Todd Gardner Griffith : Citation Profile


Are you Todd Gardner Griffith?

Utah State University

4

H index

2

i10 index

48

Citations

RESEARCH PRODUCTION:

11

Articles

RESEARCH ACTIVITY:

   5 years (2016 - 2021). See details.
   Cites by year: 9
   Journals where Todd Gardner Griffith has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 1 (2.04 %)

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   Permalink: http://citec.repec.org/pgr687
   Updated: 2022-05-21    RAS profile: 2021-05-10    
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Relations with other researchers


Works with:

Blau, Benjamin (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Todd Gardner Griffith.

Is cited by:

Ntim, Collins (2)

Dařena, František (2)

DeLisle, Jared (1)

Chen, Tao (1)

Mittal, Amit (1)

Haufler, Andreas (1)

Mare, Davide Salvatore (1)

Leledakis, George (1)

Figà-Talamanca, Gianna (1)

Yamamoto, Ryuichi (1)

Ahmed, Walid (1)

Cites to:

Rochet, Jean (5)

Subrahmanyam, Avanidhar (5)

Bessembinder, Hendrik (5)

Lee, Charles (4)

Diamond, Douglas (4)

Zhang, Hao (4)

Fama, Eugene (4)

Foucault, Thierry (4)

Amihud, Yakov (4)

Grossman, Sanford (4)

FREIXAS, XAVIER (3)

Main data


Where Todd Gardner Griffith has published?


Journals with more than one article published# docs
Journal of Banking & Finance3

Recent works citing Todd Gardner Griffith (2021 and 2020)


YearTitle of citing document
2020Opacity, Risk, Performance and Inflows in Hedge Funds. (2020). Moreira, Fernando ; Bressan, Aureliano ; Januzzi, Flavia. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:24:y:2020:i:1:1374.

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2021Modeling Price Clustering in High-Frequency Prices. (2021). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2102.12112.

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2020Tick Size and Financial Reporting Quality in Small‐Cap Firms: Evidence from a Natural Experiment. (2020). Xu, Nina ; Li, Yiwen ; Ahmed, Anwer S. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:4:p:869-914.

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2021Gauging the effects of stock liquidity on earnings management: Evidence from the SEC tick size pilot test. (2021). Xia, Ying ; Li, Dan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000250.

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2021Regime switches and commonalities of the cryptocurrencies asset class. (2021). Figà-Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna ; Patacca, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577.

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2021Inflation and Bitcoin: A descriptive time-series analysis. (2021). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001257.

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2021Stock price synchronicity and price informativeness: Evidence from a regulatory change in the U.S. banking industry. (2021). Zheng, Yeliangzi ; Bouslah, Kais ; Abedifar, Pejman. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320309855.

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2020Does relative valuation work for banks?. (2020). Gianfrate, Gianfranco ; Forte, Gianfranco ; Rossi, Emanuele. In: Global Finance Journal. RePEc:eee:glofin:v:44:y:2020:i:c:s1044028317304787.

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2020How informative are stock prices of Islamic Banks?. (2020). Song, Liang ; Hashem, Shatha Qamhieh ; Bouslah, Kais ; Abedifar, Pejman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300871.

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2020Bank asset and informational quality. (2020). Chen, Lei ; Kladakis, George ; Bellos, Sotirios K. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301402.

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2021Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency. (2021). Mare, Davide Salvatore ; Li, Youwei ; Sun, Yuxin ; Ibikunle, Gbenga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001487.

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2020The Complexity of Bank Holding Companies: A Topological Approach. (2020). Flood, Mark ; Simon, Jonathan K ; Lumsdaine, Robin L ; Kenett, Dror Y. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620300571.

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2022Market fairness and efficiency: Evidence from the Tokyo Stock Exchange. (2022). Zhang, Jiang ; McInish, Thomas H ; Kemme, David M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002612.

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2020Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program. (2020). Chung, Kee H ; Rosch, Dominik ; Lee, Albert J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:879-899.

