| The unprecedented stock market reaction to COVID-19 SR Baker, N Bloom, SJ Davis, K Kost, M Sammon, T Viratyosin The review of asset pricing studies 10 (4), 742-758, 2020 | 3066* | 2020 |
| What triggers stock market jumps? S Baker, N Bloom, SJ Davis, MC Sammon National Bureau of Economic Research, 2021 | 165 | 2021 |
| Environmental, social, and governance criteria: Why investors are paying attention R Jagannathan, A Ravikumar, M Sammon National Bureau of Economic Research, 2017 | 123* | 2017 |
| Trade policy uncertainty and stock returns M Bianconi, F Esposito, M Sammon Journal of International Money and Finance 119, 102492, 2021 | 85 | 2021 |
| Passive ownership and price informativeness M Sammon Management Science, 2024 | 57* | 2024 |
| Retail investors’ contrarian behavior around news and the momentum effect C Luo, E Ravina, M Sammon, LM Viceira Available at SSRN 3544949, 2020 | 41* | 2020 |
| Excess Reconstitution-Day Volume A Chinco, M Sammon Available at SSRN 3991200, 2022 | 40* | 2022 |
| Measuring customer churn and interconnectedness SR Baker, B Baugh, MC Sammon National Bureau of Economic Research, 2020 | 31* | 2020 |
| Implied volatility and the risk-free rate of return in options markets M Bianconi, S MacLachlan, M Sammon The North American Journal of Economics and Finance 31, 1-26, 2015 | 26 | 2015 |
| The disappearing index effect R Greenwood, M Sammon The Journal of Finance, 2022 | 24 | 2022 |
| The retail habitat T Laarits, M Sammon Available at SSRN 4262861, 2023 | 11 | 2023 |
| Who clears the market when passive investors trade M Sammon, JJ Shim Available at SSRN, 2024 | 5 | 2024 |
| Do Active Funds Do Better in What They Trade? M Sammon, JJ Shim Available at SSRN 4624934, 2023 | 3 | 2023 |
| Pricing Dollar Strength Risk M Bianconi, M Sammon Available at SSRN 2841959, 2017 | 2 | 2017 |
| Index Rebalancing and Stock Market Composition: Do Index Funds Incur Adverse Selection Costs? M Sammon, JJ Shim Available at SSRN 5080459, 2025 | 1 | 2025 |
| Primary Capital Market Transactions and Index Funds M Sammon, C Murray Available at SSRN, 2024 | 1 | 2024 |
| Essays on Information and Asset Prices MC Sammon Northwestern University, 2021 | | 2021 |