Details about Todd Gardner Griffith

Access statistics for papers by Todd Gardner Griffith.

Last updated 2021-05-10. Update your information in the RePEc Author Service.

Short-id: pgr687

Journal Articles

2021

1. Do (Should) Brokers Route Limit Orders to Options Exchanges That Purchase Order Flow?
   Journal of Financial and Quantitative Analysis, 2021, 56, (1), 183-211

2020

2. Comovement in the Cryptocurrency Market
   Economics Bulletin, 2020, 40, (1), 448-455 View citations (8)
3. Opacity and the comovement in the stock prices of banks
   Accounting and Finance, 2020, 60, (4), 3557-3580 View citations (1)
4. The effects of an increase in equity tick size on stock and option transaction costs
   Journal of Banking & Finance, 2020, 114, (C) View citations (4)

2019

5. Information in stock prices: the case of the 2016 U.S. presidential election
   Applied Economics, 2019, 51, (40), 4385-4396 View citations (2)
6. Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity
   Journal of Banking & Finance, 2019, 101, (C), 104-121 View citations (24)
7. WHEN ELECTIONS FAIL TO RESOLVE UNCERTAINTY: THE CASE OF THE 2016 U.S. PRESIDENTIAL ELECTION
   Journal of Financial Research, 2019, 42, (4), 735-756 View citations (7)

2018

8. The maximum bid-ask spread
   Journal of Financial Markets, 2018, 41, (C), 1-16 View citations (3)

2017

9. Bank opacity and the efficiency of stock prices
   Journal of Banking & Finance, 2017, 76, (C), 32-47 View citations (23)

2016

10. Price Clustering Asymmetries in Limit Order Flows
    Financial Management, 2016, 45, (4), 1041-1066 View citations (2)
11. Price clustering and the stability of stock prices
    Journal of Business Research, 2016, 69, (10), 3933-3942 View citations (17)