Citation profile for Todd Gardner Griffith

Todd Gardner Griffith : Citation Profile

Utah State University

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Citations

RESEARCH PRODUCTION:

Articles

RESEARCH ACTIVITY:

   5 years (2016 - 2021). See details.
   Cites by year: 13
   Journals where Todd Gardner Griffith has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 1 (1.47 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr687
   Updated: 2024-01-16    RAS profile: 2021-05-10
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Relations with other researchers

Works with:

Blau, Benjamin (3)

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

Is cited by:

Blau, Benjamin (6)

Figà-Talamanca, Gianna (3)

Maghyereh, Aktham (2)

Patacca, Marco (2)

Dařena, František (2)

Ntim, Collins (2)

Kemme, David (2)

Ahmed, Walid (1)

Gil-Alana, Luis (1)

Chen, Tao (1)

Flood, Mark (1)

Cites to:

Bessembinder, Hendrik (5)

Subrahmanyam, Avanidhar (5)

Zhang, Hao (4)

Rochet, Jean (4)

Fama, Eugene (4)

Diamond, Douglas (4)

Amihud, Yakov (4)

Lee, Charles (4)

Foucault, Thierry (4)

Grossman, Sanford (4)

French, Kenneth (3)

Main data

Where Todd Gardner Griffith has published?

Journals with more than one article published	# docs
Journal of Banking & Finance	3

Recent works citing Todd Gardner Griffith (2024 and 2023)

Year	Title of citing document
2023	Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models. (2023). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2308.02364. Full description at Econpapers \|\| Download paper
2023	Tick size and price efficiency: Further evidence from the Tick Size Pilot Program. (2023). Chuwonganant, Chairat ; Chung, Kee H. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:3:p:483-511. Full description at Econpapers \|\| Download paper
2023	Algorithmic trading and block ownership initiation: An information perspective. (2023). Zhu, Yushu ; Zheng, Jiayi. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922000828. Full description at Econpapers \|\| Download paper
2023	Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers \|\| Download paper
2023	Enterprise digital transformation, breadth of ownership and stock price volatility. (2023). Kong, Gaowen ; Zhao, Huixian ; Liu, Shasha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002296. Full description at Econpapers \|\| Download paper
2023	Can environmental disclosure improve price efficiency? The perspective of price delay. (2023). Yang, Yongliang ; Zhang, Jitao. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007322. Full description at Econpapers \|\| Download paper
2023	Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132. Full description at Econpapers \|\| Download paper
2023	Systemic Risk: Bank Characteristics Matter. (2023). Piccotti, Louis R ; Mazumder, Sharif. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-022-00386-z. Full description at Econpapers \|\| Download paper
2023	Do lottery characteristics matter for analysts’ forecast behavior?. (2023). Yang, Jimmy J ; Lin, Mei-Chen. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01176-x. Full description at Econpapers \|\| Download paper
2023	Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies. (2023). Cheng, Jie. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02360-7. Full description at Econpapers \|\| Download paper

Works by Todd Gardner Griffith:

Year	Title	Type	Cited
2020	Opacity and the comovement in the stock prices of banks In: Accounting and Finance. [Full Text][Citation analysis]	article	0
2016	Price Clustering Asymmetries in Limit Order Flows In: Financial Management. [Full Text][Citation analysis]	article	2
2019	WHEN ELECTIONS FAIL TO RESOLVE UNCERTAINTY: THE CASE OF THE 2016 U.S. PRESIDENTIAL ELECTION In: Journal of Financial Research. [Full Text][Citation analysis]	article	3
2021	Do (Should) Brokers Route Limit Orders to Options Exchanges That Purchase Order Flow? In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis]	article	0
2020	Comovement in the Cryptocurrency Market In: Economics Bulletin. [Full Text][Citation analysis]	article	8
2018	The maximum bid-ask spread In: Journal of Financial Markets. [Full Text][Citation analysis]	article	3
2019	Making 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. [Full Text][Citation analysis]	article	16
2020	The effects of an increase in equity tick size on stock and option transaction costs In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	2
2017	Bank opacity and the efficiency of stock prices In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	18
2016	Price clustering and the stability of stock prices In: Journal of Business Research. [Full Text][Citation analysis]	article	15
2019	Information in stock prices: the case of the 2016 U.S. presidential election In: Applied Economics. [Full Text][Citation analysis]	article	0