Todd Griffith

Utah State University

Logan, UT 84322

United States

SCHOLARLY PAPERS

9

DOWNLOADS

1,939

TOTAL CITATIONS
Rank 32,172

SSRN RANKINGS

Top 32,172

in Total Papers Citations

40

Scholarly Papers (9)

1.

Making Cents of Tick Sizes: An Investigation of the 2016 U.S. SEC Tick Size Pilot on Limit Order Book Liquidity

Journal of Banking and Finance, Vol. 101, 2019
Number of pages: 53 Posted: 22 Dec 2016 Last Revised: 02 Jun 2019
Todd Griffith and Brian Roseman
Utah State University and Oklahoma State University
Downloads 475 (125,052)
Citation 26

Abstract:

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SEC Tick Size Pilot, Limit Order Book, Quotes, Tick Sizes, Pennies, NASDAQ, ITCH, Resilience, CRT

2.

Political Uncertainty and Market Liquidity: Evidence from the Brexit Referendum and the 2016 U.S. Presidential Election

Number of pages: 37 Posted: 03 Jan 2018 Last Revised: 20 Feb 2018
Justin Cox and Todd Griffith
Appalachian State University and Utah State University
Downloads 430 (140,852)
Citation 7

Abstract:

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Political Uncertainty, Elections, Market Liquidity, Adverse Selection, Volatility

3.

Daily Short Selling Around Reverse Stock Splits

Number of pages: 38 Posted: 22 Jul 2022 Last Revised: 15 Dec 2022
Benjamin M. Blau, Justin Cox, Todd Griffith and Ryan Voges
Utah State University - Huntsman School of Business, Appalachian State University, Utah State University and University of Utah
Downloads 292 (215,378)
Citation 1

Abstract:

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Short Selling; Reverse Stock Splits; Market Efficiency

4.

Do (Should) Brokers Route Standing Limit Orders Seeking to Trade U.S. Equity Options to Wholesalers?

12th Annual Mid-Atlantic Research Conference in Finance (MARC)
Number of pages: 57 Posted: 16 Nov 2016 Last Revised: 08 Jun 2017
University of Notre Dame - Department of Finance, Utah State University and University of Mississippi - Department of Finance
Downloads 288 (218,583)
Citation 1

Abstract:

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Maker-Taker, Payment-For-Order-Flow, Order Execution Quality

The Gambler's Fallacy in Financial Markets: The Case of Short Sellers

Number of pages: 29 Posted: 14 Nov 2022
Benjamin M. Blau, Todd Griffith and Ryan Whitby
Utah State University - Huntsman School of Business, Utah State University and Utah State University
Downloads 101 (548,770)

Abstract:

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Behavioral Finance, Short Selling, Gambler's Fallacy, Behavioral Bias, Informed trading

The Gambler's Fallacy in Financial Markets: The Case of Short Sellers

Number of pages: 29 Posted: 22 Jun 2023
Ryan Whitby, Benjamin M. Blau and Todd Griffith
Utah State University, Utah State University - Huntsman School of Business and Utah State University
Downloads 67 (701,872)

Abstract:

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behavioral finance, Short Selling, Gambler's Fallacy, Behavioral Bias, Informed trading

6.

Price Clustering Asymmetries in Limit Order Flows

Number of pages: 36 Posted: 03 Jun 2015 Last Revised: 05 Nov 2015
Travis Box and Todd Griffith
Clemson University and Utah State University
Downloads 124 (467,504)
Citation 3

Abstract:

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Price clustering, Limit orders, Information asymmetry, Cognitive processing

7.

Order Cancellations, Fees, and Execution Quality in U.S. Equity Options

Number of pages: 48 Posted: 18 Dec 2017 Last Revised: 22 May 2019
Todd Griffith and Robert A. Van Ness
Utah State University and University of Mississippi - Department of Finance
Downloads 99 (551,339)
Citation 2

Abstract:

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Limit Orders, Cancellation Rates, Fees, Execution Quality

8.

Political Partisanship and Firm Risk

Number of pages: 46 Posted: 28 Jun 2024
Todd Griffith, Brian Roseman and James Upson
Utah State University, Oklahoma State University and University of Texas at El Paso
Downloads 32 (939,080)

Abstract:

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partisanship, policy risk, textual analysis, topic analysis, monetary policy reports, polarization

9.

Covid-19 Exposure and Price Clustering

Number of pages: 31 Posted: 16 Jan 2025
Utah State University, Boise State University - College of Business and Economics, St. John's University - Department of Economics and Finance and Utah State University - Huntsman School of Business
Downloads 31 (948,750)

Abstract:

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COVID-19, Pandemic, Price Clustering, Local Bias