Alessio Saretto

1.5k total citations
33 papers, 923 citations indexed

About

Alessio Saretto is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Alessio Saretto has authored 33 papers receiving a total of 923 indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 14 papers in Accounting and 10 papers in Economics and Econometrics. Recurrent topics in Alessio Saretto's work include Financial Markets and Investment Strategies (13 papers), Credit Risk and Financial Regulations (10 papers) and Corporate Finance and Governance (10 papers). Alessio Saretto is often cited by papers focused on Financial Markets and Investment Strategies (13 papers), Credit Risk and Financial Regulations (10 papers) and Corporate Finance and Governance (10 papers). Alessio Saretto collaborates with scholars based in United States, Switzerland and United Kingdom. Alessio Saretto's co-authors include Amit Goyal, Heather Tookes, Tarun Chordia, John M. Griffin, Richard Lowery, John J. McConnell, Pedro Santa‐Clara, Campbell R. Harvey, Andrea Gamba and Baixiao Liu and has published in prestigious journals such as Journal of Financial Economics, Management Science and Review of Financial Studies.

In The Last Decade

Alessio Saretto

30 papers receiving 869 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Alessio Saretto United States	13	798	422	330	75	54	33	923
Laurent Barras Luxembourg	7	572 0.7×	309 0.7×	308 0.9×	35 0.5×	102 1.9×	19	643
Pamela C. Moulton United States	15	722 0.9×	418 1.0×	410 1.2×	55 0.7×	149 2.8×	40	816
Mila Getmansky Sherman United States	12	773 1.0×	299 0.7×	550 1.7×	52 0.7×	35 0.6×	33	944
Jan Annaert Belgium	15	530 0.7×	246 0.6×	341 1.0×	71 0.9×	79 1.5×	59	725
Jennifer L. Koski United States	13	765 1.0×	666 1.6×	315 1.0×	149 2.0×	45 0.8×	25	915
Edward Simpson Prescott United States	14	537 0.7×	276 0.7×	420 1.3×	67 0.9×	72 1.3×	61	768
Michela Verardo United Kingdom	9	618 0.8×	378 0.9×	357 1.1×	55 0.7×	84 1.6×	12	703
Mark B. Shackleton United Kingdom	16	859 1.1×	234 0.6×	613 1.9×	116 1.5×	78 1.4×	75	1.0k
Bernt Arne Ødegaard Norway	15	615 0.8×	370 0.9×	419 1.3×	87 1.2×	57 1.1×	43	808
Zhaogang Song United States	13	593 0.7×	153 0.4×	405 1.2×	45 0.6×	72 1.3×	55	761

Countries citing papers authored by Alessio Saretto

Since Specialization

Citations

This map shows the geographic impact of Alessio Saretto's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alessio Saretto with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alessio Saretto more than expected).

Fields of papers citing papers by Alessio Saretto

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alessio Saretto. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alessio Saretto. The network helps show where Alessio Saretto may publish in the future.

Co-authorship network of co-authors of Alessio Saretto

This figure shows the co-authorship network connecting the top 25 collaborators of Alessio Saretto. A scholar is included among the top collaborators of Alessio Saretto based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alessio Saretto. Alessio Saretto is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Saretto, Alessio, Anastasia Shcherbakova, & Jeremy Lin. (2024). What Fuels the Volatility of Electricity Prices?. The Energy Journal. 46(2). 201–225.

Saretto, Alessio, et al.. (2024). Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes. Review of Financial Studies. 38(6). 1783–1821. 1 indexed citations

Gamba, Andrea, et al.. (2023). Debt Maturity and Commitment on Firm Policies. Federal Reserve Bank of Dallas, Working Papers. 2023(2303).

Saretto, Alessio, et al.. (2022). Are Equity Option Returns Abnormal? IPCA Says No. Federal Reserve Bank of Dallas, Working Papers. 2022(2214). 1 indexed citations

Saretto, Alessio, et al.. (2021). Empirical Bayes Control of the False Discovery Exceedance. Federal Reserve Bank of Dallas, Working Papers. 2021(2115). 1 indexed citations

Chordia, Tarun, Amit Goyal, & Alessio Saretto. (2020). Anomalies and False Rejections. Review of Financial Studies. 33(5). 2134–2179. 76 indexed citations

Gamba, Andrea & Alessio Saretto. (2020). Growth Options and Credit Risk. Management Science. 66(9). 4269–4291. 7 indexed citations

Harvey, Campbell R., Yan Liu, & Alessio Saretto. (2019). An Evaluation of Alternative Multiple Testing Methods for Finance Applications. SSRN Electronic Journal. 2 indexed citations

Saretto, Alessio, et al.. (2015). Does Capital Structure Affect the Behavior of Nonfinancial Stakeholders? An Empirical Investigation into Leverage and Union Strikes. Management Science. 62(11). 3235–3253. 28 indexed citations

10.

Chakraborty, Indraneel, et al.. (2014). The Trust Alternative. SSRN Electronic Journal. 1 indexed citations

11.

Saretto, Alessio & Heather Tookes. (2013). Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps. Review of Financial Studies. 26(5). 1190–1247. 198 indexed citations

12.

Griffin, John M., Richard Lowery, & Alessio Saretto. (2012). Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities?. SSRN Electronic Journal. 13 indexed citations

13.

Tookes, Heather & Alessio Saretto. (2011). Corporate Leverage, Debt Maturity and Credit Default Swaps: The Role of Credit Supply. SSRN Electronic Journal. 29 indexed citations

14.

Saretto, Alessio, et al.. (2010). Union Strikes and the Impact of Non-Financial Stake Holders on Capital Structure. SSRN Electronic Journal. 8 indexed citations

15.

McConnell, John J. & Alessio Saretto. (2010). Auction failures and the market for auction rate securities. Journal of Financial Economics. 97(3). 451–469. 27 indexed citations

16.

Liu, Baixiao, John J. McConnell, & Alessio Saretto. (2010). Why Did Auction Rate Bond Auctions Fail during 2007–2008?. The Journal of Fixed Income. 20(2). 5–18. 4 indexed citations

17.

Goyal, Amit & Alessio Saretto. (2009). Cross-section of option returns and volatility☆. Journal of Financial Economics. 94(2). 310–326. 288 indexed citations

18.

McConnell, John J. & Alessio Saretto. (2009). Auction Failures and the Market for Auction Rate Securities. SSRN Electronic Journal. 8 indexed citations

19.

Goyal, Amit & Alessio Saretto. (2007). Option Returns and Volatility Mispricing. SSRN Electronic Journal. 7 indexed citations

20.

Saretto, Alessio & Pedro Santa‐Clara. (2006). Option Strategies: Good Deals and Margin Calls. SSRN Electronic Journal. 33 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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