Institution: Federal Reserve Bank of Dallas
Primary Field: Finance (weighted toward more recent publications)
Homepage: https://sites.google.com/view/alessio-saretto-webpage/home
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 3.03 | 0.67 | 0.00 | 3.70 | 74% |
| Last 10 Years | 0.00 | 4.37 | 1.18 | 0.00 | 5.55 | 74% |
| All Time | 0.00 | 11.77 | 1.18 | 0.00 | 12.95 | 90% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2025 | Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes | The Review of Financial Studies | A | 2 |
| 2025 | What Fuels the Volatility of Electricity Prices? | The Energy Journal | B | 3 |
| 2024 | An Empirical Bayes Approach to Controlling the False Discovery Exceedance | Journal of Business & Economic Statistics | A | 4 |
| 2020 | Anomalies and False Rejections | The Review of Financial Studies | A | 3 |
| 2020 | An Evaluation of Alternative Multiple Testing Methods for Finance Applications | Review of Asset Pricing Studies | B | 4 |
| 2014 | Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities? | The Review of Financial Studies | A | 3 |
| 2013 | Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps | The Review of Financial Studies | A | 2 |
| 2010 | Auction failures and the market for auction rate securities | Journal of Financial Economics | A | 2 |
| 2009 | Cross-section of option returns and volatility | Journal of Financial Economics | A | 2 |