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 10 44
Debt Maturity and Commitment on Firm Policies 0 0 1 8 0 0 5 16
Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk? 0 0 0 33 0 8 9 78
Empirical Bayes Control of the False Discovery Exceedance 0 0 0 43 0 0 2 25
Endogenous Option Pricing 0 0 1 14 0 0 3 21
What Fuels the Volatility of Electricity Prices? 0 0 0 0 3 5 8 9
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 5 35 357 7 21 97 1,060
Total Working Papers 2 5 39 520 10 36 135 1,403
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 1 3 7 52 4 8 13 151
Anomalies and False Rejections 0 0 6 33 0 1 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 0 2 4 4 3 11 14 14
Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities? 0 0 3 25 0 0 4 78
Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps 0 0 2 85 0 2 6 308
Cross-section of option returns and volatility 1 5 15 317 4 16 52 933
Growth Options and Credit Risk 1 1 1 16 1 2 2 49
How does hedge designation impact the market’s perception of credit risk? 0 0 0 11 2 2 4 49
Option strategies: Good deals and margin calls 0 2 4 81 0 2 12 353
What Fuels the Volatility of Electricity Prices? 1 2 3 3 1 6 9 9
Total Journal Articles 4 15 45 701 15 51 141 2,346
1 registered items for which data could not be found


Statistics updated 2025-11-08