John M. Griffin

University of Texas at Austin - Department of Finance

Professor

Red McCombs School of Business

Austin, TX 78712

United States

http://www.jgriffin.info

SCHOLARLY PAPERS

37

DOWNLOADS
Rank 182

SSRN RANKINGS

Top 182

in Total Papers Downloads

97,876

SSRN CITATIONS
Rank 992

SSRN RANKINGS

Top 992

in Total Papers Citations

574

CROSSREF CITATIONS

591

Scholarly Papers (37)

1.

Is Bitcoin Really Un-Tethered?

Number of pages: 119 Posted: 25 Jun 2018 Last Revised: 05 Nov 2019
John M. Griffin and Amin Shams
University of Texas at Austin - Department of Finance and Ohio State University, Fisher College of Business
Downloads 48,739 (39)
Citation 91

Abstract:

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Blockchain, Cryptocurrencies, Bitcoin, Tether

2.

Manipulation in the VIX?

Number of pages: 58 Posted: 24 May 2017
John M. Griffin and Amin Shams
University of Texas at Austin - Department of Finance and Ohio State University, Fisher College of Business
Downloads 10,470 (686)
Citation 15

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3.

Did FinTech Lenders Facilitate PPP Fraud?

Journal of Finance, Forthcoming
Number of pages: 113 Posted: 18 Aug 2021 Last Revised: 05 Aug 2022
John M. Griffin, Samuel Kruger and Prateek Mahajan
University of Texas at Austin - Department of Finance, University of Texas at Austin - Department of Finance and University of Texas at Austin, Department of Finance
Downloads 3,844 (3,861)

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FinTech, Paycheck Protection Program (PPP), Misreporting, Fraud

4.

Who Drove and Burst the Tech Bubble?

Journal of Finance, Forthcoming
Number of pages: 145 Posted: 24 Oct 2003 Last Revised: 17 Nov 2010
John M. Griffin, Jeffrey H. Harris, Tao Shu and Selim Topaloglu
University of Texas at Austin - Department of Finance, American University - Department of Finance and Real Estate, The Chinese University of Hong Kong, Shenzhen and Queen's University - Smith School of Business
Downloads 3,004 (5,882)
Citation 23

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Stock Market Bubbles, Institutional Trading, Individual Trading

5.

Are Emerging Markets More Profitable? Implications for Comparing Weak and Semi-Strong Form Efficiency

EFA 2007 Ljubljana Meetings Paper, AFA 2008 New Orleans Meetings Paper
Number of pages: 71 Posted: 24 Jan 2007 Last Revised: 05 Mar 2015
John M. Griffin, Patrick J. Kelly and Federico Nardari
University of Texas at Austin - Department of Finance, The University of Melbourne and University of Melbourne - Department of Finance
Downloads 2,877 (6,319)
Citation 17

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market efficiency, information efficiency, synchronicity, international finance, earnings announcements, emerging markets

6.

Is COVID Revealing a Virus in CMBS 2.0?

Number of pages: 115 Posted: 23 Aug 2020 Last Revised: 13 Oct 2021
John M. Griffin and Alex Priest
University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 2,639 (7,215)
Citation 1

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Commercial Mortgages, Commercial Mortgage Backed Securities, Income Overstatement

7.

Global Momentum Strategies: A Portfolio Perspective

Number of pages: 34 Posted: 04 Feb 2004
John M. Griffin, Susan Ji and J. Spencer Martin
University of Texas at Austin - Department of Finance, Luter School of Business, Christopher Newport University and University of Melbourne - Faculty of Business and Economics
Downloads 2,102 (10,407)
Citation 15

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Momentum, Portfolio Management

8.

Personal Infidelity and Professional Conduct in 4 Settings

Proceedings of the National Academy of Sciences (PNAS) 116 (33): 16268-16273 (2019), https://doi.org/10.1073/pnas.1905329116 (Working Paper Title: "Do Personal Ethics Influence Corporate Ethics?")
Number of pages: 50 Posted: 10 Mar 2016 Last Revised: 08 Jul 2020
John M. Griffin, Samuel Kruger and Gonzalo Maturana
University of Texas at Austin - Department of Finance, University of Texas at Austin - Department of Finance and Emory University - Goizueta Business School
Downloads 2,069 (10,686)
Citation 12

