Marco Sammon

SCHOLARLY PAPERS

5

DOWNLOADS

403

CITATIONS

0

Scholarly Papers (5)

1.

Implied Volatility and the Risk-Free Rate of Return in Options Markets

North American Journal of Economics and Finance, 31, 2015
Number of pages: 40 Posted: 29 Jan 2014 Last Revised: 01 May 2015
Tufts University - Department of Economics, Tufts University and Kellogg School of Management - Department of Finance
Downloads 163 (178,332)

Abstract:

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re-pricing options, forecasting volatility, seemingly unrelated regression, implied volatility

2.

Pricing Dollar Strength Risk

Number of pages: 67 Posted: 27 Sep 2016 Last Revised: 15 Aug 2017
Marcelo Bianconi and Marco Sammon
Tufts University - Department of Economics and Kellogg School of Management - Department of Finance
Downloads 100 (259,513)

Abstract:

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factor models, global risk, momentum, exposure

3.

Passive Ownership and Market Efficiency

Number of pages: 77 Posted: 27 Nov 2018 Last Revised: 24 Feb 2019
Marco Sammon
Downloads 75 (309,909)

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Passive Ownership, ETFs, Market Efficiency

4.

Trade Policy Uncertainty and Stock Returns

Number of pages: 41 Posted: 14 Mar 2019 Last Revised: 25 Mar 2019
Tufts University - Department of Economics, Tufts University - Department of Economics and Kellogg School of Management - Department of Finance
Downloads 47 (393,144)

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trade policy, uncertainty, stock returns, risk premium

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