The Cost of Immediacy for Corporate Bonds J Dick-Nielsen, M Rossi The Review of Financial Studies 32 (1), 1-41, 2018 | 231 | 2018 |
Dual ownership, returns, and voting in mergers A Bodnaruk, M Rossi Journal of Financial Economics 120 (1), 58-80, 2016 | 97 | 2016 |
Hydromedusa blooms and upwelling events in the Bay of Panama, Tropical East Pacific MP Miglietta, M Rossi, R Collin Journal of Plankton research 30 (7), 783-793, 2008 | 81 | 2008 |
Realized volatility, liquidity, and corporate yield spreads M Rossi Quarterly Journal of Finance 4 (1), 1450004 (42 Pages), 2014 | 72 | 2014 |
Informed Trading by Advisor Banks: Evidence from Options Holdings M Lowry, M Rossi, Z Zhu The Review of Financial Studies 32 (2), 605-645, 2018 | 47 | 2018 |
Shareholders as Creditors of First Resort A Bodnaruk, M Rossi Management Science, 2020 | 29 | 2020 |
Sentiment and Corporate Bond Valuations Before and After the Onset of the Credit Crisis JZ Huang, M Rossi, Y Wang Journal of Fixed Income 25 (1), 34-57, 2015 | 29 | 2015 |
The role of heterogeneity in asset pricing: The effect of a clustering approach OV Grishchenko, M Rossi Journal of Business & Economic Statistics 30 (2), 297-311, 2012 | 19 | 2012 |
Return smoothing and its implications for performance analysis of hedge funds J Huang, J Liechty, M Rossi The Journal of Finance and Data Science 4 (4), 203-222, 2018 | 15 | 2018 |
Arbitrage crashes: Slow-moving capital or market segmentation? J Dick-Nielsen, M Rossi Available at SSRN 2364362, 2020 | 11 | 2020 |
Return predictability under the alternative M Rossi, TT Simin, DR Smith Available at SSRN 2136047, 2013 | 5 | 2013 |
Real Effects of Corporate Bond ETF Ownership M Rossi, Y Ruan, S Xia Available at SSRN 4425722, 2023 | | 2023 |
Market Participation and Dividend Clienteles M Rossi Quarterly Journal of Finance 4 (4), 1450012 (21 pages), 2014 | | 2014 |