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CEOs, CFOs, financial advisors, corporate criminals, ethics, corporate misconduct, fraud

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole

Number of pages: 46 Posted: 22 Nov 2001
John M. Griffin, J. Spencer Martin and Susan Ji
University of Texas at Austin - Department of Finance, University of Melbourne - Faculty of Business and Economics and Luter School of Business, Christopher Newport University
Downloads 2,022 (10,904)
Citation 111

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Momentum, Business Cycle, Portfolio Risk

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole

Journal of Finance, Forthcoming
Posted: 24 Nov 2003 Last Revised: 31 Mar 2015
John M. Griffin, Susan Ji and J. Spencer Martin
University of Texas at Austin - Department of Finance, Luter School of Business, Christopher Newport University and University of Melbourne - Faculty of Business and Economics

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Momentum, Business Cycle, Portfolio Risk

Are the Fama and French Factors Global or Country-Specific?

Number of pages: 41 Posted: 08 Mar 2001
John M. Griffin
University of Texas at Austin - Department of Finance
Downloads 1,690 (14,543)
Citation 33

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Are the Fama and French Factors Global or Country-Specific?

The Review of Financial Studies, Forthcoming
Posted: 22 Mar 2002
John M. Griffin
University of Texas at Austin - Department of Finance

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cost of capital, Fama and French model, asset pricing model

How Smart are the Smart Guys? A Unique View from Hedge Fund Stock Holdings

AFA 2008 New Orleans Meetings Paper
Number of pages: 61 Posted: 16 Mar 2007
John M. Griffin, Jin Xu and Jin Xu
University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of FinanceZebra Capital Management, LLC
Downloads 1,501 (17,374)
Citation 35

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Hedge Fund Holdings, Performance evaluation, Performance persistence

How Smart are the Smart Guys? A Unique View from Hedge Fund Stock Holdings

The Review of Financial Studies, Vol. 22, Issue 7, pp. 2331-2370, 2009
Posted: 22 Jun 2009
John M. Griffin and Jin Xu
University of Texas at Austin - Department of Finance and affiliation not provided to SSRN

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G11, G23

12.

Did Subjectivity Play a Role in CDO Credit Ratings?

Journal of Finance, Forthcoming, AFA 2010 Atlanta Meetings Paper, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper, McCombs Research Paper Series No. FIN-04-10
Number of pages: 54 Posted: 22 Mar 2009 Last Revised: 23 Feb 2012
John M. Griffin and Dragon Yongjun Tang
University of Texas at Austin - Department of Finance and The University of Hong Kong - Faculty of Business and Economics
Downloads 1,487 (17,948)
Citation 10

Abstract:

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CDO, Credit Rating

13.

Is the Chinese Anti-Corruption Campaign Authentic? Evidence from Corporate Investigations

29th Annual Conference on Financial Economics & Accounting 2018, Finance Down Under 2019 Building on the Best from the Cellars of Finance, Paris December 2018 Finance Meeting EUROFIDAI - AFFI, PBCSF-NIFR Research Paper
Number of pages: 108 Posted: 20 May 2016 Last Revised: 23 Apr 2021
John M. Griffin, Clark Liu and Tao Shu
University of Texas at Austin - Department of Finance, Tsinghua University - PBC School of Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 1,449 (18,649)
Citation 24

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Anti-Corruption Campaign, China, Corrupt Managers, Corrutpion Measures, Corporate Culture

14.

Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies

THE CHARLES A. DICE CENTER FOR RESEARCH IN FINANCIAL ECONOMICS
Number of pages: 29 Posted: 28 Feb 1996
John M. Griffin and George Andrew Karolyi
University of Texas at Austin - Department of Finance and Cornell University - SC Johnson College of Business
Downloads 1,337 (21,032)
Citation 94

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15.

Who Facilitated Misreporting in Securitized Loans?

Number of pages: 55 Posted: 26 Apr 2013 Last Revised: 16 Jan 2016
John M. Griffin and Gonzalo Maturana
University of Texas at Austin - Department of Finance and Emory University - Goizueta Business School
Downloads 1,264 (22,910)
Citation 31

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delinquency, misreporting, mortgage, mortgage-backed security, second lien

How Important are Foreign Ownership Linkages for International Stock Returns?

