Todd Gardner Griffith : Citation Profile

Are you Todd Gardner Griffith?

Utah State University

5

H index

3

i10 index

87

Citations

RESEARCH PRODUCTION:

11

Articles

RESEARCH ACTIVITY:

   5 years (2016 - 2021). See details.
   Cites by year: 17
   Journals where Todd Gardner Griffith has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 1 (1.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr687
   Updated: 2024-12-03    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)

Maghyereh, Aktham (4)

Figà-Talamanca, Gianna (3)

Patacca, Marco (2)

Leledakis, George (2)

Kemme, David (2)

Ntim, Collins (2)

Stoica, Ovidiu (2)

Dařena, František (2)

Diaconaşu, Delia (2)

Mare, Davide Salvatore (1)

Cites to:

Bessembinder, Hendrik (5)

Grossman, Sanford (5)

Subrahmanyam, Avanidhar (5)

Rochet, Jean (4)

Amihud, Yakov (4)

Diamond, Douglas (4)

Lee, Charles (4)

Fama, Eugene (4)

Zhang, Hao (4)

Foucault, Thierry (4)

Pindyck, Robert (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 (2024 and 2023)

YearTitle of citing document
2023Matrix 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.

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2023Tick 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.

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2023Algorithmic 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.

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2024Machine learning in bank merger prediction: A text-based approach. (2024). Leledakis, George ; Fergadiotis, Manos ; Androutsopoulos, Ion ; Pyrgiotakis, Emmanouil G ; Katsafados, Apostolos G. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:783-797.

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2023Higher-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.

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2023Enterprise 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.

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2023COVID lockdown, Robinhood traders, and liquidity in stock and option markets. (2023). Clancey-Shang, Danjue. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003538.

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2024CEO overconfidence and the informativeness of bank stock prices. (2024). Lin, Kun-Li ; Doan, Anh-Tuan ; Le, Anh-Tuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001625.

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2023Can 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.

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2023Herding behavior in exploring the predictability of price clustering in cryptocurrency market. (2023). Masmoudi, Afif ; Hachicha, Fatma ; Obeid, Hassan ; Abid, Ilyes. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005500.

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2024Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012047.

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2024Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program. (2024). Zhou, Jiayu ; Lin, Tse-Chun ; Deng, Mengdie. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s138641812300068x.

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2024Bank opacity, systemic risk and financial stability. (2024). Mies, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001110.

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2024CSR disclosure, political risk and market quality: Evidence from the Russia-Ukraine conflict. (2024). Fu, Chengbo ; Clancey-Shang, Danjue. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000103.

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2024New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609.

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2024How reaching numerical roundness on subgoals affects the completion of superordinate goals. (2024). Gunasti, Kunter ; Hair, Michael ; Ozcan, Timucin. In: Journal of Business Research. RePEc:eee:jbrese:v:177:y:2024:i:c:s0148296324001218.

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2023Time-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.

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2024Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703.

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2023Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972.

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2023Systemically important financial institutions and drivers of systemic risk: Evidence from India. (2023). Bouri, Elie ; Kumar, Dilip ; Narayan, Shivani. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002263.

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2024Realized volatility, price informativeness, and tick size: A market microstructure approach. (2024). Yamamoto, Ryuichi ; Xiao, Xijuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:410-426.

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2023Systemic 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.

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2023Do 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.

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2023Tick Size Wars: The Market Quality Effects of Pricing Grid Competition. (2023). Ødegaard, Bernt ; Meling, Tom G ; Foley, Sean. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:659-692..

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2023Modelling 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.

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Works by Todd Gardner Griffith:

YearTitleTypeCited
2020Opacity and the comovement in the stock prices of banks In: Accounting and Finance.
[Full Text][Citation analysis]		article1
2016Price Clustering Asymmetries in Limit Order Flows In: Financial Management.
[Full Text][Citation analysis]		article2
2019WHEN ELECTIONS FAIL TO RESOLVE UNCERTAINTY: THE CASE OF THE 2016 U.S. PRESIDENTIAL ELECTION In: Journal of Financial Research.
[Full Text][Citation analysis]		article7
2021Do (Should) Brokers Route Limit Orders to Options Exchanges That Purchase Order Flow? In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article0
2020Comovement in the Cryptocurrency Market In: Economics Bulletin.
[Full Text][Citation analysis]		article8
2018The maximum bid-ask spread In: Journal of Financial Markets.
[Full Text][Citation analysis]		article3
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.
[Full Text][Citation analysis]		article21
2020The effects of an increase in equity tick size on stock and option transaction costs In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2017Bank opacity and the efficiency of stock prices In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2016Price clustering and the stability of stock prices In: Journal of Business Research.
[Full Text][Citation analysis]		article17
2019Information in stock prices: the case of the 2016 U.S. presidential election In: Applied Economics.
[Full Text][Citation analysis]		article2

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