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

28

DOWNLOADS
Rank 867

SSRN RANKINGS

Top 867

in Total Papers Downloads

22,654

CITATIONS
Rank 521

SSRN RANKINGS

Top 521

in Total Papers Citations

924

Scholarly Papers (28)

1.

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, University of Georgia - Department of Finance and Queen's University - Smith School of Business
Downloads 2,407 (3,590)
Citation 34

Abstract:

Stock Market Bubbles, Institutional Trading, Individual Trading

2.

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, New Economic School, Moscow and University of Melbourne - Department of Finance
Downloads 2,150 (4,197)
Citation 14

Abstract:

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

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

AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper
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 College of Business, Governors State University
Downloads 1,787 (6,354)
Citation 124

Abstract:

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, College of Business, Governors State University and University of Melbourne - Faculty of Business and Economics

Abstract:

Momentum, Business Cycle, Portfolio Risk

4.

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, College of Business, Governors State University and University of Melbourne - Faculty of Business and Economics
Downloads 1,375 (8,617)
Citation 16

Abstract:

Momentum, Portfolio Management

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 and Jin Xu
University of Texas at Austin - Department of Finance and Zebra Capital Management, LLC
Downloads 1,346 (10,256)
Citation 41

Abstract:

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

Abstract:

G11, G23

6.

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 - School of Economics and Finance
Downloads 1,308 (10,164)
Citation 46

Abstract:

CDO, Credit Rating

7.

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 - Johnson Graduate School of Management
Downloads 1,188 (11,968)
Citation 108

Abstract:

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 1,094 (14,226)
Citation 88

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:

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

How Important are Foreign Ownership Linkages for International Stock Returns?

Number of pages: 61 Posted: 16 Mar 2010 Last Revised: 10 Mar 2014
Söhnke M. Bartram, John M. Griffin and David T. Ng
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance and Cornell University
Downloads 384 (60,037)
Citation 3

Abstract:

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

How Important are Foreign Ownership Linkages for International Stock Returns?

Review of Financial Studies (Forthcoming)
Number of pages: 83 Posted: 20 Dec 2014 Last Revised: 22 Jan 2015
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance, Cornell University and Cornell University
Downloads 175 (138,986)
Citation 3

Abstract:

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

How Important are Foreign Ownership Linkages for International Stock Returns?

Number of pages: 61 Posted: 15 Mar 2012 Last Revised: 10 Mar 2014
Söhnke M. Bartram, John M. Griffin and David T. Ng
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance and Cornell University
Downloads 145 (164,003)
Citation 3

Abstract:

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

How Important are Foreign Ownership Linkages for International Stock Returns?

HKIMR Working Paper No.12/2012
Number of pages: 61 Posted: 31 May 2012 Last Revised: 10 Mar 2014
Söhnke M. Bartram, John M. Griffin and David T. Ng
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance and Cornell University
Downloads 102 (215,130)
Citation 3

Abstract:

Institutional Ownership, Asset Management, Portfolio Diversification, International Finance, Comovement

How Important are Foreign Ownership Linkages for International Stock Returns?

Number of pages: 61 Posted: 11 Jan 2012 Last Revised: 10 Mar 2014
Söhnke M. Bartram, John M. Griffin and David T. Ng
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance and Cornell University
Downloads 81 (250,643)
Citation 3

Abstract:

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

How Important are Foreign Ownership Linkages for International Stock Returns?

Number of pages: 61 Posted: 21 Mar 2011 Last Revised: 10 Mar 2014
Söhnke M. Bartram, John M. Griffin and David T. Ng
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance and Cornell University
Downloads 57 (305,057)
Citation 3

Abstract:

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

How Important are Foreign Ownership Linkages for International Stock Returns?

Number of pages: 78 Posted: 06 Apr 2014
Warwick Business School - Department of Finance, University of Texas at Austin - Department of Finance, Cornell University and Cornell University
Downloads 57 (305,057)
Citation 3

Abstract:

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

10.

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 936 (17,075)
Citation 15

Abstract:

11.

Informational Content of Option Volume Prior to Takeovers

Yale SOM Working Paper No. ES-31
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 Yale University - International Center for Finance
Downloads 746 (22,047)
Citation 68

Abstract:

12.
Downloads 731 ( 26,356)
Citation 112

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
Downloads 731 (25,935)
Citation 112

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 and Queen's University - Smith School of Business

Abstract:

13.

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 687 (15,450)
Citation 1

Abstract:

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

14.

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, University of Georgia - Department of Finance and Queen's University - Smith School of Business
Downloads 647 (28,981)
Citation 7

Abstract:

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

15.

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 University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 455 (44,419)
Citation 1

Abstract:

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

16.

Do Investors Trade More when Stocks have Performed Well? Evidence from 46 Countries

EFA 2004 Maastricht Meetings Paper No. 5211; Dice Center Working Paper No. 2004-13
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 446 (49,101)
Citation 33

Abstract:

17.

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, London Business School and New Economic School, Moscow
Downloads 358 (61,225)
Citation 14

Abstract:

News, information production, earnings announcements, takeovers

18.
Downloads 305 ( 79,084)
Citation 43

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 282 (85,916)
Citation 43

Abstract:

Daily Cross-Border Equity Flows: Pushed or Pulled?

NBER Working Paper No. w9000
Number of pages: 59 Posted: 13 Jun 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 23 (432,904)
Citation 43

Abstract:

19.

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 and Queen's University - Smith School of Business
Downloads 240 (100,039)
Citation 14

Abstract:

20.

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: 17 Jan 2016
John M. Griffin and Gonzalo Maturana
University of Texas at Austin - Department of Finance and Emory University - Goizueta Business School
Downloads 185 (55,082)
Citation 1

Abstract:

housing bubble, misreporting, mortgage originators, bad practices

21.

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, Boston College and The University of Hong Kong - School of Economics and Finance
Downloads 173 (116,206)
Citation 9

Abstract:

22.
Downloads 146 (162,721)
Citation 42

Are Daily Cross-border Equity Flows Pushed or Pulled?

EFA 2003 Annual Conference Paper No. 893
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 146 (163,014)
Citation 42

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:

23.

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 Boston College
Downloads 89 (100,039)
Citation 1

Abstract:

Credit Ratings, Financial Crises, Structured Finance, Default Correlations

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
John M. Griffin and René M. Stulz
University of Texas at Austin - Department of Finance and Ohio State University (OSU) - Department of Finance
Downloads 71 (271,182)
Citation 80

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:

25.

Stock Market Trading and Market Conditions

NBER Working Paper No. w10719
Number of pages: 50 Posted: 17 Sep 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 59 (281,577)
Citation 8

Abstract:

26.

Is the Chinese Anti-Corruption Campaign Effective?

Number of pages: 84 Posted: 20 May 2016 Last Revised: 01 Oct 2016
John M. Griffin, Clark Liu and Tao Shu
University of Texas at Austin - Department of Finance, Tsinghua University - PBC School of Finance and University of Georgia - Department of Finance
Downloads 0 (90,590)

Abstract:

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

27.

Do Personal Ethics Influence Corporate Ethics?

Number of pages: 47 Posted: 10 Mar 2016 Last Revised: 19 Aug 2016
John M. Griffin, Samuel A. 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 0 (20,127)

Abstract:

CEOs, ethics, corporate misconduct, fraud

28.

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

Abstract:

book-to-market, stock returns, distress risk