| Inflation and Bitcoin: A descriptive time-series analysis BM Blau, TG Griffith, RJ Whitby Economics Letters 203, 109848, 2021 | 87 | 2021 |
| Making cents of tick sizes: The effect of the 2016 US SEC tick size pilot on limit order book liquidity TG Griffith, BS Roseman Journal of Banking & Finance 101, 104-121, 2019 | 75* | 2019 |
| Bank opacity and the efficiency of stock prices BM Blau, TJ Brough, TG Griffith Journal of Banking & Finance 76, 32-47, 2017 | 74 | 2017 |
| Price clustering and the stability of stock prices BM Blau, TG Griffith Journal of Business Research 69 (10), 3933-3942, 2016 | 38 | 2016 |
| When elections fail to resolve uncertainty: the case of the 2016 US presidential election JS Cox, TG Griffith Journal of Financial Research 42 (4), 735-756, 2019 | 25* | 2019 |
| Cryptocurrency regulation and market quality T Griffith, D Clancey-Shang Journal of International Financial Markets, Institutions and Money 84, 101744, 2023 | 20 | 2023 |
| Comovement in the cryptocurrency market BM Blau, T Griffith, RJ Whitby Economics Bulletin 40 (1), 1, 2020 | 17 | 2020 |
| The effects of an increase in equity tick size on stock and option transaction costs T Griffith, B Roseman, D Shang Journal of Banking & Finance 114, 105782, 2020 | 13 | 2020 |
| Price clustering asymmetries in limit order flows T Box, T Griffith Financial Management 45 (4), 1041-1066, 2016 | 12 | 2016 |
| The maximum bid-ask spread BM Blau, TG Griffith, RJ Whitby Journal of Financial Markets 41, 1-16, 2018 | 10 | 2018 |
| Do (should) brokers route limit orders to options exchanges that purchase order flow? R Battalio, T Griffith, R Van Ness Journal of Financial and Quantitative Analysis 56 (1), 183-211, 2021 | 9* | 2021 |
| Order cancellations, fees, and execution quality in US equity options TG Griffith, RA Van Ness The Review of Financial Studies 33 (4), 1534-1564, 2020 | 9 | 2020 |
| Information in stock prices: the case of the 2016 US presidential election BM Blau, TG Griffith, RJ Whitby Applied Economics 51 (40), 4385-4396, 2019 | 9 | 2019 |
| Firm opacity and the clustering of stock prices: the case of financial intermediaries A Baig, BM Blau, TG Griffith Journal of Financial Services Research 60 (2), 187-206, 2021 | 8 | 2021 |
| On the ethics of “non-corporate” insider trading BM Blau, TG Griffith, RJ Whitby Journal of Business Ethics, 1-15, 2022 | 7 | 2022 |
| Lobbying and lending by banks around the financial crisis by BBM Blau, TG Griffith, RJ Whitby Public Choice 192 (3), 377-397, 2022 | 6 | 2022 |
| The effect of incidental reinsurance assumption on insurer performance TG Griffith, AP Liebenberg North American Actuarial Journal 25 (4), 503-523, 2021 | 4 | 2021 |
| The effects of exchange listing on market quality: Evidence from over‐the‐counter uplistings R Davis, T Griffith, B Roseman, S Yildiz Financial Review 56 (4), 645-669, 2021 | 3 | 2021 |
| Daily short selling around reverse stock splits BM Blau, JS Cox, TG Griffith, R Voges Journal of Financial Markets 65, 100832, 2023 | 2 | 2023 |
| Modern OTC market structure and liquidity: The tale of three tiers R Davis, T Griffith, B Van Ness, R Van Ness Journal of Financial Markets 64, 100815, 2023 | 2 | 2023 |
Benjamin BlauProfessor and the George S. Eccles Endowed Chair in Finance at Utah State UniversityVerified email at usu.edu
