Marco Sammon

Kellogg School of Management - Department of Finance

PhD Student

Evanston, IL 60208

United States

http://marcosammon.com/

  • Kellogg School of Management - Department of Finance

SCHOLARLY PAPERS

5

DOWNLOADS

403

CITATIONS

0

Scholarly Papers (5)

Actions:
Email selected abstracts
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
Marcelo Bianconi, Scott MacLachlan and Marco Sammon
Tufts University - Department of Economics, Tufts University and Kellogg School of Management - Department of Finance
Downloads 163 (178,332)

Abstract:

Loading...

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:

Loading...

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
Kellogg School of Management - Department of Finance
Downloads 75 (309,909)

Abstract:

Loading...

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
Marcelo Bianconi, Federico Esposito and Marco Sammon
Tufts University - Department of Economics, Tufts University - Department of Economics and Kellogg School of Management - Department of Finance
Downloads 47 (393,144)

Abstract:

Loading...

trade policy, uncertainty, stock returns, risk premium

  • Add to Cart

Abstract:

Loading...