Timothy C. Johnson

University of Illinois at Urbana-Champaign

601 E John St

Champaign, IL 61820

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 16,920

SSRN RANKINGS

Top 16,920

in Total Papers Downloads

4,139

SSRN CITATIONS
Rank 10,488

SSRN RANKINGS

Top 10,488

in Total Papers Citations

49

CROSSREF CITATIONS

68

Scholarly Papers (15)

1.

Market Liquidity and Flow-Driven Risk

Review of Financial Studies, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 58 Posted: 21 Mar 2009 Last Revised: 29 Jun 2011
Prachi Deuskar and Timothy C. Johnson
Indian School of Business and University of Illinois at Urbana-Champaign
Downloads 811 (41,815)
Citation 6

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systematic risk, market liquidity, order flow

More Insiders, More Insider Trading: Evidence from Private Equity Buyouts

Journal of Financial Economics, Forthcoming
Number of pages: 57 Posted: 29 Nov 2009
Viral V. Acharya, Viral V. Acharya and Timothy C. Johnson
ProfessorNew York University - Leonard N. Stern School of Business and University of Illinois at Urbana-Champaign
Downloads 163 (246,494)

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asymmetric information, LBO, private equity, regulation

More Insiders, More Insider Trading: Evidence from Private Equity Buyouts

CEPR Discussion Paper No. DP6622
Number of pages: 54 Posted: 05 Jun 2008
Viral V. Acharya, Viral V. Acharya and Timothy C. Johnson
ProfessorNew York University - Leonard N. Stern School of Business and University of Illinois at Urbana-Champaign
Downloads 3 (865,974)
Citation 1
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asymmetric information, LBO, private equity, regulation

3.

Real Options and Risk Dynamics

Review of Economic Studies, Forthcoming
Number of pages: 60 Posted: 19 Nov 2010 Last Revised: 12 Apr 2015
Dirk Hackbarth and Timothy C. Johnson
Boston University - Department of Finance & Economics and University of Illinois at Urbana-Champaign
Downloads 654 (55,681)
Citation 11

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real options, adjustment costs, risk premia

4.

On the Systematic Volatility of Unpriced Earnings Shocks

Journal of Financial Economics (JFE), Forthcoming, AFA 2013 San Diego Meetings Paper
Number of pages: 54 Posted: 17 Mar 2012 Last Revised: 23 Dec 2013
Timothy C. Johnson and Jaehoon Lee
University of Illinois at Urbana-Champaign and University of New South Wales (UNSW)
Downloads 489 (80,111)
Citation 1

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credit spreads, equity premium, volatility components

5.
Downloads 417 ( 96,649)
Citation 13

Inflexibility and Stock Returns

Review of Financial Studies, 2018
Number of pages: 62 Posted: 08 Sep 2017 Last Revised: 07 Jun 2019
Lifeng Gu, Dirk Hackbarth and Timothy C. Johnson
The University of Hong Kong, Boston University - Department of Finance & Economics and University of Illinois at Urbana-Champaign
Downloads 417 (95,812)
Citation 1

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Inflexibility, stock returns, risk premium, adjustment costs

Inflexibility and Stock Returns

CEPR Discussion Paper No. DP12441
Number of pages: 65 Posted: 20 Nov 2017
Lifeng Gu, Dirk Hackbarth and Timothy C. Johnson
The University of Hong Kong, Boston University - Department of Finance & Economics and University of Illinois at Urbana-Champaign
Downloads 0
Citation 9
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Operating flexibility, real options, risk premia, Stock returns

6.

Endogenous Leverage and Expected Stock Returns

Number of pages: 24 Posted: 05 Aug 2010 Last Revised: 06 Dec 2010
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign, University of Kentucky, Purdue University - Krannert School of Management and University of Illinois at Urbana-Champaign
Downloads 329 (126,166)
Citation 2

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expected stock returns, optimal capital structure

7.

What Drives Index Options Exposure?

