Timothy C. Johnson
Timothy C. Johnson
Verified email at illinois.edu - Homepage
Title
Cited by
Cited by
Year
Insider trading in credit derivatives
VV Acharya, TC Johnson
Journal of Financial Economics 84 (1), 110-141, 2007
10002007
Rational momentum effects
TC Johnson
The Journal of Finance 57 (2), 585-608, 2002
6362002
Forecast dispersion and the cross section of expected returns
TC Johnson
The Journal of Finance 59 (5), 1957-1978, 2004
5852004
Volume, liquidity, and liquidity risk
TC Johnson
Journal of Financial Economics 87 (2), 388-417, 2008
1772008
More insiders, more insider trading: Evidence from private-equity buyouts
VV Acharya, TC Johnson
Journal of Financial Economics 98 (3), 500-523, 2010
1412010
Real options and risk dynamics
D Hackbarth, T Johnson
The Review of Economic Studies 82 (4), 1449-1482, 2015
622015
Dynamic liquidity in endowment economies
TC Johnson
Journal of Financial Economics 80 (3), 531-562, 2006
492006
Market liquidity and flow-driven risk
P Deuskar, TC Johnson
The Review of Financial Studies 24 (3), 721-753, 2011
452011
Optimal learning and new technology bubbles
TC Johnson
Journal of Monetary Economics 54 (8), 2486-2511, 2007
442007
Unifying underreaction anomalies
A Jackson, T Johnson
The Journal of Business 79 (1), 75-114, 2006
412006
Inflexibility and stock returns
L Gu, D Hackbarth, T Johnson
The Review of Financial Studies 31 (1), 278-321, 2018
382018
Volatility, momentum, and time-varying skewness in foreign exchange returns
TC Johnson
Journal of Business & Economic Statistics 20 (3), 390-411, 2002
382002
On the systematic volatility of unpriced earnings
TC Johnson, J Lee
Journal of Financial Economics 114 (1), 84-104, 2014
322014
Endogenous leverage and expected stock returns
TC Johnson, T Chebonenko, I Cunha, F D’Almeida, X Spencer
Finance Research Letters 8 (3), 132-145, 2011
272011
Inequality risk premia
TC Johnson
Journal of Monetary Economics 59 (6), 565-580, 2012
192012
Return dynamics when persistence is unobservable
TC Johnson
Mathematical Finance 11 (4), 415-445, 2001
192001
Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives
VV Acharya, Y Gündüz, TC Johnson
Available at SSRN 2875323, 2016
152016
Liquid capital and market liquidity
TC Johnson
The Economic Journal 119 (540), 1374-1404, 2009
132009
Rethinking reversals
TC Johnson
Journal of Financial Economics 120 (2), 211-228, 2016
102016
What drives index options exposures?
T Johnson, M Liang, Y Liu
Review of Finance 22 (2), 561-593, 2018
82018
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Articles 1–20