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2020Price discovery, order submission, and tick size during preopen period. (2020). Yamamoto, Ryuichi ; Xiao, Xijuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x20302067.

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2022Using transfer entropy to measure information flows between cryptocurrencies. (2022). Demir, Ender ; Bilgin, Mehmet ; Assaf, Ata. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007573.

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2020Does short selling affect the clustering of stock prices?. (2020). Sabah, Nasim ; Baig, Ahmed S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:270-277.

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2021Bank stocks inform higher growth—A System GMM analysis of ten emerging markets in Asia. (2021). Garg, Ajay Kumar ; Mittal, Amit. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:210-220.

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2022On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis. (2022). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:135-151.

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2020Modeling the Connection between Bank Systemic Risk and Balance-Sheet Liquidity Proxies through Random Forest Regressions. (2020). Zeldea, Cristina. In: Administrative Sciences. RePEc:gam:jadmsc:v:10:y:2020:i:3:p:52-:d:396470.

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2021Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries. (2021). Baig, Ahmed ; Griffith, Todd G ; Blau, Benjamin M. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:60:y:2021:i:2:d:10.1007_s10693-020-00341-w.

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2021Agency Conflicts and Dividend Persistence. (2021). Dudekem, Benoit. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:60:y:2021:i:2:d:10.1007_s10693-021-00348-x.

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2022Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds. (2022). DeLisle, Jared ; Blau, Benjamin M ; Baig, Ahmed S. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01004-0.

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2021Machine Learning in U.S. Bank Merger Prediction: A Text-Based Approach. (2021). Leledakis, George ; Katsafados, Apostolos G ; Fergadiotis, Manos ; Androutsopoulos, Ion ; Pyrgiotakis, Emmanouil G. In: MPRA Paper. RePEc:pra:mprapa:108272.

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2020.

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2020.

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2021Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Patacca, Marco ; Focardi, Sergio ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x.

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2021Blockchain and cryptocurrencies: economic and financial research. (2021). Grunspan, Cyril ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00366-3.

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2022Intraday patterns of price clustering in Bitcoin. (2022). Tanizaki, Hisashi ; Ma, Donglian. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00307-4.

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2020Subsidizing Liquidity with Wider Ticks: Evidence from the Tick Size Pilot Study. (2020). McCrary, Justin ; Bartlett, Robert P. In: Journal of Empirical Legal Studies. RePEc:wly:empleg:v:17:y:2020:i:2:p:262-316.

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2020Tick size and market quality: Simulations based on agent‐based artificial stock markets. (2020). Ye, Qing ; Zhang, Jie ; Yang, Xinhui. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:27:y:2020:i:3:p:125-141.

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2021The opportunity cost of hedging under incomplete information: Evidence from ETF/Ns. (2021). Simaan, Majeed ; Cui, Zhenyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1775-1796.

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Works by Todd Gardner Griffith:


YearTitleTypeCited
2020Opacity and the comovement in the stock prices of banks In: Accounting and Finance.
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article0
2016Price Clustering Asymmetries in Limit Order Flows In: Financial Management.
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article2
2019WHEN ELECTIONS FAIL TO RESOLVE UNCERTAINTY: THE CASE OF THE 2016 U.S. PRESIDENTIAL ELECTION In: Journal of Financial Research.
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article1
2021Do (Should) Brokers Route Limit Orders to Options Exchanges That Purchase Order Flow? In: Journal of Financial and Quantitative Analysis.
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article0
2020Comovement in the Cryptocurrency Market In: Economics Bulletin.
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article5
2018The maximum bid-ask spread In: Journal of Financial Markets.
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article2
2019Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity In: Journal of Banking & Finance.
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article9
2020The effects of an increase in equity tick size on stock and option transaction costs In: Journal of Banking & Finance.
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article1
2017Bank opacity and the efficiency of stock prices In: Journal of Banking & Finance.
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article16
2016Price clustering and the stability of stock prices In: Journal of Business Research.
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article12
2019Information in stock prices: the case of the 2016 U.S. presidential election In: Applied Economics.
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article0

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