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Alessio Saretto
Title
Cited by
Cited by
Year
Cross-section of option returns and volatility
A Goyal, A Saretto
Journal of Financial Economics 94 (2), 310-326, 2009
5112009
Corporate leverage, debt maturity, and credit supply: The role of credit default swaps
A Saretto, HE Tookes
The Review of Financial Studies 26 (5), 1190-1247, 2013
387*2013
Option strategies: Good deals and margin calls
P Santa-Clara, A Saretto
Journal of Financial Markets 12 (3), 391-417, 2009
2392009
Anomalies and false rejections
T Chordia, A Goyal, A Saretto
The Review of Financial Studies 33 (5), 2134-2179, 2020
208*2020
Complex securities and underwriter reputation: Do reputable underwriters produce better securities?
J Griffin, R Lowery, A Saretto
The Review of Financial Studies 27 (10), 2872-2925, 2014
1042014
Does capital structure affect the behavior of nonfinancial stakeholders? An empirical investigation into leverage and union strikes
BW Myers, A Saretto
Management Science 62 (11), 3235-3253, 2016
72*2016
Predicting and pricing the probability of default
A Saretto
AFA 2006 Boston Meetings Paper, 2005
622005
Auction failures and the market for auction rate securities
JJ McConnell, A Saretto
Journal of Financial Economics 97 (3), 451-469, 2010
472010
An evaluation of alternative multiple testing methods for finance applications
CR Harvey, Y Liu, A Saretto
The Review of Asset Pricing Studies 10 (2), 199-248, 2020
362020
Growth options and credit risk
A Gamba, A Saretto
Management Science 66 (9), 4269-4291, 2020
21*2020
How does hedge designation impact the market’s perception of credit risk?
S Anbil, A Saretto, H Tookes
Journal of Financial Stability 41, 25-42, 2019
17*2019
The agency credit spread
A Gamba, M Aranda, A Saretto
Working Paper, SSRN, http://dx. doi. org/10.2139/ssrn. 2373423, 2013
152013
Are equity option returns abnormal? ipca says no
A Goyal, A Saretto
IPCA Says No (December 12, 2022), 2022
122022
Empirical bayes control of the false discovery exceedance
P Basu, L Fu, A Saretto, W Sun
FRB of Dallas Working Paper, 2021
82021
The agency component of credit spread
A Gamba, A Saretto
WBS Finance Group Research Paper, 2018
52018
Why Did Auction Rate Bond Auctions Fail during 2007-2008?
B Liu, JJ McConnell, A Saretto
The Journal of Fixed Income 20 (2), 5, 2010
42010
The Trust Alternative
I Chakraborty, A Saretto, M Wardlaw
SSRN Electronic Journal, 2015
3*2015
Endogenous option pricing
A Gamba, A Saretto
FRB of Dallas Working Paper, 2022
22022
An Empirical Bayes Approach to Controlling the False Discovery Exceedance
P Basu, L Fu, A Saretto, W Sun
Journal of Business & Economic Statistics, 1-23, 2023
12023
Reciprocal deposit networks provide means to exceed FDIC’s $250,000 account cap
D Ryfe, A Saretto
Federal Reserve Bank of Dallas, 2023
2023
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