Spencer Martin

Contact details

834 46466
Room 11.018 - The Spot, 198 Berkeley St (Building 110)

Postal address

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

Research Interests

  • Empirical Asset Pricing, Investments


Wharton PhD, University of Pennsylvania. (1998)


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

  • FNCE90056 - Investment Management (Semester 2)
  • FNCE90059 - PhD - Finance Thesis Workshop (Semester 2)