Review of Financial Studies, Vol. 28 (11), November 2015, 3036–3072., WBS Finance Group Research Paper No. 138
Number of pages: 61 Posted: 16 Mar 2010 Last Revised: 01 Sep 2021
Söhnke M. Bartram, John M. Griffin and David T. Ng
University of Warwick, University of Texas at Austin - Department of Finance and Johnson College of Business
Downloads 432 (94,456)
Citation 8

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Institutional ownership, asset management, portfolio diversification, international finance, co-movement

How Important are Foreign Ownership Linkages for International Stock Returns?

Review of Financial Studies, Vol. 28 (11), November 2015, 3036–3072.
Number of pages: 83 Posted: 20 Dec 2014 Last Revised: 30 Aug 2021
University of Warwick, University of Texas at Austin - Department of Finance, Cornell University and Johnson College of Business
Downloads 275 (155,036)
Citation 1

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Institutional ownership, asset management, portfolio diversification, international finance, comovement

How Important are Foreign Ownership Linkages for International Stock Returns?

Review of Financial Studies, Vol. 28 (11), November 2015, 3036–3072., WBS Finance Group Research Paper No. 175
Number of pages: 61 Posted: 15 Mar 2012 Last Revised: 30 Aug 2021
Söhnke M. Bartram, John M. Griffin and David T. Ng
University of Warwick, University of Texas at Austin - Department of Finance and Johnson College of Business
Downloads 172 (241,283)
Citation 4

Abstract:

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Institutional ownership, asset management, portfolio diversification, international finance, co movement

How Important are Foreign Ownership Linkages for International Stock Returns?

Review of Financial Studies, Vol. 28 (11), November 2015, 3036–3072., WBS Finance Group Research Paper No. 169
Number of pages: 61 Posted: 11 Jan 2012 Last Revised: 30 Aug 2021
Söhnke M. Bartram, John M. Griffin and David T. Ng
University of Warwick, University of Texas at Austin - Department of Finance and Johnson College of Business
Downloads 91 (387,835)
Citation 4

Abstract:

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Institutional ownership, asset management, portfolio diversification, international finance, comovement

How Important are Foreign Ownership Linkages for International Stock Returns?

Review of Financial Studies, Vol. 28 (11), November 2015, 3036–3072.
Number of pages: 78 Posted: 06 Apr 2014 Last Revised: 30 Aug 2021
University of Warwick, University of Texas at Austin - Department of Finance, Cornell University and Johnson College of Business
Downloads 67 (463,285)

Abstract:

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Institutional ownership, asset management, portfolio diversification, international finance, comovement

How Important are Foreign Ownership Linkages for International Stock Returns?

Review of Financial Studies, Vol. 28 (11), November 2015, 3036–3072., WBS Finance Group Research Paper No. 156
Number of pages: 61 Posted: 21 Mar 2011 Last Revised: 01 Sep 2021
Söhnke M. Bartram, John M. Griffin and David T. Ng
University of Warwick, University of Texas at Austin - Department of Finance and Johnson College of Business
Downloads 64 (474,434)
Citation 2

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institutional ownership, asset management, portfolio diversification, international finance, comovement

17.

Does Exchange Rate Exposure Matter?

Number of pages: 43 Posted: 08 Jun 2002
Rohan Williamson, John M. Griffin and Craig Doidge
Georgetown University - McDonough School of Business, University of Texas at Austin - Department of Finance and University of Toronto - Rotman School of Management
Downloads 1,096 (28,225)
Citation 2

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18.

Ten Years of Evidence: Was Fraud a Force in the Financial Crisis?

Number of pages: 47 Posted: 05 Feb 2019 Last Revised: 08 May 2020
John M. Griffin
University of Texas at Austin - Department of Finance
Downloads 947 (34,712)
Citation 7

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Fraud, Financial Crisis, Conflicts of Interest

19.

Informational Content of Option Volume Prior to Takeovers

Number of pages: 58 Posted: 27 Oct 2003
Charles Cao, John M. Griffin and Zhiwu Chen
Pennsylvania State University, University of Texas at Austin - Department of Finance and University of Hong Kong, Faculty of Business Economics (HKU Business School)
Downloads 928 (35,704)
Citation 14

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The Dynamics of Institutional and Individual Trading

Number of pages: 55 Posted: 11 Jul 2002
John M. Griffin, Selim Topaloglu and Jeffrey H. Harris
University of Texas at Austin - Department of Finance, Queen's University - Smith School of Business and American University - Department of Finance and Real Estate
Downloads 851 (39,741)
Citation 60

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The Dynamics of Institutional and Individual Trading

Journal of Finance, Forthcoming
Posted: 02 Jan 2004
John M. Griffin, Jeffrey H. Harris and Selim Topaloglu
University of Texas at Austin - Department of Finance, American University - Department of Finance and Real Estate and Queen's University - Smith School of Business

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21.

