J. Martin
Finance · with Aragon · 2003–2012
A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 26 researchers here, as inferred from the citation graph.
Subfields
- Finance — 56 citations into it; #2,038 of 10,518 by trust here, #1,645 by citations
- Economics and Econometrics — 40 citations into it; #9,107 of 23,481 by trust here, #7,434 by citations
- Management Science and Operations Research — 9 citations into it
- Strategy and Management — 5 citations into it; #2,632 of 10,874 by trust here, #4,683 by citations
Whom J. Martin trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts J. Martin overall
- Bradley S. Paye
- David E. Rapach
- David Bowen
- Benjamin Golez
- Gurdip Bakshi
- Michael Johannes
- Lei Gao
- Guofu Zhou
- L. Liu
- Lukas Menkhoff
Papers from J. Martin's perspective
Ordered by how strongly the researchers J. Martin trusts endorse each paper. Same corpus, a different order for every researcher.
- International Asset Allocation With Regime Shifts
- The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
- Common risk factors in the returns on stocks and bonds
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
- Stock Return Predictability: Is it There?
- On Estimating the Expected Return on the Market: An Exploratory Investigation
- Long-horizon regressions: theoretical results and applications
- Regime Switches in Interest Rates
- Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
- Mutual Fund Flows and Performance in Rational Markets (Journal of Political Economy)
Their papers
- Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole (2003) — 982 citations
- A Unique View of Hedge Fund Derivatives Usage: Safeguard or Speculation? (2012) — 142 citations
- Time-varying short-horizon predictability ☆ (2008) — 437 citations