Todd Gardner Griffith : Citation Profile

Utah State University

5

H index

3

i10 index

95

Citations

RESEARCH PRODUCTION:

11

Articles

RESEARCH ACTIVITY:

   5 years (2016 - 2021). See details.
   Cites by year: 19
   Journals where Todd Gardner Griffith has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 1 (1.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr687
   Updated: 2025-12-27    RAS profile: 2021-05-10    
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Relations with other researchers

Works with:

Blau, Benjamin (2)

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)

Stoica, Ovidiu (2)

Katsafados, Apostolos (2)

Boubaker, Sabri (2)

Dařena, František (2)

Ntim, Collins (2)

Wafula, Ronald (2)

Patacca, Marco (2)

Papavassiliou, Vassilios (2)

Cites to:

Grossman, Sanford (5)

Bessembinder, Hendrik (5)

Subrahmanyam, Avanidhar (5)

Lee, Charles (4)

Rochet, Jean (4)

Amihud, Yakov (4)

Zhang, Hao (4)

Foucault, Thierry (4)

Diamond, Douglas (4)

Fama, Eugene (4)

Kyle, Albert (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 (2025 and 2024)

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

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2024How does bank opacity affect credit growth and return predictability?. (2024). Chhatwani, Malvika ; Parija, Arpit Kumar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000872.

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2025Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications. (2025). Umar, Zaghum ; Sokolova, Tatiana ; Iqbal, Najaf ; Shaoyong, Zhang. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007862.

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2025Financial order matters: The real effect of financial-judicial trials on stock price informativeness. (2025). Lin, Xudong ; Zhu, Hao ; Meng, Yiqun. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002091.

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

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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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2024Social media, investor‒firm interactions and informational efficiency of stock prices: Evidence from China. (2024). Shu, Jinhan. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010894.

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2024Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program. (2024). Lin, Tse-Chun ; Deng, Mengdie ; Zhou, Jiayu. 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). Clancey-Shang, Danjue ; Fu, Chengbo. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000103.

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2024New insights into liquidity resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall. 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). Ozcan, Timucin ; Hair, Michael ; Gunasti, Kunter. In: Journal of Business Research. RePEc:eee:jbrese:v:177:y:2024:i:c:s0148296324001218.

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

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2024Does high-speed rail boost local bank performance? Evidence from China. (2024). Wen, Huiyu ; Wang, Hui ; Gao, Haoyu ; Zhao, Danni. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:641-658.

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2024Does market microstructure affect time-varying efficiency? Evidence from emerging markets. (2024). Raza, Muhammad Wajid ; Said, Bahrawar ; Elshahat, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001405.

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2025Style investing and return comovement in the cryptocurrency market. (2025). Disli, Mustafa ; Rabbo, Fatima Abd. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002053.

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2024New Insights into Liquidity Resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; O'Sullivan, Conall. In: Post-Print. RePEc:hal:journl:hal-04432411.

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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]		article8
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]		article9
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]		article24
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]		article25
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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