Examining the Dark Side of Financial Markets: Do Institutions Trade on Information from Investment Bank Connections?

Review of Financial Studies, Forthcoming
Number of pages: 50 Posted: 22 Mar 2009 Last Revised: 29 Mar 2012
John M. Griffin, Tao Shu and Selim Topaloglu
University of Texas at Austin - Department of Finance, The Chinese University of Hong Kong, Shenzhen and Queen's University - Smith School of Business
Downloads 825 (42,072)
Citation 6

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Institution, Informed, Trading, Short-Term, connections, earnings announcement, takeover

22.

Are CLO Collateral and Tranche Ratings Disconnected?

Number of pages: 62 Posted: 12 Oct 2020 Last Revised: 04 Nov 2020
John M. Griffin and Jordan Nickerson
University of Texas at Austin - Department of Finance and University of Washington - Department of Finance and Business Economics
Downloads 814 (42,844)
Citation 4

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structured finance products, credit rating agencies, COVID-19, conflicts of interest

23.

Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities?

Number of pages: 111 Posted: 01 Jul 2012 Last Revised: 01 Mar 2014
John M. Griffin, Richard Lowery and Alessio Saretto
University of Texas at Austin - Department of Finance, University of Texas-Austin and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 594 (64,580)
Citation 12

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complex securities, reputation, CDO, ABS, MBS, CLO

24.

Did Dubious Mortgage Origination Practices Distort House Prices?

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 55 Posted: 23 Aug 2014 Last Revised: 16 Jan 2018
John M. Griffin and Gonzalo Maturana
University of Texas at Austin - Department of Finance and Emory University - Goizueta Business School
Downloads 592 (64,870)
Citation 18

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housing bubble, misreporting, mortgage originators, bad practices

25.

Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries

Number of pages: 49 Posted: 22 Jul 2004
John M. Griffin, René M. Stulz and Federico Nardari
University of Texas at Austin - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Melbourne - Department of Finance
Downloads 506 (78,941)
Citation 39

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26.

How Important is the Financial Press in Global Markets?

AFA 2010 Atlanta Meetings Paper
Number of pages: 104 Posted: 31 Mar 2009 Last Revised: 19 Nov 2011
John M. Griffin, Nicholas Hirschey and Patrick J. Kelly
University of Texas at Austin - Department of Finance, Nova School of Business and Economics and The University of Melbourne
Downloads 481 (83,923)
Citation 15

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News, information production, earnings announcements, takeovers

27.

Do Labor Markets Discipline? Evidence from RMBS Bankers

Journal of Financial Economics (JFE) 133 (3): 726-750 (2019)
Number of pages: 62 Posted: 01 Jun 2017 Last Revised: 19 Aug 2019
John M. Griffin, Samuel Kruger and Gonzalo Maturana
University of Texas at Austin - Department of Finance, University of Texas at Austin - Department of Finance and Emory University - Goizueta Business School
Downloads 457 (89,238)
Citation 5

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RMBS fraud, labor market discipline, financial crisis

28.

Debt Correlations in the Wake of the Financial Crisis: What are Appropriate Default Correlations for Structured Products?

Number of pages: 62 Posted: 21 Nov 2014 Last Revised: 21 May 2016
John M. Griffin and Jordan Nickerson
University of Texas at Austin - Department of Finance and University of Washington - Department of Finance and Business Economics
Downloads 449 (91,069)
Citation 8

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Credit Ratings, Financial Crises, Structured Finance, Default Correlations

29.
Downloads 337 (126,119)
Citation 66

Daily Cross-Border Equity Flows: Pushed or Pulled?

Dice Working Paper No. 2002-6; AFA 2003 Washington, DC Meetings
Number of pages: 59 Posted: 08 Mar 2002
John M. Griffin, René M. Stulz and Federico Nardari
University of Texas at Austin - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Melbourne - Department of Finance
Downloads 304 (139,879)

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Daily Cross-Border Equity Flows: Pushed or Pulled?

