Timothy C Johnson
Professor of Finance and Robert and Karen May Faculty Fellow
Education
Ph.D.
Finance,
University of Chicago,
1999.
MBA
International Business,
Columbia University,
1985.
M.S.
Operations Research,
Columbia University,
1985.
B.S.
Mathematics,
Massachusetts Institute of Technology,
1983.
Positions
Assistant Professor of Finance, London Business School, 1999 - 2006
Senior Trader, Global Derivatives, Caxton Corporation, 1989 - 1994
Director, Quantitative Research, Mabon Securities, Inc., 1979 - 1983
Research
Journal Articles
"Inequality Risk Premia."
T. Johnson,
Journal of Monetary Economics,
(59)
6
565-580
2012
"Market Liquidity and Flow-Driven Risk."
P. Deuskar,
T. Johnson,
Review of Financial Studies,
[WorkingPaper.pdf]
(24)
3
721-753
2011
SSRN Abstract
"Endogenous Leverage and Expected Stock Returns."
T. Johnson,
T. Chebonenko,
I. Cunha,
F. D'Almeida,
X. Spencer,
Finance Research Letters,
(8)
3
132-145
2011
SSRN Abstract
"More Insiders, More Insider Trading: Evidence from Private Equity Buyouts."
T. Johnson,
V. Acharya,
Journal of Financial Economics,
(98)
2010
"Liquid Capital and Market Liquidity."
T. Johnson,
Economic Journal,
[WorkingPaper.pdf]
(119)
540
2009
"Volume, Liquidity, and Liquidity Risk."
T. Johnson,
Journal of Financial Economics,
(87)
2
2008
"Insider Trading in Credit Derivatives."
T. Johnson,
V. Acharya,
Journal of Financial Economics,
(84)
April:
1
110-141
2007
"Optimal Learning and New Technology Bubbles."
T. Johnson,
Journal of Monetary Economics,
(54)
November:
8
2486-2511
2007
"Dynamic Liquidity in Endowment Economies."
T. Johnson,
Journal of Financial Economics,
(80)
June:
3
531-562
2006
"Unifying Underreaction Anomalies."
T. Johnson,
A. Jackson,
Journal of Business,
2006
"Forecast Dispersion and the Cross-Section of Expected Returns."
T. Johnson,
Journal of Finance,
2004
"Rational Momentum Effects."
T. Johnson,
Journal of Finance,
2002
"Volatility, Momentum and Time-Varying Skewness in Foreign Exchange Returns."
T. Johnson,
Journal of Business and Economic Statistics,
2002
"Return Dynamics when Persistence is Unobservable."
T. Johnson,
Mathematical Finance,
2001
Honors and Awards
Smith-Breeden Award -- nominated paper,
American Finance Association
, 2004
Smith-Breeden Award -- Distinguished Paper,
American Finance Association
, 2002
Excellence in Graduate Teaching Award,
University of Illinois College of Business Alumni Association
, 2012
Ross Award for Best Paper, "Endogenous Leverage and Expected Stock Returns",
Finance Research Letters
, 2012
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Contact Information
343E Wohlers Hall
1206 South Sixth Street
Champaign IL 61820
(217) 333-4089
tcj@illinois.edu
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Research Profile
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