J. Spencer Martin

University of Melbourne - Faculty of Business and Economics

Professor of Finance

Faculty of Economics and Commerce

Parkville, Victoria 3010 3010

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

14

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SSRN RANKINGS

Top 3,178

in Total Papers Downloads

12,514

SSRN CITATIONS
Rank 2,807

SSRN RANKINGS

Top 2,807

in Total Papers Citations

274

CROSSREF CITATIONS

149

Scholarly Papers (14)

1.

The Determinants of Credit Spread Changes

Number of pages: 33 Posted: 24 Mar 2000
Ecole Polytechnique Fédérale de Lausanne, University of Melbourne - Faculty of Business and Economics and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 2,833 (4,516)
Citation 120

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Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing

Rodney L. White Center for Financial Research Working Paper Series #13-98
Number of pages: 58 Posted: 02 Jun 1998
Bruce D. Grundy and J. Spencer Martin
University of Melbourne and University of Melbourne - Faculty of Business and Economics
Downloads 2,713 (4,748)
Citation 62

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Factor loadings, hedging, momentum

Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing

Review of Financial Studies
Posted: 25 Oct 2000
Bruce D. Grundy and J. Spencer Martin
University of Melbourne and University of Melbourne - Faculty of Business and Economics

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Factor loadings, hedging, momentum

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole

AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 46 Posted: 22 Nov 2001
John M. Griffin, J. Spencer Martin and Susan Ji
University of Texas at Austin - Department of Finance, University of Melbourne - Faculty of Business and Economics and Luter School of Business, Christopher Newport University
Downloads 1,950 (8,285)
Citation 108

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Momentum, Business Cycle, Portfolio Risk

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole

Journal of Finance, Forthcoming
Posted: 24 Nov 2003 Last Revised: 31 Mar 2015
John M. Griffin, Susan Ji and J. Spencer Martin
University of Texas at Austin - Department of Finance, Luter School of Business, Christopher Newport University and University of Melbourne - Faculty of Business and Economics

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Momentum, Business Cycle, Portfolio Risk

4.

Global Momentum Strategies: A Portfolio Perspective

Number of pages: 34 Posted: 04 Feb 2004
John M. Griffin, Susan Ji and J. Spencer Martin
University of Texas at Austin - Department of Finance, Luter School of Business, Christopher Newport University and University of Melbourne - Faculty of Business and Economics
Downloads 1,805 (9,566)
Citation 15

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Momentum, Portfolio Management

5.

Time-Varying Short-Horizon Return Predictability

Journal of Financial Economics (JFE), Vol. 99, No. 3, 2011
Number of pages: 45 Posted: 06 Mar 2008 Last Revised: 31 Jan 2011
Sam James Henkel, J. Spencer Martin and Federico Nardari
affiliation not provided to SSRN, University of Melbourne - Faculty of Business and Economics and University of Melbourne - Department of Finance
Downloads 1,013 (23,402)
Citation 17

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Stock Return Predictability, Asset Pricing, Business Fluctuations, Financial Markets and the Macro economy

6.

The Hidden Cost of Managerial Incentives: Evidence from the Bond and Stock Markets

Number of pages: 38 Posted: 02 Nov 2004
Naveen D. Daniel, J. Spencer Martin and Lalitha Naveen
Drexel University - Department of Finance, University of Melbourne - Faculty of Business and Economics and Temple University - Department of Finance
Downloads 498 (60,929)
Citation 15

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Managerial incentives, executive compensation, credit spreads, expected stock returns

The Market Impact of Trends and Sequences in Performance: New Evidence

Carey School of Business Working Paper
Number of pages: 33 Posted: 23 Jun 2003
Greg R. Durham, J. Spencer Martin and Michael G. Hertzel
Montana State University - Bozeman - College of Business, University of Melbourne - Faculty of Business and Economics and Arizona State University (ASU) - Finance Department
Downloads 363 (88,257)
Citation 7

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Regime Shifting Beliefs, Behavioral Finance

The Market Impact of Trends and Sequences in Performance: New Evidence

Journal of Finance, Forthcoming
Posted: 30 Dec 2004
Greg R. Durham, Michael G. Hertzel and J. Spencer Martin
Montana State University - Bozeman - College of Business, Arizona State University (ASU) - Finance Department and University of Melbourne - Faculty of Business and Economics

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Behavioral finance, sports wagering, efficient markets, asset pricing

8.

Secondary Market Transparency and Corporate Bond Issuing Costs

Number of pages: 56 Posted: 01 Dec 2016 Last Revised: 20 Jan 2020
James Brugler, Carole Comerton-Forde and J. Spencer Martin
University of Melbourne - Department of Finance, UNSW Business School and University of Melbourne - Faculty of Business and Economics
Downloads 270 (122,849)
Citation 4

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corporate bonds, capital costs, market transparency

9.

Who Benefits in a Crisis? Evidence from Hedge Fund Stock and Option Holdings

Number of pages: 47 Posted: 07 Dec 2016 Last Revised: 01 Jan 2018
George O. Aragon, J. Spencer Martin and Zhen Shi
Arizona State University (ASU) - Finance Department, University of Melbourne - Faculty of Business and Economics and Georgia State University
Downloads 263 (126,367)
Citation 5

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Hedge Funds; Opportunistic Trading; Lockups; Options; Derivatives; Financial Crises

10.

Capital Formation and Financial Intermediation: The Role of Entrepreneur Reputation Formation

Journal of Corporate Finance, Forthcoming
Number of pages: 43 Posted: 01 Nov 2014 Last Revised: 12 Apr 2016
Emma Li and J. Spencer Martin
Department of Finance and University of Melbourne - Faculty of Business and Economics
Downloads 236 (140,866)
Citation 2

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Crowd Funding, Financial Innovation

11.

Are Directors Really Irrelevant to Capital Structure Choice?

Number of pages: 45 Posted: 29 Nov 2016 Last Revised: 06 Jan 2017
André Gygax, Matthew Hazledine and J. Spencer Martin
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and University of Melbourne - Faculty of Business and Economics
Downloads 210 (157,487)
Citation 1

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Board interlocking network, capital structure

12.

Macroeconomic Risk and Seasonality in Momentum Profits

Journal of Financial Markets, Forthcoming
Number of pages: 41 Posted: 01 Oct 2012 Last Revised: 16 Dec 2017
Susan Ji, J. Spencer Martin and Chelsea Yaqiong Yao
Luter School of Business, Christopher Newport University, University of Melbourne - Faculty of Business and Economics and Lancaster University - Management School
Downloads 157 (203,993)

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Momentum; Macroeconomic risk; ROE; Seasonality; January effects

13.

Are Active Managers a Drag on Investor Wealth? Evidence from an Option-Based Estimation

Number of pages: 42 Posted: 29 Oct 2015
J. Spencer Martin and George Jiaguo Wang
University of Melbourne - Faculty of Business and Economics and Lancaster University Management School
Downloads 126 (243,218)

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Mutual Fund, Bear State, Market Timing, Conditional Performance

14.

Are Fat Cats Copycats? Evidence from Director and Consultant Network Dynamics

2nd Annual Financial Institutions, Regulation and Corporate Governance Conference
Number of pages: 51 Posted: 31 Aug 2016 Last Revised: 06 Jan 2017
André Gygax, Matthew Hazledine and J. Spencer Martin
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and University of Melbourne - Faculty of Business and Economics
Downloads 77 (337,229)
Citation 1

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Board interlocking network, executive compensation package design, selection, imitation, compensation consultants