NBER Working Paper No. w9000
Number of pages: 59 Posted: 13 Jun 2002 Last Revised: 06 Aug 2022
John M. Griffin, René M. Stulz and Federico Nardari
University of Texas at Austin - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Melbourne - Department of Finance
Downloads 33 (626,153)
Citation 10

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30.

What Drove the 2003-2006 House Price Boom and Subsequent Collapse? Disentangling Competing Explanations

Journal of Financial Economics (JFE), 141 (3): 1007-1035 (2021)
Number of pages: 64 Posted: 08 Dec 2018 Last Revised: 11 Aug 2021
John M. Griffin, Samuel Kruger and Gonzalo Maturana
University of Texas at Austin - Department of Finance, University of Texas at Austin - Department of Finance and Emory University - Goizueta Business School
Downloads 301 (142,025)
Citation 9

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financial crisis, house price growth, credit supply, mortgage misreporting, housing demand, speculation

31.

Rating Shopping or Catering? An Examination of the Response to Competitive Pressure for CDO Credit Ratings

Number of pages: 75 Posted: 01 Feb 2013 Last Revised: 27 Apr 2013
John M. Griffin, Jordan Nickerson and Dragon Yongjun Tang
University of Texas at Austin - Department of Finance, University of Washington - Department of Finance and Business Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 297 (143,974)
Citation 20

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32.

Why are IPO Investors Net Buyers Through Lead Underwriters?

AFA 2005 Philadelphia Meetings Paper, EFA 2005 Moscow Meetings Paper
Number of pages: 60 Posted: 07 Jan 2005
John M. Griffin, Jeffrey H. Harris and Selim Topaloglu
University of Texas at Austin - Department of Finance, American University - Department of Finance and Real Estate and Queen's University - Smith School of Business
Downloads 271 (158,151)
Citation 10

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33.
Downloads 164 (250,798)
Citation 1

Are Daily Cross-Border Equity Flows Pushed or Pulled?

Number of pages: 60 Posted: 21 Jul 2003
John M. Griffin, René M. Stulz and Federico Nardari
University of Texas at Austin - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Melbourne - Department of Finance
Downloads 164 (251,224)
Citation 1

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Are Daily Cross-Border Equity Flows Pushed or Pulled?

Review of Economics and Statistics, Forthcoming
Posted: 27 Dec 2011
John M. Griffin, René M. Stulz and Federico Nardari
University of Texas at Austin - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Melbourne - Department of Finance

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International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns

NBER Working Paper No. w6243
Number of pages: 44 Posted: 15 Sep 2000 Last Revised: 23 Jan 2022
John M. Griffin and René M. Stulz
University of Texas at Austin - Department of Finance and Ohio State University (OSU) - Department of Finance
Downloads 146 (276,681)
Citation 3

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International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns

The Charles A. Dice Center for Research in Financial Economics Working Paper Series,
Posted: 29 Oct 1997
John M. Griffin and René M. Stulz
University of Texas at Austin - Department of Finance and Ohio State University (OSU) - Department of Finance

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35.

Do Municipal Bond Dealers Give their Customers 'Fair and Reasonable' Pricing?

Journal of Finance, Forthcoming
Number of pages: 124 Posted: 09 Aug 2022
John M. Griffin, Nicholas Hirschey and Samuel Kruger
University of Texas at Austin - Department of Finance, Nova School of Business and Economics and University of Texas at Austin - Department of Finance
Downloads 115

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municipal bonds, markups, price clustering, opportunistic pricing

36.

Stock Market Trading and Market Conditions

NBER Working Paper No. w10719
Number of pages: 50 Posted: 17 Sep 2004 Last Revised: 17 Apr 2022
John M. Griffin, René M. Stulz and Federico Nardari
University of Texas at Austin - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Melbourne - Department of Finance
Downloads 110 (340,023)

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37.

Book-to-Market Equity, Distress Risk, and Stock Returns

Journal of Finance, Vol. 57, October 2002
Posted: 19 Feb 2002
John M. Griffin and Michael L. Lemmon
University of Texas at Austin - Department of Finance and University of Utah - Department of Finance

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book-to-market, stock returns, distress risk