Zobrazeno 1 - 10
of 27
pro vyhledávání: '"Alessio Saretto"'
Publikováno v:
The Review of Asset Pricing Studies. 10:199-248
In almost every area of empirical finance, researchers confront multiple tests. One high-profile example is the identification of outperforming investment managers, many of whom beat their benchmarks purely by luck. Multiple testing methods are desig
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b9abad0f973997035353a94959a440da
https://doi.org/10.1093/rapstu/raaa003
https://doi.org/10.1093/rapstu/raaa003
Publikováno v:
The Review of Financial Studies. 33:2134-2179
We use information from over 2 million trading strategies randomly generated using real data and from strategies that survive the publication process to infer the statistical properties of the set of strategies that could have been studied by researc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9a195213c98cb6993650a555f1389fc3
https://doi.org/10.1093/rfs/hhaa018
https://doi.org/10.1093/rfs/hhaa018
Autor:
Andrea Gamba, Alessio Saretto
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bb529742e3d30ce08b713c0620bfa8f5
https://doi.org/10.2139/ssrn.3748570
https://doi.org/10.2139/ssrn.3748570
Autor:
Amit Goyal, Alessio Saretto
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::82622507280ea63b59c9d5929e9c56f8
https://doi.org/10.2139/ssrn.4194384
https://doi.org/10.2139/ssrn.4194384
Publikováno v:
Journal of Financial Stability. 41:25-42
Non-financial corporations typically cite risk management as the primary reason for their derivatives use. If hedging programs are effective, then firms using derivatives should have lower credit risk than those that do not. Consistent with this idea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::37c9cab3be3e93027fe44dccab3c0fe2
https://doi.org/10.1016/j.jfs.2019.01.001
https://doi.org/10.1016/j.jfs.2019.01.001
Autor:
Alessio Saretto, Brett W. Myers
Publikováno v:
Management Science. 62:3235-3253
We use contract negotiation data to study how leverage affects the interaction between firms and an important nonfinancial stakeholder, labor unions. Consistent with the idea that leverage diminishes the bargaining position of labor, we find that uni
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4d9e5213dfddf0207d3e5a2df607f037
https://doi.org/10.1287/mnsc.2015.2267
https://doi.org/10.1287/mnsc.2015.2267
Publikováno v:
SSRN Electronic Journal.
Negative policy spillovers can undermine the social effectiveness of well-intentioned regulations. We evaluate whether environmental regulations that shifted electricity generation from coal to natural gas, reducing emissions, had an effect on electr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::19c9f8249a4186777fcfd75b8cc5fcef
https://doi.org/10.2139/ssrn.3324592
https://doi.org/10.2139/ssrn.3324592
Publikováno v:
SSRN Electronic Journal.
In almost every area of empirical finance, researchers are confronted with multiple tests. One high profile example is the identification of investment managers that outperform. Many beat their benchmarks purely by luck. Multiple testing methods are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99826b0421c1b4581c821cb270637fbe
https://doi.org/10.2139/ssrn.3480087
https://doi.org/10.2139/ssrn.3480087
Autor:
Alessio Saretto, Heather Tookes
Publikováno v:
Review of Financial Studies. 26:1190-1247
Does the ability of suppliers of corporate debt capital to hedge risk through credit default swap (CDS) contracts impact firms' capital structures? We find that firms with traded CDS contracts on their debt are able to maintain higher leverage ratios
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2840dea8d6d379a6bf44b32d0e89fade
https://doi.org/10.1093/rfs/hht007
https://doi.org/10.1093/rfs/hht007
Publikováno v:
SSRN Electronic Journal.
We use information from over two million trading strategies that are randomly generated using real data, and from strategies that survive the publication process to infer the statistical properties of the set of strategies that could have been studie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3b9a600a61093b5b28a5ac6690746f40
https://doi.org/10.2139/ssrn.3017677
https://doi.org/10.2139/ssrn.3017677