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Alessio Saretto

Alessio Saretto

Federal Reserve Bank - Pamplona / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4620610
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person_outline Alessio Saretto's MOST POPULAR ARTICLES
1-) Cross-section of option returns and volatility Journal of Financial Economics 94 (2), 310-326, 2009
2-) Corporate leverage, debt maturity, and credit supply: The role of credit default swaps The Review of Financial Studies 26 (5), 1190-1247, 2013
3-) Option strategies: Good deals and margin calls Journal of Financial Markets 12 (3), 391-417, 2009
4-) Anomalies and false rejections The Review of Financial Studies 33 (5), 2134-2179, 2020
5-) Complex securities and underwriter reputation: Do reputable underwriters produce better securities? The Review of Financial Studies 27 (10), 2872-2925, 2014