Rodolfo Martell

Kepos Capital

Quantitative Strategist

620 Eighth Avenue

New York, NY 10018

United States

SCHOLARLY PAPERS

6

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Rank 14,641

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Top 14,641

in Total Papers Downloads

6,754

TOTAL CITATIONS
Rank 19,492

SSRN RANKINGS

Top 19,492

in Total Papers Citations

71

Scholarly Papers (6)

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1.

Terrorism and the Stock Market

Number of pages: 27 Posted: 12 Oct 2005
George Andrew Karolyi and Rodolfo Martell
Cornell University - SC Johnson College of Business and Kepos Capital
Downloads 3,105 (8,179)
Citation 41

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Terrorism, Terrorism Risk Insurance Act (TRIA), event study, government policy

2.

On Capital Structure and the Liquidity of a Firm's Stock

Number of pages: 38 Posted: 06 Feb 2006
Laura Frieder and Rodolfo Martell
Purdue University - Krannert School of Management and Kepos Capital
Downloads 1,387 (28,843)
Citation 14

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Liquidity, leverage, capital structure, spreads

3.

The Effect of Sovereign Credit Rating Changes on Emerging Stock Markets

Number of pages: 47 Posted: 19 Mar 2005
Rodolfo Martell
Kepos Capital
Downloads 1,168 (37,029)
Citation 11

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Sovereign credit ratings, emerging markets, international capital markets

4.

Convertible Debt Under Asymmetric Information and Agency Problems: A Solution to the Convertible Debt Puzzle

Number of pages: 46 Posted: 16 Mar 2006
Fernando R. Diaz, Rodolfo Martell and Gabriel G. Ramirez
School of Business and Economics, Universidad Diego Portales, Kepos Capital and Kennesaw State University - Michael J. Coles College of Business
Downloads 446 (130,612)

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convertible debt, callable debt, forced conversion, converitble debt puzzle, asymetric information, agency problems

5.

Understanding Common Factors in Domestic and International Bond Spreads

Downloads 378 (158,025)
Citation 4

Understanding Common Factors in Domestic and International Bond Spreads

Number of pages: 49 Posted: 09 Jan 2005
Rodolfo Martell
Kepos Capital
Downloads 378 (156,630)
Citation 4

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Understanding Common Factors in Domestic and International Bond Spreads

Review of Finance, Vol. 12, Issue 2, pp. 365-389, 2008
Posted: 14 Jul 2008
Rodolfo Martell
Kepos Capital

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G10, G15, G19

6.

Equity Market Liberalizations as Country Ipos

Downloads 270 (225,997)
Citation 1

Equity Market Liberalizations as Country Ipos

Ohio State University, Dice Center Working Paper No. 2003-1
Number of pages: 26 Posted: 11 Mar 2003
Rodolfo Martell and René M. Stulz
Kepos Capital and Ohio State University (OSU) - Department of Finance
Downloads 209 (288,720)

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Equity Market Liberalizations as Country Ipos

NBER Working Paper No. w9481
Number of pages: 26 Posted: 13 Feb 2003 Last Revised: 29 Nov 2022
Rodolfo Martell and René M. Stulz
Kepos Capital and Ohio State University (OSU) - Department of Finance
Downloads 61 (711,302)
Citation 1

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