Marco Rossi is an Assistant Professor and teaches Introductory Finance at the undergraduate level. He conducts research in empirical asset pricing with a focus on credit risk, corporate bond liquidity, and the interactions between debt and equity of the same firm. His research has been presented at the leading U.S and European finance conferences, including the American Finance Association, the Financial Management Association, and the European Finance Association. Professor Rossi obtained his Ph.D. in Finance from Penn State in 2009. He has a Bachelor’s degree in Economics from Bocconi University and a Master’s degree in Economics from Duke University.
AREAS OF EXPERTISE
- Ph D, The Pennsylvania State University
- MA, Duke University
- BA, Bocconi University
- Corporate Financial Management
"The role of heterogeneity in asset pricing: The effect of a clustering approach,"
(with Olesya Grishchenko),
Journal of Business and Economics Statistics, 30, 2012, 297-311.
ITAM Finance Conference, ITAM Business School, Mexico City, "Return Predictability Under the Alternative," (June 2013).
Mathematical Finance Days, IMF, Montreal, "Return Predictability Under the Alternative," (April 2013).
Fixed Income Conference, University of South Carolina, Charleston, SC, "Realized Volatility, Liquidity, and Corporate Yield Spreads," (April21, 2012).
AFA , American Finance Association, San Francisco, CA, "Market Participation and Dividend Clienteles," (January 2009).
"Arbitrage crashes: Slow-moving capital or market segmentation?"
"Market Participation and Dividend Clienteles."
"Realized Volatility, Liquidity, and Corporate Yield Spreads."
"Return Predictability under the Alternative."