Timothy C Johnson
Professor of Finance and Robert and Karen May Faculty Fellow
Johnson, T. 2012. Inequality Risk Premia. Journal of Monetary Economics, 59: 565-580
Deuskar, P. , Johnson, T. 2011. Market Liquidity and Flow-Driven Risk. Review of Financial Studies, 24: 721-753 SSRN Abstract
Johnson, T., Chebonenko, T. , Cunha, I. , D'Almeida, F. , Spencer, X. 2011. Endogenous Leverage and Expected Stock Returns. Finance Research Letters, 8: 132-145 SSRN Abstract
Johnson, T., Acharya, V. 2010. More Insiders, More Insider Trading: Evidence from Private Equity Buyouts. Journal of Financial Economics
Johnson, T. 2009. Liquid Capital and Market Liquidity. Economic Journal
Johnson, T. 2008. Volume, Liquidity, and Liquidity Risk. Journal of Financial Economics
Johnson, T. 2007. Optimal Learning and New Technology Bubbles. Journal of Monetary Economics, 54: 2486-2511
Johnson, T., Acharya, V. 2007. Insider Trading in Credit Derivatives. Journal of Financial Economics, 84: 110-141
Johnson, T. 2006. Dynamic Liquidity in Endowment Economies. Journal of Financial Economics, 80: 531-562
Johnson, T., Jackson, A. 2006. Unifying Underreaction Anomalies. Journal of Business
Johnson, T. 2004. Forecast Dispersion and the Cross-Section of Expected Returns. Journal of Finance
Johnson, T. 2002. Rational Momentum Effects. Journal of Finance
Johnson, T. 2002. Volatility, Momentum and Time-Varying Skewness in Foreign Exchange Returns. Journal of Business and Economic Statistics
Johnson, T. 2001. Return Dynamics when Persistence is Unobservable. Mathematical Finance
Hackbarth, D. , Johnson, T. 2012. Real Options and Risk Dynamics SSRN Abstract
Johnson, T., Lee, J. 2012. Systematic Volatility of Unpriced Earnings Shocks
Johnson, T. 2011. Operational Flexibility and Stock Returns
Johnson, T. 2010. Commodity Dependence and Aggregate Risk
Deuskar, P. , Johnson, T. 2011. Market Liquidity and Flow-Driven RiskAmerican Finance Association Meetings, Denver.
Deuskar, P. , Johnson, T. 2010. Market Liquidity and Flow-Driven Risk.China International Conference in Finance, Beijing.
Johnson, T. 2010. Inequality Risk PremiaAmerican Finance Association Meetings, Atlanta.
Johnson, T. 2009. Volume, Liquidity, and Liquidity RiskAmerican Finance Association Meetings, New Orleans.
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343E Wohlers Hall 1206 South Sixth Street Champaign, IL, 61820 (217) 333-4089 tcj@illinois.edu
Faculty Profile
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