J Spencer Martin
J Spencer Martin
Professor of Finance, University of Melbourne
Verified email at - Homepage
Cited by
Cited by
The determinants of credit spread changes
P Collin-Dufresn, RS Goldstein, JS Martin
The Journal of Finance 56 (6), 2177-2207, 2001
Understanding the nature of the risks and the source of the rewards to momentum investing
BD Grundy, JSM Martin
The Review of Financial Studies 14 (1), 29-78, 2001
Momentum investing and business cycle risk: Evidence from pole to pole
JM Griffin, X Ji, JS Martin
The Journal of finance 58 (6), 2515-2547, 2003
Time-varying short-horizon predictability
SJ Henkel, JS Martin, F Nardari
Journal of financial economics 99 (3), 560-580, 2011
Global momentum strategies
JM Griffin, X Ji, JS Martin
The Journal of Portfolio Management 31 (2), 23-39, 2005
A unique view of hedge fund derivatives usage: Safeguard or speculation?
GO Aragon, JS Martin
Journal of Financial Economics 105 (2), 436-456, 2012
Investment opportunities and corporate demand for lines of credit
JS Martin, AM Santomero
Journal of Banking & Finance 21 (10), 1331-1350, 1997
The market impact of trends and sequences in performance: New evidence
GR Durham, MG Hertzel, JS Martin
The Journal of Finance 60 (5), 2551-2569, 2005
Capital formation and financial intermediation: The role of entrepreneur reputation formation
E Li, JS Martin
Journal of Corporate Finance 59, 185-201, 2019
The hidden cost of managerial incentives: Evidence from the bond and stock markets
ND Daniel, JS Martin, L Naveen
Available at SSRN 612921, 2004
Who benefits in a crisis? Evidence from hedge fund stock and option holdings
GO Aragon, JS Martin, Z Shi
Journal of Financial Economics 131 (2), 345-361, 2019
Epic glory and manhood acts in fantasy role-playing: Dagorhir as a case study
JS Martin, CA Vaccaro, DA Heckert, R Heasley
The Journal of Men’s Studies 23 (3), 293-314, 2015
Secondary market transparency and corporate bond issuing costs
J Brugler, C Comerton-Forde, JS Martin
Review of Finance 26 (1), 43-77, 2022
Informed trader usage of stock vs. option markets: Evidence from hedge fund investment advisors
GO Aragon, JS Martin
AFA 2008 New Orleans Meetings Paper, 2007
Macroeconomic risk and seasonality in momentum profits
X Ji, JS Martin, Y Yao
Journal of Financial Markets 36, 76-90, 2017
Aggregate tail risk and expected returns
DA Chapman, MF Gallmeyer, JS Martin
The Review of Asset Pricing Studies 8 (1), 36-76, 2018
Fundamental basket size patterns and their relation to retailer performance
J Martin, M Nenycz-Thiel, J Dawes, A Tanusondjaja, J Cohen, B McColl, ...
Journal of Retailing and Consumer Services 54, 102032, 2020
Loss of Phd2 cooperates with BRAFV600E to drive melanomagenesis
S Liu, G Zhang, J Guo, X Chen, J Lei, K Ze, L Dong, X Dai, Y Gao, D Song, ...
Nature communications 9 (1), 5426, 2018
Cross-cultural and global interdependency development in STEM undergraduate students: Results from Singapore study abroad program
F Alexis, M Casco, J Martin, G Zhang
Education 137 (3), 249-256, 2017
Do you see what I see? Transparency and bond issuing costs
J Brugler, C Comerton-Forde, JS Martin
Available at SSRN 2875165, 2016
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