BIO
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
EDUCATION
- Ph D, The Pennsylvania State University
- MA, Duke University
- BA, Bocconi University
TEACHING
- Corporate Financial Management
HOMEPAGE
PUBLICATIONS
"The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach,"
(with Olesya Grishchenko),
To appear in Journal of Business and Economics Statistics.
PRESENTATIONS
Marco Rossi,
AFA , American Finance Association, San Francisco, CA, "Market Participation and Dividend Clienteles."
WORKING PAPERS
Tim Simin,
Daniel Smith,
"Inference in Predictive Regressions with Overlapping Observations."
"Market Participation and Dividend Clienteles."
"Realized Volatility, Liquidity, and Corporate Yield Spreads."