| 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 | 1370 | 2020 |
| The unprecedented stock market impact of COVID-19 SR Baker, N Bloom, SJ Davis, KJ Kost, MC Sammon, T Viratyosin national Bureau of economic research, 2020 | 884 | 2020 |
| What triggers stock market jumps? SR Baker, N Bloom, SJ Davis, MC Sammon National Bureau of Economic Research, 2021 | 111 | 2021 |
| The unprecedented stock market reaction to COVID-19. The Review of Asset Pricing Studies, 10 (4), 742-758 SR Baker, N Bloom, SJ Davis, K Kost, M Sammon, T Viratyosin URL: https://doi. org/10.1093/rapstu/raaa008, 2020 | 53 | 2020 |
| Environmental, social, and governance criteria: Why investors are paying attention R Jagannathan, A Ravikumar, M Sammon National Bureau of Economic Research, 2017 | 47 | 2017 |
| Trade policy uncertainty and stock returns M Bianconi, F Esposito, M Sammon Journal of International Money and Finance 119, 102492, 2021 | 43 | 2021 |
| Environmental, social, and governance criteria: Why investors should care R Jagannathan, A Ravikumar, M Sammon J. Invest. Manag 16, 18-31, 2018 | 26 | 2018 |
| Retail investors’ contrarian behavior around news and the momentum effect C Luo, E Ravina, M Sammon, LM Viceira Available at SSRN 3544949, 2021 | 21 | 2021 |
| 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 | 20 | 2015 |
| Passive ownership and price informativeness M Sammon Available at SSRN 3243910, 2022 | 17 | 2022 |
| Measuring customer churn and interconnectedness SR Baker, B Baugh, MC Sammon National Bureau of Economic Research, 2020 | 12 | 2020 |
| Coding large daily financial market moves: Data construction guide SB Baker, N Bloom, SJ Davis, M Sammon Last accessed July 9, 2020, 2018 | 7 | 2018 |
| Earnings announcements and the rise of passive ownership M Sammon Technical report, Kellogg School of Management, 2020 | 5* | 2020 |
| The Passive-Ownership Share Is Double What You Think It Is A Chinco, M Sammon Available at SSRN, 2022 | 4 | 2022 |
| Excess Reconstitution-Day Volume A Chinco, M Sammon Available at SSRN 3991200, 2022 | 4 | 2022 |
| Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect CP Luo, E Ravina, M Sammon, LM Viceira Working paper, 2022 | 3 | 2022 |
| Customer churn and intangible capital S Baker, B Baugh, M Sammon | 2 | 2022 |
| ETFs, Learning, and Information in Stock Prices M Sammon Available at SSRN 3571409, 2020 | 2 | 2020 |
| Pricing Dollar Strength Risk M Bianconi, M Sammon Available at SSRN 2841959, 2017 | 2 | 2017 |
| Intangible Capital and Customer Churn SR Baker, B Baugh, M Sammon | 1 | 2021 |
