Spencer Martin

Contact details

03 8344 6466
martis@unimelb.edu.au
Room 11.018, Level 11
The Spot
198 Berkeley St (Building 110)

Postal address

Department of Finance
Level 12, 198 Berkeley St,
University of Melbourne,
Melbourne, VIC 3010, Australia


Biography

Spencer completed his PhD at the Wharton School, University of Pennsylvania, and joined the Faculty in 2009 from Carnegie Mellon University. His research interests include investments, empirical asset pricing, and behavioral finance. He has published widely in professional journals as well as in internationally reviewed academic journals including the Journal of Financial Economics, Review of Financial Studies, Journal of Portfolio Management, and the Journal of Finance.

Research Interests

  • Empirical Asset Pricing
  • Investments

Qualifications

Wharton PhD, University of Pennsylvania. (1998)

Publications

Journal Articles

Martin JS, Aragon G. (2012) "A Unique View of Hedge Fund Derivatives Usage: Safeguard or speculation?", Journal of Financial Economics, vol.105 (2), pp.436 - 456.

Henkel SJH, Martin JS, Nardari F. (2011) "Time-varying short-horizon predictability", Journal of Financial Economics, vol.99 (3), pp.560 - 580.

Durham G, Hertzel M, Martin JS. (2005) "The Market Impact of Trends and Sequences in Performance: New Evidence", Journal of Finance, vol.60 (5), pp.2551 - 2569.

Martin JS, Griffin J, Ji X. (2003) "Momentum Investing and Business Cycle Risk: Evidence From Pole to Pole", Journal of Finance, vol.58 (6), pp.2515 - 2547.

Martin JS. (2001) "The Determinants of Credit Spread Changes", Journal of Finance, vol.56 (6), pp.2177 - 2207.

Grundy B D, Martin JS. (2001) "Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing", Review of Financial Studies, vol.14 (1), pp.29 - 78.

Non-Peer Reviewed Publications

Griffin J, Ji X, Martin JS. (2005) "Global momentum strategies: A portfolio perspective", The Journal of Portfolio Management: the journal for investment professionals, vol.31 (2), pp.23 - 50.

Teaching responsibilities

  • FNCE90059 - PhD - Finance Thesis Workshop (Semester 2)