Finance People | All Faculty | MSF Program

Timothy C Johnson

Professor of Finance and Robert and Karen May Faculty Fellow



All Publications


Articles in Journals


Johnson, T., Hackbarth, D. Forthcoming. Real Options and Risk Dynamics. Review of Economic Studies

Johnson, T., Lee, J. 2014. On the Systemantic Volatility of Unpriced Earnings. Journal of Financial Economics

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

Working Papers


Johnson, T., Liang, M. , Liu, Y. 2013. What Drives Index Option Exposure?

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. 2010. Commodity Dependence and Aggregate Risk

Presentations


Deuskar, P., Johnson, T. 2011. Market Liquidity and Flow-Driven Risk, American 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 Premia, American Finance Association Meetings, Atlanta.

Johnson, T. 2009. Volume, Liquidity, and Liquidity Risk, American Finance Association Meetings, New Orleans.