Alessio Saretto
Names
| first: |
Alessio |
| last: |
Saretto |
Identifer
Contact
Affiliations
-
Federal Reserve Bank of Dallas
/ Economic Research Department
Research profile
author of:
- Option Strategies: Good Deals and Margin Calls (RePEc:cdl:anderf:qt0499w44p)
by Santa-Clara, Pedro & Saretto, Alessio - p-Hacking: Evidence from Two Million Trading Strategies (RePEc:chf:rpseri:rp1737)
by Tarun Chordia & Amit Goyal & Alessio Saretto - Option strategies: Good deals and margin calls (RePEc:eee:finmar:v:12:y:2009:i:3:p:391-417)
by Santa-Clara, Pedro & Saretto, Alessio - How does hedge designation impact the market’s perception of credit risk? (RePEc:eee:finsta:v:41:y:2019:i:c:p:25-42)
by Anbil, Sriya & Saretto, Alessio & Tookes, Heather - Cross-section of option returns and volatility (RePEc:eee:jfinec:v:94:y:2009:i:2:p:310-326)
by Goyal, Amit & Saretto, Alessio - Auction failures and the market for auction rate securities (RePEc:eee:jfinec:v:97:y:2010:i:3:p:451-469)
by McConnell, John J. & Saretto, Alessio - Empirical Bayes Control of the False Discovery Exceedance (RePEc:fip:feddwp:93384)
by Pallavi Basu & Luella Fu & Alessio Saretto & Wenguang Sun - Endogenous Option Pricing (RePEc:fip:feddwp:93888)
by Andrea Gamba & Alessio Saretto - Are Equity Option Returns Abnormal? IPCA Says No (RePEc:fip:feddwp:94684)
by Amit Goyal & Alessio Saretto - Debt Maturity and Commitment on Firm Policies (RePEc:fip:feddwp:96046)
by Andrea Gamba & Alessio Saretto - What Fuels the Volatility of Electricity Prices? (RePEc:fip:feddwp:98977)
by Jeremy Lin & Alessio Saretto & Anastasia Shcherbakova - Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk? (RePEc:fip:fedgfe:2016-100)
by Sriya Anbil & Alessio Saretto & Heather Tookes - Unknown item RePEc:inm:ormnsc:v:62:y:2016:i:11:p:3235-3253 (article)
- Growth Options and Credit Risk (RePEc:inm:ormnsc:v:66:y:2020:i:9:p:4269-4291)
by Andrea Gamba & Alessio Saretto - An Evaluation of Alternative Multiple Testing Methods for Finance Applications (RePEc:oup:rasset:v:10:y:2020:i:2:p:199-248.)
by Campbell R Harvey & Yan Liu & Alessio Saretto & Jeffrey Pontiff - Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps (RePEc:oup:rfinst:v:26:y:2013:i:5:p:1190-1247)
by Alessio Saretto & Heather E. Tookes - Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities? (RePEc:oup:rfinst:v:27:y:2014:i:10:p:2872-2925.)
by John Griffin & Richard Lowery & Alessio Saretto - Anomalies and False Rejections (RePEc:oup:rfinst:v:33:y:2020:i:5:p:2134-2179.)
by Tarun Chordia & Amit Goyal & Alessio Saretto - Why Did Auction Rate Bond Auctions Fail During 2007-2008? (RePEc:pur:prukra:1245)
by Baixiao Liu & John J. McConnell & Alessio Saretto - An Empirical Bayes Approach to Controlling the False Discovery Exceedance (RePEc:taf:jnlbes:v:42:y:2024:i:3:p:1041-1052)
by Pallavi Basu & Luella Fu & Alessio Saretto & Wenguang Sun