Todd Griffith

Utah State University

Logan, UT 84322

United States

SCHOLARLY PAPERS

5

DOWNLOADS

952

SSRN CITATIONS

9

CROSSREF CITATIONS

4

Scholarly Papers (5)

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 - Department of Finance
Downloads 359 (105,133)
Citation 9

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 298 (128,855)
Citation 5

Abstract:

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

3.

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 193 (196,761)
Citation 1

Abstract:

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

4.

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 69 (409,855)
Citation 1

Abstract:

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Price clustering, Limit orders, Information asymmetry, Cognitive processing

5.

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 33 (558,488)
Citation 1

Abstract:

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Limit Orders, Cancellation Rates, Fees, Execution Quality