Rossi, Marco Assistant Professor

academicarticle

• Rossi, M., Ruan, Y., & Xia, S. (2023). Real Effects of Corporate Bond ETF Ownership
  
• Bodnaruk, A., & Rossi, M. (2021). Shareholders as Creditors of First Resort. Management science.  67(3), 1737-1757.
  
• Dick-Nielsen, J., & Rossi, M. (2020). Arbitrage Crashes: Slow-Moving Capital or Market Segmentation?
  
• Dick-Nielsen, J., & Rossi, M. (2019). The Cost of Immediacy for Corporate Bonds. The Review of Financial Studies.  32(1), 1-41.
  
• Lowry, M., Rossi, M., & Zhu, Z. (2019). Informed Trading by Advisor Banks: Evidence from Options Holdings. The Review of Financial Studies.  32(2), 605-645.
  
• Dick-Nielsen, J., & Rossi, M. (2016). The Cost of Immediacy for Corporate Bonds
  
• Bodnaruk, A., & Rossi, M. (2016). Dual ownership, returns, and voting in mergers. Journal of Financial Economics.  120(1), 58-80.
  
• Huang, J., Rossi, M., & Wang, Y. (2015). Sentiment and Corporate Bond Valuations before and after the Onset of the Credit Crisis. The Journal of Fixed Income.  25(1), 34-57.
  
• Rossi, M. (2014). Realized Volatility, Liquidity, and Corporate Yield Spreads. 4(1), 1450004-1450004.
  
• Rossi, M. (2014). Market Participation and Dividend Clienteles. 04(04), 1-21.
  
• Rossi, M. (2014). Realized Volatility, Liquidity, and Corporate Yield Spreads. 04(01), 1-42.
  
• Rossi, M., Simin, T. T., & Smith, D. R. (2013). Return Predictability Under the Alternative
  
• Huang, J., Liechty, J., & Rossi, M. (2012). Return Smoothing and its Implications for Performance Analysis of Hedge Funds
  
• Grishchenko, O. V., & Rossi, M. (2012). The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach. Journal of business & economic statistics.  30(2), 297-311.
  
• Huang, J., Liechty, J., & Rossi, M. (2009). Return Smoothing and its Implications for Performance Analysis of Hedge Funds