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

562

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

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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 167 (185,269)

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

2.

Trade Policy Uncertainty and Stock Returns

Number of pages: 46 Posted: 14 Mar 2019 Last Revised: 30 Jul 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 148 (205,219)

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trade policy, uncertainty, stock returns, risk premium

3.

Earnings Announcements and the Rise of Passive Ownership

Number of pages: 71 Posted: 27 Nov 2018 Last Revised: 20 Feb 2020
Marco Sammon
Kellogg School of Management - Department of Finance
Downloads 109 (259,071)

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Passive Ownership, ETFs, Market Efficiency

4.

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 105 (265,978)

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factor models, global risk, momentum, exposure

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