Concepedia

J. Spencer Martin

JS

23

Publications

5.9K

Citations

19

H-Index

1997

Active since

Affiliations

The University of Melbourne(Current)

Arizona State University

Research Network (United States)

University of St.Gallen

The University of Texas at Austin

J. Spencer Martin is an author at The University of Melbourne specializing in finance, business, and management.

Top concepts

FinanceBusinessManagementEconomicsFinancial EconomicsAsset PricingEmpirical FinanceSupply ChainEconomic AnalysisFinancial Engineering

Publications per year

1997–2021

23

Publications

23

The Determinants of Credit Spread Changes

Pierre Collin-Dufresn, Robert S. Goldstein, J. Spencer Martin · The Journal of Finance · 2001 · 2.1K citations · Full text

Empirical Finance, Credit Spread Changes, Economics +15

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

Bruce D. Grundy, J. Spencer Martin · Review of Financial Studies · 2001 · 1K citations

Empirical Finance, Behavioral Decision Making, Financial Risk Management +18

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

John M. Griffin, Xiuqing Ji, J. Spencer Martin · The Journal of Finance · 2003 · 948 citations

International Economics, Macroeconomic Forecasting, Economic Fluctuation +24

Time-varying short-horizon predictability☆

Sam James Henkel, J. Spencer Martin, Federico Nardari · Journal of Financial Economics · 2010 · 558 citations

Engineering, Robust Modeling, Forecasting +2

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

Bruce D. Grundy, J. Spencer Martin · SSRN Electronic Journal · 1998 · 297 citations · Full text

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