Marco Sammon
Assistant Professor of Business Administration
Assistant Professor of Business Administration
Finance
Marco Sammon is an assistant professor in the Finance Unit at Harvard Business School. He teaches FIN2 in the required curriculum.
His research is focused on asset pricing. Currently, he is working on several projects regarding the factors that affect the incorporation of information into stock prices, including the rise of passive ownership and financial journalism.
Professor Sammon holds a PhD in Finance from the Kellogg School of Management and a BA in Quantitative Economics from Tufts University. Prior to Kellogg, he worked in Supervision, Regulation and Credit at the Federal Reserve Bank of Boston.
- Working Papers
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- Baker, Scott R., Nicholas Bloom, Steven J. Davis, and Marco Sammon. "What Triggers National Stock Market Jumps?" Working Paper, December 2024. View Details
- Sammon, Marco, Thomas Graeber, and Christopher Roth. "Categorical Processing in a Complex World." Working Paper, November 2024. View Details
- Sammon, Marco, and John J. Shim. "Who Clears the Market When Passive Investors Trade?" Working Paper, August 2024. View Details
- Laarits, Toomas, and Marco Sammon. "The Retail Habitat." Working Paper, October 2024. View Details
- Sammon, Marco, and Chris Murray. "Primary Capital Market Transactions and Index Funds." Working Paper, August 2024. View Details
- Sammon, Marco, and John J. Shim. "Do Active Funds Do Better in What They Trade?" Working Paper, November 2023. View Details
- Luo, Cheng (Patrick), Enrichetta Ravina, Marco Sammon, and Luis M. Viceira. "Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect." Working Paper, June 2022. View Details
- Journal Articles
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- Sammon, Marco. "Passive Ownership and Price Informativeness." Management Science (forthcoming). (Pre-published online September 17, 2024.) View Details
- Chinco, Alex, and Marco Sammon. "The Passive-Ownership Share Is Double What You Think It Is." Journal of Financial Economics 157 (July 2024). View Details
- Greenwood, Robin, and Marco Sammon. "The Disappearing Index Effect." Journal of Finance 80, no. 2 (April 2025): 657–698. View Details
- Baker, Scott R., Brian Baugh, and Marco Sammon. "Customer Churn and Intangible Capital." Journal of Political Economy Macroeconomics 1, no. 3 (September 2023): 447–505. View Details
- Bianconi, Marcelo, Federico Esposito, and Marco Sammon. "Trade Policy Uncertainty and Stock Returns." Art. 102492. Journal of International Money and Finance 119 (December 2021). View Details
- Baker, Scott, Nicholas Bloom, Steven J. Davis, Kyle Kost, Marco Sammon, and Tasaneeya Viratyosin. "The Unprecedented Stock Market Reaction to COVID-19." Review of Asset Pricing Studies 10, no. 4 (December 2020): 742–758. View Details
- Jagannathan, Ravi, Ashwin Ravikumar, and Marco Sammon. "Environmental, Social, and Governance Criteria: Why Investors Should Care." Journal of Investment Management 16, no. 1 (2018): 18–31. View Details
- Cases and Teaching Materials
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- Sammon, Marco, and Luis M. Viceira. "Index and Active Investing: Vanguard and the New Frontier of Active ETFs." Harvard Business School Teaching Note 225-064, January 2025. View Details
- Sammon, Marco, Luis M. Viceira, and Jonathan Kanagasabai. "Index and Active Investing: Vanguard and the New Frontier of Active ETFs." Harvard Business School Case 225-056, January 2025. View Details
- McComb, Emily, and Marco Sammon. "Big Media's Game of Thrones." Harvard Business School Case 224-045, November 2023. View Details
- Additional Information