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Martens, Martin


 SSRN Author Rank: 2,312 by Downloads
 

Erasmus University Rotterdam (EUR)


 P.O. Box 1738
 3000 DR Rotterdam
 Netherlands
 +31 10 408 1253 (Phone)
 +31 10 408 9162 (Fax)
 email address
 

Robeco Asset Management


 Rotterdam, 3011 AG
 Netherlands
 email address

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. Martens, Martin's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,018
Total
Citations
160
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Henker, Thomas
Bond University
Martens, Martin
Erasmus University Rotterdam (EUR)
Huynh, Robert
University of New South Wales (UNSW) - School of Banking and Finance
Posted:
18 Aug 06
Last Revised:
12 May 09
1,094
(9,815)
2

2.  
Martens, Martin
Erasmus University Rotterdam (EUR)
Zein, Jason
UNSW Business School
Posted:
01 Mar 02
904
(13,194)
30

3.  
Martens, Martin
Erasmus University Rotterdam (EUR)
De Pooter, Michiel
Board of Governors of the Federal Reserve System (FRB)
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
24 Jun 04
788
(16,245)
16

4.  
Returns Synchronization and Daily Correlation Dynamics Between International Stock Markets | Show Abstract | Download |
Lancaster University, Accounting & Finance Department Working Paper No. 99/011
Working Paper Series
Martens, Martin
Erasmus University Rotterdam (EUR)
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
21 Oct 99
561
(26,268)
25

5.  
Duyvesteyn, Johan G.
Robeco Asset Management
Martens, Martin
Erasmus University Rotterdam (EUR)
Posted:
14 May 11
Last Revised:
17 Oct 12
436
(36,598)
 

6.  
De Pooter, Michiel
Board of Governors of the Federal Reserve System (FRB)
Martens, Martin
Erasmus University Rotterdam (EUR)
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
02 Nov 05
435
(36,698)
18

7.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Huij, Joop
Erasmus University - Rotterdam School of Management
Martens, Martin
Erasmus University Rotterdam (EUR)
Posted:
04 Sep 13
430
(37,388)
3

8.   Incl. Electronic Paper
Martens, Martin
Erasmus University Rotterdam (EUR)
Chang, Yuan-Chen
National Chung Hsing University
Taylor, Stephen J.
Lancaster University - Department of Accounting and Finance
Posted:
12 Apr 01
Last Revised:
11 Sep 01
429
(37,388)
16

9.  
Chuliá, Helena
University of Barcelona - Faculty of Economic Science and Business Studies
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Martens, Martin
Erasmus University Rotterdam (EUR)
Posted:
27 Nov 07
423
(38,020)
5

10.  
Henker, Thomas
Bond University
Martens, Martin
Erasmus University Rotterdam (EUR)
Posted:
27 Jan 01
414
(39,040)
6

11.  
Spread Decomposition and Commonality in Liquidity | Show Abstract | Download |
U of New South Wales School of Banking and Finance Working Paper No. 12-2002
Working Paper Series
Henker, Thomas
Bond University
Martens, Martin
Erasmus University Rotterdam (EUR)
Posted:
21 Jan 03
381
(43,209)
3

12.  
Robust Optimization of the Equity Momentum Strategy | Show Abstract | Download |
Tinbergen Institute Discussion Paper No. 09-011/4
Working Paper Series
Van Oord, Arco
Erasmus University Rotterdam (EUR) - Department of Econometrics
Martens, Martin
Erasmus University Rotterdam (EUR)
van Dijk, H. K.
Tinbergen Institute
Posted:
14 Feb 09
335
(50,437)
 

13.  
Martens, Martin
Erasmus University Rotterdam (EUR)
Post, Thierry
Koc University - Graduate School of Business
Huij, Joop
Erasmus University - Rotterdam School of Management
Posted:
06 Mar 07
Last Revised:
29 Apr 08
303
(56,837)
2

