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Saretto, Alessio's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
6,385 |
Total
Citations
82 |
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1.
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Goyal, Amit
University of Lausanne Saretto, Alessio
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
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2,425
(2,049)
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28
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option returns, implied volatility
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2.
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Saretto, Alessio
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
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1,477
(4,857)
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5
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Default, Hazard Rate, Distress Risk
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3.
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Saretto, Alessio
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics Santa-Clara, Pedro
Nova School of Business and Economics
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958
(10,041)
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32
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Option strategies, margin requirements
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4.
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McConnell, John J.
Purdue University Saretto, Alessio
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
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27 Aug 08
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Last Revised:
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27 Jun 09
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528
(24,016)
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8
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Auction Failures, Auction Rate Securities, ARS
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5.
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Gamba, Andrea
Warwick Business School - University of Warwick Aranda, Mamen
University of Navarra - Business Saretto, Alessio
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
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08 Jul 08
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Last Revised:
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17 Nov 11
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336
(42,647)
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dynamic capital structure, investment, credit risk, agency costs
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6.
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Saretto, Alessio
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics Tookes, Heather
Yale University - Yale School of Management
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08 Mar 11
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Last Revised:
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11 Dec 12
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292
(50,678)
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9
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capital structure, supply frictions, credit default swaps
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7.
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Griffin, John M.
University of Texas at Austin - Department of Finance Lowery, Richard
University of Texas-Austin Saretto, Alessio
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
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01 Jul 12
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Last Revised:
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28 Mar 13
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165
(90,740)
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complex securities, reputation, CDO, ABS, MBS, CLO
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8.
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Gamba, Andrea
Warwick Business School - University of Warwick Saretto, Alessio
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
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31 Jul 12
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Last Revised:
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04 Mar 13
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114
(124,226)
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CDS, leverage, credit risk, default
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9.
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Saretto, Alessio
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics Myers, Brett W.
Texas Tech, Rawls College of Business
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90
(146,640)
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leverage, non-financial stakeholders, contract negotiations, union strikes
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