| The determinants of credit spread changes P Collin-Dufresn, RS Goldstein, JS Martin The Journal of Finance 56 (6), 2177-2207, 2001 | 2937 | 2001 |
| Understanding the nature of the risks and the source of the rewards to momentum investing BD Grundy, JSM Martin The Review of Financial Studies 14 (1), 29-78, 2001 | 1441 | 2001 |
| Momentum investing and business cycle risk: Evidence from pole to pole JM Griffin, X Ji, JS Martin The Journal of finance 58 (6), 2515-2547, 2003 | 1407 | 2003 |
| Time-varying short-horizon predictability SJ Henkel, JS Martin, F Nardari Journal of financial economics 99 (3), 560-580, 2011 | 578 | 2011 |
| Global momentum strategies JM Griffin, X Ji, JS Martin The Journal of Portfolio Management 31 (2), 23-39, 2005 | 227* | 2005 |
| A unique view of hedge fund derivatives usage: Safeguard or speculation? GO Aragon, JS Martin Journal of Financial Economics 105 (2), 436-456, 2012 | 179 | 2012 |
| Investment opportunities and corporate demand for lines of credit JS Martin, AM Santomero Journal of Banking & Finance 21 (10), 1331-1350, 1997 | 119 | 1997 |
| The market impact of trends and sequences in performance: New evidence GR Durham, MG Hertzel, JS Martin The Journal of Finance 60 (5), 2551-2569, 2005 | 75 | 2005 |
| Capital formation and financial intermediation: The role of entrepreneur reputation formation E Li, JS Martin Journal of Corporate Finance 59, 185-201, 2019 | 68 | 2019 |
| The hidden cost of managerial incentives: Evidence from the bond and stock markets ND Daniel, JS Martin, L Naveen Available at SSRN 612921, 2004 | 59 | 2004 |
| Who benefits in a crisis? Evidence from hedge fund stock and option holdings GO Aragon, JS Martin, Z Shi Journal of Financial Economics 131 (2), 345-361, 2019 | 46 | 2019 |
| Epic glory and manhood acts in fantasy role-playing: Dagorhir as a case study JS Martin, CA Vaccaro, DA Heckert, R Heasley The Journal of Men’s Studies 23 (3), 293-314, 2015 | 24 | 2015 |
| Secondary market transparency and corporate bond issuing costs J Brugler, C Comerton-Forde, JS Martin Review of Finance 26 (1), 43-77, 2022 | 21 | 2022 |
| Informed trader usage of stock vs. option markets: Evidence from hedge fund investment advisors GO Aragon, JS Martin AFA 2008 New Orleans Meetings Paper, 2007 | 21 | 2007 |
| Macroeconomic risk and seasonality in momentum profits X Ji, JS Martin, Y Yao Journal of Financial Markets 36, 76-90, 2017 | 19 | 2017 |
| Fundamental basket size patterns and their relation to retailer performance J Martin, M Nenycz-Thiel, J Dawes, A Tanusondjaja, J Cohen, B McColl, ... Journal of Retailing and Consumer Services 54, 102032, 2020 | 18 | 2020 |
| Aggregate tail risk and expected returns DA Chapman, MF Gallmeyer, JS Martin The Review of Asset Pricing Studies 8 (1), 36-76, 2018 | 16 | 2018 |
| Cross-cultural and global interdependency development in STEM undergraduate students: Results from Singapore study abroad program F Alexis, M Casco, J Martin, G Zhang Education 137 (3), 249-256, 2017 | 16 | 2017 |
| Loss of Phd2 cooperates with BRAFV600E to drive melanomagenesis S Liu, G Zhang, J Guo, X Chen, J Lei, K Ze, L Dong, X Dai, Y Gao, D Song, ... Nature communications 9 (1), 5426, 2018 | 14 | 2018 |
| Do you see what I see? Transparency and bond issuing costs J Brugler, C Comerton-Forde, JS Martin Available at SSRN 2875165, 2016 | 13 | 2016 |
Robert GoldsteinProfessor of finance, University of Minnesota在 umn.edu 的电子邮件经过验证
