His main research concerns Monetary economics, Financial economics, Equity, Earnings and Momentum profits. John M. Griffin has researched Monetary economics in several fields, including Volatility, Labour economics and Stock return. His biological study spans a wide range of topics, including Fama–French three-factor model and Factor analysis.
His Equity study integrates concerns from other disciplines, such as Dividend and Portfolio. His study in Earnings is interdisciplinary in nature, drawing from both Market liquidity, Emerging markets, Variance and Risk premium. His Momentum profits research includes themes of Econometrics and Momentum investing.
His primary scientific interests are in Monetary economics, Financial economics, Actuarial science, Volatility and Underwriting. He has included themes like Equity and Portfolio in his Monetary economics study. His research in Equity tackles topics such as Emerging markets which are related to areas like Capital market.
His studies in Financial economics integrate themes in fields like Market liquidity, Earnings, Variance and Econometrics. His Underwriting research is multidisciplinary, incorporating perspectives in Loan and Initial public offering. His research integrates issues of Momentum profits and Profitability index in his study of Momentum.
John M. Griffin mainly focuses on Monetary economics, Collateral, Securitization, Volatility index and Liberian dollar. His research links Speculation with Monetary economics. John M. Griffin integrates several fields in his works, including Volatility index, Settlement, Volatility, Market liquidity, Financial economics and Market manipulation.
His Liberian dollar study combines topics from a wide range of disciplines, such as Cash and Digital currency. The concepts of his Econometrics study are interwoven with issues in Credit risk and Debt. He combines subjects such as Collateralized debt obligation and Investment banking with his study of Credit rating.
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Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole
John M. Griffin;Xiuqing Ji;J. Spencer Martin.
Journal of Finance (2003)
Book-to-Market Equity, Distress Risk, and Stock Returns
John M. Griffin;Michael L. Lemmon.
Journal of Finance (2002)
Are the Fama and French Factors Global or Country Specific
John M. Griffin.
Review of Financial Studies (2002)
The Dynamics of Institutional and Individual Trading
John M. Griffin;Jeffrey H. Harris;Selim Topaloglu.
Journal of Finance (2003)
Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies
John M Griffin;G Andrew Karolyi.
Journal of Financial Economics (1998)
International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns
John M Griffin;Rene M Stulz.
Review of Financial Studies (2001)
Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets
John M. Griffin;Patrick J. Kelly;Federico Nardari.
Review of Financial Studies (2010)
Informational Content of Option Volume Prior to Takeovers
Charles Cao;Zhiwu Chen;John M. Griffin.
The Journal of Business (2005)
How Smart Are the Smart Guys? A Unique View from Hedge Fund Stock Holdings
John M. Griffin;Jin Xu.
Review of Financial Studies (2009)
Did Subjectivity Play a Role in CDO Credit Ratings
John M. Griffin;Dragon Yongjun Tang.
Journal of Finance (2012)
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