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 2 18 2 6 13 42
Debt Maturity and Commitment on Firm Policies 0 1 1 8 1 4 6 15
Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk? 0 0 0 33 1 1 1 70
Empirical Bayes Control of the False Discovery Exceedance 0 0 0 43 0 1 5 24
Endogenous Option Pricing 0 0 0 13 0 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 0 1 2 2
Why Did Auction Rate Bond Auctions Fail During 2007-2008? 0 0 0 47 0 1 3 150
p-Hacking: Evidence from Two Million Trading Strategies 2 9 47 339 7 30 105 1,006
Total Working Papers 2 11 51 514 11 45 138 1,482


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 2 2 2 2
An Evaluation of Alternative Multiple Testing Methods for Finance Applications 1 1 1 46 1 1 2 139
Anomalies and False Rejections 2 3 8 31 6 9 19 125
Auction failures and the market for auction rate securities 0 0 0 74 0 1 7 264
Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities? 1 2 7 24 1 2 8 77
Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps 0 2 7 85 0 2 7 304
Cross-section of option returns and volatility 2 3 14 305 6 13 37 896
Growth Options and Credit Risk 0 0 1 15 0 0 3 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 2 4 79 0 6 15 347
Total Journal Articles 6 13 42 670 16 36 101 2,247
1 registered items for which data could not be found


Statistics updated 2025-03-03