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John Griffin

Professor

Department:     Finance

Additional Titles:     James A. Elkins Centennial Chair in Finance

Research Areas:     Asset Pricing, Empirical Methods, International Finance, Investment Management

John Griffin

Publications

John M. Griffin and Alex Priest. Is COVID Revealing A Virus in CMBS 2.0? Journal of Finance.  Forthcoming.

John Griffin, and Jordan Nickerson. Are CLO Collateral and Tranche Ratings Disconnected? Review of Financial Studies. Forthcoming.

John M. Griffin, Clark Liu, and Tao Shu. Oct 2022. Is the Chinese Anticorruption Campaign Authentic? Evidence from Corporate Investigations. Management Science 68(10): 7248-7273.

John M. Griffin, Samuel Kruger, and Prateek Mahajan. Did Fin Tech Lenders Facilitate PPP Fraud? Journal of Finance.  Forthcoming.

John M. Griffin, Nicholas Hirschey, and Samuel Kruger. April 2023. Do Municipal Bond Dealers Give their Customers ‘Fair and Reasonable’ Pricing? Journal of Finance 78(2): 887-934.

John M. Griffin. Ten Years of Evidence: Was Fraud a Force in the Financial Crisis? Journal of Economic Literature. Dec2021, Vol. 59 Issue 4, p1293-1321

 

John M. Griffin, Samuel Kruger, and Gonzalo Maturana. 2021. What Drove the 2003-2006 House Price Boom and Subsequent Collapse? Disentangling Competing Explanations. Journal of Financial Economics 141(3), 1007-1035.

 

John M. Griffin and Amin Shams. 2020. Is Bitcoin Really Untethered? Journal of Finance 75(4), 1913-1964.

 

John M. Griffin, Samuel Kruger, and Gonzalo Maturana. 2019. Do Labor Markets Discipline? Evidence from RMBS Bankers. Journal of Financial Economics 133(3), 726-750.

 

John M. Griffin, Samuel Kruger, and Gonzalo Maturana. 2019. Personal Infidelity and Professional Conduct in 4 Settings. Proceedings of the National Academy of Sciences (PNAS) 116(33), 16268-16273.

 

John M Griffin and Amin Shams. 2018. Manipulation in the VIX? Review of Financial Studies 31(4), 1377-1417.

 

Jordan Nickerson and John M Griffin. 2017. Debt Correlations in the Wake of the Financial Crisis: What Are Appropriate Default Correlations for Structured Products? Journal of Financial Economics 125(3), 454-474.

 

John M Griffin and Gonzalo Maturana. 2016. Did Dubious Mortgage Origination Practices Distort House Prices. Review of Financial Studies29(7), 1671-1708.

 

John M Griffin and Gonzalo Maturana. 2016. Who Facilitated Misreporting in Securitized Loans? Review of Financial Studies 29(2), 384-419.

 

Sohnke M. Bartram, John M Griffin, Tae-Hoon Lim, and David T. Ng. 2015. How Important Are Foreign Ownership Linkages for International Stock Returns? Review of Financial Studies 28(11), 3036-3072.

 

John M Griffin and Richard Lowery. 2014. Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities? Review of Financial Studies 27(10), 2872-2925.

 

John M Griffin, Jordan Nickerson, and Dragon Yongjun Tang. 2013. Rating Shopping or Catering? An Examination of the Response to Competitive Pressure for CDO Credit Ratings. Review of Financial Studies 26(9), 2270-2310.

 

John M Griffin and Dragon Yongjun Tang. 2012. Did Subjectivity Play a Role in CDO Credit Ratings? Journal of Finance 67(4), 1293-1328.

 

John M Griffin, Tao Shu, and Selim Topaloglu. 2012. Examining the Dark Side of Financial Markets: Do Institutions Trade on Information from Investment Bank Connections? Review of Financial Studies 25(7), 2155-2188.

 

John M Griffin and Dragon Yonguin Tang. 2011. Did Credit Rating Agencies Make Unbiased Assumptions on CDOs? American Economic Review101 (3), 125-130.

 

John M Griffin, Nicholas Hirschey, and Patrick Kelly. 2011. How Important Is the Financial Media in Global Markets? Review of Financial Studies24(12), 3941-3992.

 

John M Griffin, Jeffrey H. Harris, Tao Shu, and Selim Topaloglu. 2011. Who Drove and Burst the Tech Bubble? Journal of Finance 66(4), 1251-1290.

 

John M Griffin, Patrick J. Kelly, and Federico Nadari. 2010. Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets. Review of Financial Studies 23(8), p3225-3277.

 

John M Griffin and Jin Xu. 2009. How Smart Are the Smart Guys? A Unique View from Hedge Fund Stock Holdings. Review of Financial Studies22(7), 2531-2570.

 

John M Griffin, Nardari, Federico, and Stulz, René M.. 2007. Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries. Review of Financial Studies 20, 905-951.

 

John M Griffin, Harris, Jeffrey, and Topalog, Selim. 2007. Why are IPO Investors Net Buyers through Lead Underwriters? Journal of Financial Economics 85, 518-551.

 

Doidge, Craig, John M Griffin, and Williamson, Rohan. 2006. Measuring the economic importance of exchange rate exposure. Journal of Empirical Finance 13 (4-5), 550-576.

 

Charles Cao, Chen Zhiwu, and John M Griffin. 2005. Informational Content of Option Volume Prior to Takeovers. Journal of Business 78, 1073-1109.

 

John M Griffin, Federico Nardari, and René M. Stulz. 2004. Are Daily Cross-border Equity Flows Pushed or Pulled? Review of Economics and Statistics 86, 641-657.

 

John M Griffin. 2004. Global Momentum Strategies. Journal of Portfolio Management 31, 23-39.

 

John M Griffin, Xiuqing Ji, and J. Spencer Martin. 2003. Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole. Journal of Finance 58.

 

John M Griffin, Jeffrey H. Harris, and Selim Topaloglu. 2003. The Dynamics of Institutional and Individual Trading. Journal of Finance 58.

 

John M Griffin. 2002. Are the Fama and French Factors Global or Country Specific? Review of Financial Studies 15.

 

John M Griffin and Mike Lemmon. 2002. Does the Book-to-Market Equity Proxy for Distress Risk? Journal of Finance 57, 2317-2336.

 

John M Griffin and Rene M. Stulz. 2001. International Competition and Exchange Rate Shocks: a Cross-country Industry Analysis of Stock Returns. Review of Financial Studies 14.

 

John M Griffin and G. Andrew Karolyi. 1998. Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies. Journal of Financial Economics 50, 351-373.