User profiles for John M. Griffin

John M. Griffin

- Verified email at utexas.edu - Cited by 12298

John M Griffin

- Verified email at lancaster.ac.uk - Cited by 8264

Reactions in the Rechargeable Lithium–O2 Battery with Alkyl Carbonate Electrolytes

…, Y Chen, Z Peng, JM Griffin… - Journal of the …, 2011 - ACS Publications
The nonaqueous rechargeable lithium–O 2 battery containing an alkyl carbonate electrolyte
discharges by formation of C 3 H 6 (OCO 2 Li) 2 , Li 2 CO 3 , HCO 2 Li, CH 3 CO 2 Li, CO 2 , …

Momentum investing and business cycle risk: Evidence from pole to pole

JM Griffin, X Ji, JS Martin - The Journal of finance, 2003 - Wiley Online Library
We examine whether macroeconomic risk can explain momentum profits internationally.
Neither an unconditional model based on the Chen, Roll, and Ross (1986) factors nor a …

Book‐to‐market equity, distress risk, and stock returns

JM Griffin, ML Lemmon - The Journal of Finance, 2002 - Wiley Online Library
This paper examines the relationship between book‐to‐market equity, distress risk, and
stock returns. Among firms with the highest distress risk as proxied by Ohlson's (1980) O‐score, …

Are the Fama and French factors global or country specific?

JM Griffin - The Review of Financial Studies, 2002 - academic.oup.com
This article examines whether country-specific or global versions of Fama and French’s
three-factor model better explain time-series variation in international stock returns. Regressions …

The dynamics of institutional and individual trading

JM Griffin, JH Harris, S Topaloglu - The Journal of Finance, 2003 - Wiley Online Library
We study the daily and intradaily cross‐sectional relation between stock returns and the trading
of institutional and individual investors in Nasdaq 100 securities. Based on the previous …

Do market efficiency measures yield correct inferences? A comparison of developed and emerging markets

JM Griffin, PJ Kelly, F Nardari - The Review of Financial Studies, 2010 - academic.oup.com
Using data from 56 markets, we find that short-term reversal, post-earnings drift, and momentum
strategies earn similar returns in emerging and developed markets. Variance ratios and …

Is Bitcoin really untethered?

JM Griffin, A Shams - The Journal of Finance, 2020 - Wiley Online Library
This paper investigates whether Tether, a digital currency pegged to the US dollar, influenced
Bitcoin and other cryptocurrency prices during the 2017 boom. Using algorithms to …

International competition and exchange rate shocks: a cross-country industry analysis of stock returns

JM Griffin, RM Stulz - The review of Financial studies, 2001 - academic.oup.com
This article systematically examines the importance of exchange rate movements and industry
competition for stock returns. Common shocks to industries across countries are more …

Another look at the role of the industrial structure of markets for international diversification strategies

JM Griffin, GA Karolyi - Journal of financial economics, 1998 - Elsevier
This paper re-examines the extent to which gains from international diversification are due to
differences in industrial structure across countries. Recent papers by Roll (1992), Journal of …

New perspectives on the charging mechanisms of supercapacitors

AC Forse, C Merlet, JM Griffin… - Journal of the American …, 2016 - ACS Publications
Supercapacitors (or electric double-layer capacitors) are high-power energy storage devices
that store charge at the interface between porous carbon electrodes and an electrolyte …