Marco Sammon
Marco Sammon
Northwestern University Kellogg School of Management
Verified email at kellogg.northwestern.edu - Homepage
Title
Cited by
Cited by
Year
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 Working Paper Series, 2020
1372020
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, 2020
942020
What triggers stock market jumps?
S Baker, N Bloom, SJ Davis, M Sammon
Work in progress presented at the January 2015 ASSA meetings, 2015
392015
Environmental, social, and governance criteria: why investors are paying attention
R Jagannathan, A Ravikumar, M Sammon
National Bureau of Economic Research Working Paper Series, 2017
162017
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
122015
Trade policy uncertainty and stock returns
M Bianconi, F Esposito, M Sammon
Available at SSRN 3340700, 2019
62019
Environmental, social, and governance criteria: Why investors should care
R Jagannathan, A Ravikumar, M Sammon
Journal of Investment Management 16 (1), 18-31, 2018
42018
Coding large daily financial market moves: Data construction guide
SB Baker, N Bloom, SJ Davis, M Sammon
Last accessed July 9, 2020, 2018
22018
Earnings Announcements and the Rise of Passive Ownership
M Sammon
Available at SSRN 3243910, 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
Online Appendix for Passive Ownership and Price Informativeness
M SAMMON
2020
Passive Ownership and Price Informativeness
M Sammon
Available at SSRN, 2020
2020
Measuring Customer Churn and Interconnectedness
SR Baker, B Baugh, MC Sammon
National Bureau of Economic Research Working Paper Series, 2020
2020
Firm Customer Bases
SR Baker, B Baugh, M Sammon
Available at SSRN 3605582, 2020
2020
Firm Customer Bases: Churn and Networks
SR Baker, B Baugh, M Sammon
2020
ETFs, Learning, and Information in Stock Prices
M Sammon
Available at SSRN, 2020
2020
Passive Ownership and the Stock Market
M Sammon
2018
Implied Volatility and the Risk-Free Rate of Return in Options Markets
M Bianconi, S MacLachlan, M Sammon
North American Journal of Economics and Finance 31, 2015, 2014
2014
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Articles 1–19