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 1 1 19 6 12 15 57
Debt Maturity and Commitment on Firm Policies 0 1 1 9 1 3 9 24
Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk? 0 0 1 34 1 9 20 90
Empirical Bayes Control of the False Discovery Exceedance 0 0 0 43 1 7 9 33
Endogenous Option Pricing 0 0 1 14 0 8 11 30
Option Strategies: Good Deals and Margin Calls 0 0 3 16 3 6 10 164
What Fuels the Volatility of Electricity Prices? 0 0 0 0 1 8 17 19
Why Did Auction Rate Bond Auctions Fail During 2007-2008? 0 0 0 47 2 4 5 155
p-Hacking: Evidence from Two Million Trading Strategies 0 4 27 366 6 25 88 1,094
Total Working Papers 0 6 34 548 21 82 184 1,666


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 3 3 5
An Evaluation of Alternative Multiple Testing Methods for Finance Applications 2 3 9 55 5 14 27 166
Anomalies and False Rejections 1 1 4 35 2 8 20 145
Auction failures and the market for auction rate securities 0 0 0 74 2 3 5 269
Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes 1 1 6 6 5 11 26 26
Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities? 0 0 1 25 0 3 4 81
Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps 1 1 1 86 2 8 13 317
Cross-section of option returns and volatility 2 6 22 327 21 49 101 997
Growth Options and Credit Risk 0 0 1 16 0 4 6 53
How does hedge designation impact the market’s perception of credit risk? 0 0 0 11 1 7 11 57
Option strategies: Good deals and margin calls 0 0 2 81 4 22 33 380
What Fuels the Volatility of Electricity Prices? 0 0 3 3 0 4 14 14
Total Journal Articles 7 12 49 719 43 136 263 2,510
1 registered items for which data could not be found


Statistics updated 2026-03-04