Martin Martens

3.1k total citations
67 papers, 2.1k citations indexed

About

Martin Martens is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Martin Martens has authored 67 papers receiving a total of 2.1k indexed citations (citations by other indexed papers that have themselves been cited), including 65 papers in Finance, 46 papers in Economics and Econometrics and 17 papers in General Economics, Econometrics and Finance. Recurrent topics in Martin Martens's work include Financial Markets and Investment Strategies (44 papers), Market Dynamics and Volatility (30 papers) and Financial Risk and Volatility Modeling (28 papers). Martin Martens is often cited by papers focused on Financial Markets and Investment Strategies (44 papers), Market Dynamics and Volatility (30 papers) and Financial Risk and Volatility Modeling (28 papers). Martin Martens collaborates with scholars based in Netherlands, Australia and United States. Martin Martens's co-authors include Dick van Dijk, Ser‐Huang Poon, Jason Zein, Michiel De Pooter, Paul Kofman, Helena Chuliá, Ton Vorst, Joop Huij, David Blitz and Stephen J. Taylor and has published in prestigious journals such as Journal of Financial Economics, Journal of Econometrics and Journal of Banking & Finance.

In The Last Decade

Martin Martens

65 papers receiving 2.0k citations

Peers

Martin Martens
Comparison fields: 5 of 61
  • Finance 1.9k
  • Economics and Econometrics 1.6k
  • General Economics, Econometrics and Finance 702
  • Accounting 180
  • Management Science and Operations Research 166
Replace Chris Kirby with:
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Citations per field, relative to Martin Martens
Martin Martens · 1×
Citations per year, relative to Martin Martens
Martin Martens · 1×

Countries citing papers authored by Martin Martens

Since Specialization
Citations

This map shows the geographic impact of Martin Martens's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Martin Martens with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Martin Martens more than expected).

Fields of papers citing papers by Martin Martens

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Martin Martens. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Martin Martens. The network helps show where Martin Martens may publish in the future.

Co-authorship network of co-authors of Martin Martens

This figure shows the co-authorship network connecting the top 25 collaborators of Martin Martens. A scholar is included among the top collaborators of Martin Martens based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Martin Martens. Martin Martens is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 5
2 2
3 6
4 4
5 5
6 0
7
Realized mixed-frequency factor models for vast dimensional covariance estimation
11
8
The vanishing abnormal returns of momentum strategies and 'front-running' momentum strategies
1
9 125
10 15
11 1
12 3
13 136
14 123
15
The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations
33
16 150
17
Intraday volatility forecasts using different seasonality adjustment methods
1
18 6
19 4
20 15

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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