14.  
Forecasting Bond Returns Using Jumps in Intraday Prices | Show Abstract | Download |
Journal of Fixed Income, Vol. 20, No. 4, 2011
Accepted Paper Series
Duyvesteyn, Johan G.
Robeco Asset Management
Martens, Martin
Erasmus University Rotterdam (EUR)
Safavi Nic, Siawash
Robeco Asset Management
Posted:
01 Dec 10
Last Revised:
05 Apr 13
288
(60,216)
 

15.  
The Fading Abnormal Returns of Momentum Strategies | Show Abstract | Download |
UNSW Australian School of Business Research Paper No. 1401727
Working Paper Series
Henker, Thomas
Bond University
Martens, Martin
Erasmus University Rotterdam (EUR)
Huynh, Robert
University of New South Wales (UNSW) - School of Banking and Finance
Posted:
19 May 09
287
(60,468)
2

16.  
Martens, Martin
Erasmus University Rotterdam (EUR)
Van Oord, Arco
Erasmus University Rotterdam (EUR) - Department of Econometrics
Posted:
06 Mar 08
Last Revised:
12 Oct 12
263
(66,637)
2

17.  
Luu, James C.
University of New South Wales (UNSW) - School of Banking and Finance
Martens, Martin
Erasmus University Rotterdam (EUR)
Posted:
28 Feb 02
256
(68,520)
2

18.  
Estimating Unbiased and Precise Realized Covariances | Show Abstract | Download |
EFA 2004 Maastricht Meetings Paper No. 4299
Working Paper Series
Martens, Martin
Erasmus University Rotterdam (EUR)
Posted:
09 Jun 04
212
(83,555)
20

19.  
Budiono, Diana
Syntrus Achmea Asset Management
Martens, Martin
Erasmus University Rotterdam (EUR)
Posted:
22 Sep 09
165
(106,072)
1

20.  
Realized Mixed-Frequency Factor Models for Vast Dimensional Covariance Estimation | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2012-017-F&A
Working Paper Series
Bannouh, Karim
Erasmus University Rotterdam (EUR) - Department of Econometrics
Martens, Martin
Erasmus University Rotterdam (EUR)
Oomen, Roel C. A.
Deutsche Bank AG
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
24 Oct 12
139
(123,278)
4

21.  
Budiono, Diana
Syntrus Achmea Asset Management
Martens, Martin
Erasmus University Rotterdam (EUR)
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
16 Dec 09
137
(124,783)
 

22.  
Budiono, Diana
Syntrus Achmea Asset Management
Martens, Martin
Erasmus University Rotterdam (EUR)
Posted:
12 Feb 09
Last Revised:
17 Dec 09
118
(140,427)
2

23.  
Henker, Thomas
Bond University
Martens, Martin
Erasmus University Rotterdam (EUR)
Posted:
17 Aug 06
79
(184,402)
 

24.  
Duyvesteyn, Johan G.
Robeco Asset Management
Martens, Martin
Erasmus University Rotterdam (EUR)
Verwijmeren, Patrick
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
26 Jul 14
Last Revised:
02 Sep 14
66
(206,073)
 

25.  
Bannouh, Karim
Erasmus University Rotterdam (EUR) - Department of Econometrics
Martens, Martin
Erasmus University Rotterdam (EUR)
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
26 Oct 12
66
(204,372)
 

26.  
Price Discovery and Liquidity in Basket Securities | Show Abstract | Download |
Financial Review, Vol. 43, Issue 2, pp. 219-239, May 2008
Accepted Paper Series
Henker, Thomas
Bond University
Martens, Martin
Erasmus University Rotterdam (EUR)
Posted:
02 Apr 08
9
(367,648)
1

27.  
Emerging Government Bond Market Timing | Show Abstract |
Journal of Fixed Income, Vol. 23, No. 3, 2014
Accepted Paper Series
Duyvesteyn, Johan G.
Robeco Asset Management
Martens, Martin
Erasmus University Rotterdam (EUR)
Posted:
16 Feb 13
Last Revised:
20 Feb 14
 

28.  
Martens, Martin
Erasmus University Rotterdam (EUR)
Kofman, Paul
The University of Melbourne
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
05 Jul 98
 


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