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Marco
Rossi Ph.D. Candidate The Pennsylvania State University Smeal College of Business Department of Finance 326B Business University Park, PA 16802 Phone: (814)-865-2446 E-Mail: marco.rossi@psu.edu |
Education | Research | CV | Personal | Links
Welcome to my home page! I am a PhD candidate from Penn State. My academic interests and research cover corporate bond liquidity, household finance, and empirical asset pricing. In January 2010, I will be at the AFA in Atlanta. Below I have included information regarding my work, my personal life, and other areas of interest.
Ph.D. Finance, PSU, 2010 (expected)
M.A. Economics, DUKE, 2005
B.A. Economics, BOCCONI, 2002
Working Papers
“Realized Volatility, Liquidity, and Corporate Yield Spreads” (Job Market Paper)
- NFA 2009, FMA 2009 (including doctoral consortium)
“Market Participation and Dividend Clienteles” (download from SSRN)
- FMA (Europe) 2008, FMA 2008, AFA 2009
“Return Smoothing and its Implications for Performance Analysis of Hedge Funds”, with Jingzhi Huang and John C. Liechty (both from Penn State) (download from SSRN)
- FMA 2009 (semifinalist for best investments paper)
“The Role of Heterogeneity in Asset Pricing: The Effect in Clustering Approach”, with Olesya V. Grishchenko (Penn State) (download from SSRN)
- MFS 2009, EFA 2009, NFA 2009
Work in Progress
“Standard Errors for Regressions with Overlapping Observations” with Daniel Smith (Simon Fraser University) and Tim Simin (Penn State)
Here are a couple of pictures: pic1 and pic2.
For those of you interested in politics and economic policy, and who speak Italian, I recommend noiseFromAmerika
Some ideas worth spreading: TED
Page maintained by: marco.rossi@psu.edu - Last updated: 11/09/2009