Details about Todd Gardner Griffith
Access statistics for papers by Todd Gardner Griffith.
Last updated 2020-07-14. Update your information in the RePEc Author Service.
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- Comovement in the Cryptocurrency Market
Economics Bulletin, 2020, 40, (1), 448-455
- Order Cancellations, Fees, and Execution Quality in U.S. Equity Options
Review of Finance, 2020, 33, (4), 1534-1564
- The effects of an increase in equity tick size on stock and option transaction costs
Journal of Banking & Finance, 2020, 114, (C)
- Information in stock prices: the case of the 2016 U.S. presidential election
Applied Economics, 2019, 51, (40), 4385-4396
- 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 (1)
- WHEN ELECTIONS FAIL TO RESOLVE UNCERTAINTY: THE CASE OF THE 2016 U.S. PRESIDENTIAL ELECTION
Journal of Financial Research, 2019, 42, (4), 735-756
- The maximum bid-ask spread
Journal of Financial Markets, 2018, 41, (C), 1-16 View citations (1)
- Bank opacity and the efficiency of stock prices
Journal of Banking & Finance, 2017, 76, (C), 32-47 View citations (8)
- Price Clustering Asymmetries in Limit Order Flows
Financial Management, 2016, 45, (4), 1041-1066 View citations (1)
- Price clustering and the stability of stock prices
Journal of Business Research, 2016, 69, (10), 3933-3942 View citations (6)
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