1 1 13 348
Total Journal Articles 2 11 39 675 7 27 93 2,258
1 registered items for which data could not be found


Statistics updated 2025-05-12