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
9492007
Rational momentum effects
TC Johnson
The Journal of Finance 57 (2), 585-608, 2002
6062002
Forecast dispersion and the cross section of expected returns
TC Johnson
The Journal of Finance 59 (5), 1957-1978, 2004
5422004
Volume, liquidity, and liquidity risk
TC Johnson
Journal of Financial Economics 87 (2), 388-417, 2008
1662008
More insiders, more insider trading: Evidence from private-equity buyouts
VV Acharya, TC Johnson
Journal of Financial Economics 98 (3), 500-523, 2010
1282010
Real options and risk dynamics
D Hackbarth, T Johnson
The Review of Economic Studies 82 (4), 1449-1482, 2015
522015
Dynamic liquidity in endowment economies
TC Johnson
Journal of Financial Economics 80 (3), 531-562, 2006
462006
Unifying underreaction anomalies
A Jackson, T Johnson
The Journal of Business 79 (1), 75-114, 2006
412006
Optimal learning and new technology bubbles
TC Johnson
Journal of Monetary Economics 54 (8), 2486-2511, 2007
402007
Market liquidity and flow-driven risk
P Deuskar, TC Johnson
The Review of Financial Studies 24 (3), 721-753, 2011
362011
Volatility, momentum, and time-varying skewness in foreign exchange returns
TC Johnson
Journal of Business & Economic Statistics 20 (3), 390-411, 2002
362002
On the systematic volatility of unpriced earnings
TC Johnson, J Lee
Journal of Financial Economics 114 (1), 84-104, 2014
302014
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
262011
Inflexibility and stock returns
L Gu, D Hackbarth, T Johnson
The Review of Financial Studies 31 (1), 278-321, 2018
252018
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
152001
Liquid capital and market liquidity
TC Johnson
The Economic Journal 119 (540), 1374-1404, 2009
132009
Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives
VV Acharya, Y Gündüz, TC Johnson
Available at SSRN 2875323, 2016
102016
Add more ads? experimentally measuring incremental purchases due to increased frequency of online display advertising
GA Johnson, RA Lewis, DH Reiley
Working paper, 2013
82013
Rethinking reversals
TC Johnson
Journal of Financial Economics 120 (2), 211-228, 2016
72016
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Articles 1–20