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Marco Sammon
Marco Sammon
Harvard Business School
Verified email at hbs.edu - Homepage
Title
Cited by
Cited by
Year
The unprecedented stock market reaction to COVID-19
SR Baker, N Bloom, SJ Davis, K Kost, M Sammon, T Viratyosin
The review of asset pricing studies 10 (4), 742-758, 2020
2655*2020
What triggers stock market jumps?
SR Baker, N Bloom, SJ Davis, MC Sammon
National Bureau of Economic Research, 2021
1312021
Environmental, social, and governance criteria: Why investors are paying attention
R Jagannathan, A Ravikumar, M Sammon
National Bureau of Economic Research, 2017
94*2017
Trade policy uncertainty and stock returns
M Bianconi, F Esposito, M Sammon
Journal of International Money and Finance 119, 102492, 2021
622021
Passive ownership and price informativeness
M Sammon
Available at SSRN 3243910, 2022
34*2022
Retail investors’ contrarian behavior around news and the momentum effect
C Luo, E Ravina, M Sammon, LM Viceira
Available at SSRN 3544949, 2020
29*2020
Implied volatility and the risk-free rate of return in options markets
M Bianconi, S MacLachlan, M Sammon
The North American Journal of Economics and Finance 31, 1-26, 2015
212015
Measuring customer churn and interconnectedness
SR Baker, B Baugh, MC Sammon
National Bureau of Economic Research, 2020
20*2020
Excess Reconstitution-Day Volume
A Chinco, M Sammon
Available at SSRN 3991200, 2022
19*2022
The retail habitat
T Laarits, M Sammon
Available at SSRN 4262861, 2023
42023
The Disappearing Index Effect
R Greenwood, MC Sammon
National Bureau of Economic Research, 2022
42022
Pricing Dollar Strength Risk
M Bianconi, M Sammon
Available at SSRN 2841959, 2017
22017
Do Active Funds Do Better in What They Trade?
M Sammon, JJ Shim
Available at SSRN, 2023
2023
Essays on Information and Asset Prices
MC Sammon
Northwestern University, 2021
2021
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Articles 1–14