I am an expert in corporate bond markets. My research deals with bond pricing, bond market microstructure, and with the corporate finance implications of financial institutions holding both debt and equity of the same firm.
education and training
- Ph.D. in Finance, Pennsylvania State University - (State College, Pennsylvania, United States) 2010
- M.A. in Economics, Duke University - (Durham, North Carolina, United States) 2005
- B.A. in Economics, Bocconi University - (Milan, Italy) 2002
- Lowry, M., Rossi, M., & Zhu, Z. (2019). Informed Trading by Advisor Banks: Evidence from Options Holdings. Review of Financial Studies. 32(2), 605-645.
- Dick-Nielsen, J., & Rossi, M. (2019). The Cost of Immediacy for Corporate Bonds. Review of Financial Studies. 32(1), 1-41.
- Bodnaruk, A., & Rossi, M. (2016). Dual ownership, returns, and voting in mergers. JOURNAL OF FINANCIAL ECONOMICS. 120(1), 58-80.
- Huang, J. Z., Rossi, M., & Wang, Y. (2015). Sentiment and corporate bond valuations before and after the onset of the credit crisis. Journal of Fixed Income. 25(1), 34-57.
- Rossi, M. (2014). Realized Volatility, Liquidity, and Corporate Yield Spreads. Quarterly Journal of Finance. 04(01), 1450004-1450004.
Texas A&M University; Finance; 4218 TAMU
College Station, TX 77843-4218