IMG_9064.JPG

jmartel@iu.edu

I am a Visiting Assistant Professor of Finance at Indiana University Bloomington. I received my PhD in Finance from the University of Colorado Boulder in 2018. My research interests include:

  • Dynamic trading games
  • Housing
  • Cheap talk

I have taught Corporate Finance and Introductory Finance at the University of Colorado Boulder.


Publications

Quality, Price, and Time-on-Market

Economics Letters, 171: 97 - 101, 2018

[ Paper ] [ Companion Note ]

I propose a simple model of quality, price, and time-on-market.


Working Papers

*Scheduled, **Co-author, ***Scheduled and Co-author

Constrained Asset Prices

[ Paper ] [ Slides ]

with Ed Van Wesep

Revise and Resubmit at the Journal of Finance

2017 Front Range Conference, 2017 SFS Cavalcade, 2018 European Winter Finance Conference** 

We develop a model of asset pricing in which buyers are either unable or unwilling to buy an asset at a price substantially above its price in recent transactions.

Quality Uncertainty in Housing Markets

[ Paper ] [ Slides ][ R Code ]

2018 ARES, 2018  UAE*, 2019 AREUA-ASSA*

In this paper, I quantify the effect of buyers' uncertainty about a home's quality on its pricing and liquidity.

Clarifying by Discretizing

[ Paper ] [ Slides ]

2018 FIRS

with Ed Van Wesep and Robert Van Wesep

In this paper, we argue that while discrete messages are less precise, they are easier to interpret.

Internal Finance in Customer Owned Firms

[ Paper ] [ Poster ]

2017 AFA PhD Poster Session

I propose a theory of internal finance for the customer owned firm.

The Shape of Cooperative Communication

[ Paper ]

with Ed Van Wesep

We show that the purpose of a reviewer generates the optimal distribution of reviews.

*Scheduled, **Co-author, ***Scheduled and Co-author


Works in Progress

*Scheduled, **Co-author, ***Scheduled and Co-author

Currency Controls, Safe Assets, and Housing Markets

Coming Soon!

UEA 2018*

with Francisco Morales

In this paper, we investigate how currency controls affect pricing and liquidity in housing markets.


Field Work