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
5232020
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
4202020
What triggers stock market jumps?
SR Baker, N Bloom, SJ Davis, MC Sammon
National Bureau of Economic Research, 2021
642021
Environmental, social, and governance criteria: why investors are paying attention
R Jagannathan, A Ravikumar, M Sammon
National Bureau of Economic Research, 2017
202017
Trade policy uncertainty and stock returns
M Bianconi, F Esposito, M Sammon
Journal of International Money and Finance, 102492, 2021
182021
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
152015
Environmental, social, and governance criteria: Why investors should care
R Jagannathan, A Ravikumar, M Sammon
Journal of Investment Management 16 (1), 18-31, 2018
82018
Retail investors’ contrarian behavior around news and the momentum effect
C Luo, E Ravina, M Sammon, LM Viceira
Available at SSRN 3544949, 2020
62020
Coding large daily financial market moves: Data construction guide
SB Baker, N Bloom, SJ Davis, M Sammon
Last accessed July 9, 2020, 2018
52018
Measuring customer churn and interconnectedness
SR Baker, B Baugh, MC Sammon
National Bureau of Economic Research, 2020
42020
Passive Ownership and Market Efficiency
M Sammon
Unpublished Manuscript, 2019
4*2019
Passive Ownership and Price Informativeness
M Sammon
Available at SSRN, 2020
32020
Firm Customer Bases
SR Baker, B Baugh, M Sammon
Available at SSRN 3605582, 2020
12020
Trade Policy Uncertainty and Stock Returns
F Esposito, M Bianconi, M Sammon
12020
Pricing Dollar Strength Risk
M Bianconi, M Sammon
Available at SSRN 2841959, 2017
12017
The Distinctive Character of Policy-Driven Stock Market Jumps
SR Baker, N Bloom, SJ Davis, M Sammon
Europe, 2021
2021
Online Appendix for Passive Ownership and Price Informativeness
M SAMMON
2021
Essays on Information and Asset Prices
MC Sammon
Northwestern University, 2021
2021
ETFs, Learning, and Information in Stock Prices
M Sammon
Available at SSRN 3571409, 2020
2020
Passive Ownership and the Stock Market
M Sammon
2018
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Articles 1–20