| Cross-section of option returns and volatility A Goyal, A Saretto Journal of Financial Economics 94 (2), 310-326, 2009 | 605 | 2009 |
| Corporate leverage, debt maturity, and credit supply: The role of credit default swaps A Saretto, HE Tookes The Review of Financial Studies 26 (5), 1190-1247, 2013 | 424* | 2013 |
| Anomalies and false rejections T Chordia, A Goyal, A Saretto The Review of Financial Studies 33 (5), 2134-2179, 2020 | 256* | 2020 |
| Option strategies: Good deals and margin calls P Santa-Clara, A Saretto Journal of Financial Markets 12 (3), 391-417, 2009 | 252 | 2009 |
| Complex securities and underwriter reputation: Do reputable underwriters produce better securities? J Griffin, R Lowery, A Saretto The Review of Financial Studies 27 (10), 2872-2925, 2014 | 113 | 2014 |
| Does capital structure affect the behavior of nonfinancial stakeholders? An empirical investigation into leverage and union strikes BW Myers, A Saretto Management Science 62 (11), 3235-3253, 2016 | 87* | 2016 |
| Predicting and pricing the probability of default A Saretto AFA 2006 Boston Meetings Paper, 2005 | 66 | 2005 |
| Auction failures and the market for auction rate securities JJ McConnell, A Saretto Journal of Financial Economics 97 (3), 451-469, 2010 | 50 | 2010 |
| An evaluation of alternative multiple testing methods for finance applications CR Harvey, Y Liu, A Saretto The Review of Asset Pricing Studies 10 (2), 199-248, 2020 | 43 | 2020 |
| Growth options and credit risk A Gamba, A Saretto Management Science 66 (9), 4269-4291, 2020 | 28* | 2020 |
| How does hedge designation impact the market’s perception of credit risk? S Anbil, A Saretto, H Tookes Journal of Financial Stability 41, 25-42, 2019 | 24* | 2019 |
| The agency credit spread A Gamba, M Aranda, A Saretto Working Paper, SSRN, http://dx. doi. org/10.2139/ssrn. 2373423, 2013 | 18 | 2013 |
| Are equity option returns abnormal? ipca says no A Goyal, A Saretto FRB of Dallas Working Paper, 2022 | 17 | 2022 |
| Can equity option returns be explained by a factor model? IPCA says yes A Goyal, A Saretto The Review of Financial Studies 38 (6), 1783-1821, 2025 | 13 | 2025 |
| An Empirical Bayes Approach to Controlling the False Discovery Exceedance P Basu, L Fu, A Saretto, W Sun arXiv preprint arXiv:2111.03885, 2021 | 13 | 2021 |
| The agency component of credit spread A Gamba, A Saretto WBS Finance Group Research Paper, 2018 | 6 | 2018 |
| What Fuels the Volatility of Electricity Prices? A Saretto, A Shcherbakova, J Lin The Energy Journal 46 (2), 201-225, 2025 | 5 | 2025 |
| Why Did Auction Rate Bond Auctions Fail during 2007-2008? B Liu, JJ McConnell, A Saretto The Journal of Fixed Income 20 (2), 5, 2010 | 4 | 2010 |
| Debt maturity and commitment on firm policies A Gamba, A Saretto FRB of Dallas Working Paper, 2023 | 3 | 2023 |
| Endogenous option pricing A Gamba, A Saretto FRB of Dallas Working Paper, 2022 | 3 | 2022 |
Amit GoyalSwiss Finance Institute at HEC at the University of LausanneVerified email at unil.ch
