Alessio Saretto

Finance · 2009–2013

A researcher in the Science corpus: 3 papers; trusts 26 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

• Finance — 74 citations into it; #2,821 of 10,518 by trust here, #3,760 by citations
• Economics and Econometrics — 44 citations into it; #6,047 of 23,481 by trust here, #11,156 by citations
• Accounting — 32 citations into it
• Strategy and Management — 5 citations into it

Whom Alessio Saretto trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Michael R. Roberts
2. Jeffrey M. Wooldridge
3. Ewa J. Kleczyk, PhD
4. Sudheer Chava
5. Adam B. Ashcraft
6. Jun Pan
7. Shane A. Johnson
8. Robert Battalio
9. Mark T. Leary
10. Toni M. Whited

Who trusts Alessio Saretto overall

1. Turan G. Bali
2. Jie Cao
3. Justin Birru
4. Adrian Buss
5. Lukas Menkhoff
6. Grigory Vilkov
7. Scott Murray
8. Bing Han
9. Baolian Wang

Papers from Alessio Saretto's perspective

Ordered by how strongly the researchers Alessio Saretto trusts endorse each paper. Same corpus, a different order for every researcher.

1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
2. The Cross‐Section of Expected Stock Returns
3. Debt Maturity and the Effects of Growth Opportunities and Liquidity Risk on Leverage
4. Bank Loan Supply, Lender Choice, and Corporate Capital Structure
5. How Does Financing Impact Investment? The Role of Debt Covenants
6. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
7. Bank Lending During the Financial Crisis of 2008
8. Expected Option Returns
9. Options and the Bubble
10. Mental Accounting, Loss Aversion, and Individual Stock Returns

Their papers

• Option Strategies: Good Deals and Margin Calls (2009) — 163 citations
• Cross-Section of Option Returns and Volatility (2009) — 363 citations
• Corporate Leverage, Debt Maturity and Credit Supply: The Role of Credit Default Swaps (2013) — 277 citations