Author Page for John M. Griffin

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 6,353 (2,094)

Citation 26

Abstract:

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 (CUHK) - CUHK Business School and Queen's University - Smith School of Business

Downloads 3,111 (7,017)

Citation 23

Abstract:

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 3,010 (7,380)

Citation 17

Abstract:

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 2,968 (7,538)

Citation 1

Abstract:

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 2,364 (10,787)

Citation 15

Abstract:

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 2,138 (12,675)

Citation 16

Abstract:

9.

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

Downloads 2,099 (13,027)

Citation 111

2

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 2,099 (12,777)

Citation 111

Abstract:

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

Abstract:

10.

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

Downloads 1,851 (15,902)

2

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 1,851 (15,640)

Citation 69

Abstract:

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

Abstract:

11.

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 (CUHK) - CUHK Business School

Downloads 1,593 (20,058)

Citation 42

Abstract:

12.

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

Downloads 1,534 (21,255)

2

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 1,534 (20,889)

Citation 35

Abstract:

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

Abstract:

13.

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 1,517 (21,642)

Citation 45

Abstract:

14.

How Important are Foreign Ownership Linkages for International Stock Returns?

Downloads 1,241 (24,761)

Citation 29

6

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 454 (109,036)

Citation 7

Abstract:

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

Söhnke M. Bartram, John M. Griffin, Tae-Hoon Lim and David T. Ng

University of Warwick, University of Texas at Austin - Department of Finance, Cornell University and Johnson College of Business

Downloads 302 (172,117)

Citation 18

Abstract:

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 193 (267,134)

Citation 4

Abstract:

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 113 (414,228)

Citation 4

Abstract:

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 92 (478,711)

Citation 2

Abstract:

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

Söhnke M. Bartram, John M. Griffin, Tae-Hoon Lim and David T. Ng

University of Warwick, University of Texas at Austin - Department of Finance, Cornell University and Johnson College of Business

Downloads 87 (496,057)

Abstract:

15.

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 1,371 (25,139)

Citation 99

Abstract:

16.

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 1,326 (26,380)

Citation 31

Abstract:

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 1,123 (33,613)

Citation 2

Abstract:

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 1,075 (35,774)

Citation 7

Abstract:

19.

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 988 (40,347)

Citation 5

Abstract:

20.

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 963 (41,816)

Citation 35

Abstract:

21.

The Dynamics of Institutional and Individual Trading

Downloads 883 (47,131)

2

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 883 (46,449)

Citation 76

Abstract:

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

Abstract:

22.

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 (CUHK) - CUHK Business School and Queen's University - Smith School of Business

Downloads 872 (47,950)

Citation 6

Abstract:

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 696 (64,898)

Citation 24

Abstract:

24.

What is Forensic Finance?

Number of pages: 108 Posted: 26 Jun 2023 Last Revised: 10 Aug 2023

John M. Griffin and Samuel Kruger

University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance

Downloads 658 (69,889)

Abstract:

25.

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 622 (74,883)

Citation 28

Abstract:

26.

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 571 (83,436)

Citation 3

Abstract:

27.

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 538 (89,928)

Citation 39

Abstract:

28.

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 513 (95,131)

Citation 26

Abstract:

29.

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 494 (99,863)

Citation 14

Abstract:

30.

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 491 (100,353)

Citation 16

Abstract:

31.

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 361 (143,177)

Citation 17

Abstract:

32.

Daily Cross-Border Equity Flows: Pushed or Pulled?

Downloads 361 (143,177)

Citation 76

2

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 318 (163,034)

Abstract:

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 43 (715,692)

Citation 10

Abstract:

33.

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 332 (156,636)

Citation 50

Abstract:

34.

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 288 (182,023)

Citation 10

Abstract:

35.

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

Downloads 191 (270,060)

Citation 60

2

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 191 (269,682)

Citation 3

Abstract:

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

Abstract:

36.

Are Daily Cross-Border Equity Flows Pushed or Pulled?

Downloads 184 (278,977)

2

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 184 (278,736)

Citation 1

Abstract:

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

Abstract:

37.

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 134 (363,023)

Abstract:

38.

Is Fraud Contagious? Social Connections and the Looting of COVID Relief Programs

Number of pages: 106 Posted: 13 Oct 2023 Last Revised: 08 Nov 2023

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 67 (570,706)

Abstract:

39.

Did Pandemic Relief Fraud Inflate House Prices?

Posted: 30 Jun 2023

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 1,131

Abstract:

40.

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

John M. Griffin

University of Texas at Austin - Department of Finance

Professor

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Scholarly Papers (40)

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