D-Index & Metrics Best Publications

John M. Griffin

The University of Texas at Austin
United States

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name Citations Publications World Ranking National Ranking

Economics and Finance D-index 35 Citations 11,739 65 World Ranking 1734 National Ranking 1055

Overview

What is he best known for?

The fields of study he is best known for:

Finance
Hedge fund
Debt

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 most cited work include:

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole (620 citations)
Book‐to‐Market Equity, Distress Risk, and Stock Returns (528 citations)
Are the Fama and French Factors Global or Country Specific (456 citations)

What are the main themes of his work throughout his whole career to date?

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.

He most often published in these fields:

Monetary economics (43.18%)
Financial economics (23.86%)
Actuarial science (12.50%)

What were the highlights of his more recent work (between 2016-2020)?

Monetary economics (43.18%)
Collateral (4.55%)
Securitization (3.41%)

In recent papers he was focusing on the following fields of study:

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.

Between 2016 and 2020, his most popular works were:

Is Bitcoin Really Un-Tethered? (49 citations)
Is Bitcoin Really Untethered (34 citations)
Manipulation in the VIX (28 citations)

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

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

John M. Griffin;Xiuqing Ji;J. Spencer Martin.
Journal of Finance (2003)

1270 Citations

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

John M. Griffin;Michael L. Lemmon.
Journal of Finance (2002)

1191 Citations

Are the Fama and French Factors Global or Country Specific

John M. Griffin.
Review of Financial Studies (2002)

845 Citations

The Dynamics of Institutional and Individual Trading

John M. Griffin;Jeffrey H. Harris;Selim Topaloglu.
Journal of Finance (2003)

684 Citations

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)

611 Citations

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)

604 Citations

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)

535 Citations

Informational Content of Option Volume Prior to Takeovers

Charles Cao;Zhiwu Chen;John M. Griffin.
The Journal of Business (2005)

534 Citations

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

John M. Griffin;Jin Xu.
Review of Financial Studies (2009)

487 Citations

Did Subjectivity Play a Role in CDO Credit Ratings

John M. Griffin;Dragon Yongjun Tang.
Journal of Finance (2012)

454 Citations

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Frequent Co-Authors

External Links

Personal Website for John M. Griffin