Number of pages: 37 Posted: 31 Dec 2013 Last Revised: 30 Mar 2014
Timothy C. Johnson, Mo Liang and Yun Liu
University of Illinois at Urbana-Champaign, Renmin University of China - School of Finance and University of Illinois at Urbana-Champaign - Department of Mathematics
Downloads 228 (182,597)
Citation 1

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stock index options; quantities; volatility exposure

The Value of a Cure: An Asset Pricing Perspective

NYU Stern School of Business Forthcoming
Number of pages: 61 Posted: 17 Nov 2020 Last Revised: 12 Jun 2021
ProfessorNew York University - Leonard N. Stern School of Business, University of Illinois at Urbana-Champaign, Columbia University - Columbia Business School, Finance and University of California, Berkeley - University of California, Berkeley
Downloads 177 (229,763)

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pandemic, vaccine, COVID-19, rare disasters, regime-switching, parameter uncertainty

The Value of a Cure: An Asset Pricing Perspective

NBER Working Paper No. w28127
Number of pages: 67 Posted: 23 Nov 2020 Last Revised: 09 May 2022
ProfessorNew York University - Leonard N. Stern School of Business, University of Illinois at Urbana-Champaign, Columbia University - Columbia Business School, Finance and University of California, Berkeley - University of California, Berkeley
Downloads 35 (599,857)

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The Value of a Cure: An Asset Pricing Perspective

CEPR Discussion Paper No. DP15558
Number of pages: 69 Posted: 23 Dec 2020 Last Revised: 14 May 2021
ProfessorNew York University - Leonard N. Stern School of Business, University of Illinois at Urbana-Champaign, Columbia University - Columbia Business School, Finance and University of California, Berkeley - University of California, Berkeley
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9.

Funding Liquidity and Market Liquidity in Government Bonds

Journal of Banking and Finance, Forthcoming, NSE - NYU Stern Initiative Working Paper Series, Indian School of Business
Number of pages: 73 Posted: 07 Mar 2016 Last Revised: 26 Apr 2021
Prachi Deuskar and Timothy C. Johnson
Indian School of Business and University of Illinois at Urbana-Champaign
Downloads 192 (214,072)
Citation 4

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government bonds, market liquidity, funding liquidity, intermediary capital

10.

Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives

Number of pages: 51 Posted: 01 Dec 2016 Last Revised: 25 Jun 2021
ProfessorNew York University - Leonard N. Stern School of Business, Deutsche Bundesbank and University of Illinois at Urbana-Champaign
Downloads 163 (246,076)
Citation 7

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Credit derivatives, Credit default swaps, Sovereign credit risk, Eurozone, Sovereign debt crisis, Depository Trust and Clearing Corporation (DTCC).

11.

Inequality Risk Premia

AFA 2010 Atlanta Meetings Paper
Number of pages: 38 Posted: 19 Feb 2009 Last Revised: 26 Sep 2011
Timothy C. Johnson
University of Illinois at Urbana-Champaign
Downloads 154 (258,043)
Citation 5

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inequality, risk sharing, consumption externalities, asset pricing

12.

Economic Uncertainty, Aggregate Debt, and the Real Effects of Corporate Finance

Number of pages: 77 Posted: 26 Oct 2016 Last Revised: 26 Oct 2018
Timothy C. Johnson
University of Illinois at Urbana-Champaign
Downloads 127 (299,837)
Citation 2

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Debt Dynamics, Uncertainty Shocks, Credit Spreads, Real Effects of Finance

13.

Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives

Deutsche Bundesbank Discussion Paper No. 26/2018
Number of pages: 53 Posted: 23 Aug 2018 Last Revised: 18 Nov 2021
Viral V. Acharya, Yalin Gündüz and Timothy C. Johnson
Government of India - Reserve Bank of India, Deutsche Bundesbank and University of Illinois at Urbana-Champaign
Downloads 104 (345,001)

Abstract:

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Credit derivatives, Credit default swaps, Sovereign credit risk, Eurozone, Sovereign debt crisis, Depository Trust and Clearing Corporation (DTCC)

14.

The Private and Social Value of Capital Structure Commitment

Number of pages: 63 Posted: 29 Dec 2018 Last Revised: 25 Jun 2019
Timothy C. Johnson, Ping Liu and Yingjie Yu
University of Illinois at Urbana-Champaign, Krannert School of Management, Purdue University and University of Illinois at Urbana-Champaign
Downloads 93 (370,720)
Citation 2

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capital structure, covenant valuation, general equilibrium, social cost of contracting frictions

15.

Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives

CEPR Discussion Paper No. DP16628
Number of pages: 54 Posted: 09 Nov 2021
ProfessorNew York University - Leonard N. Stern School of Business, Deutsche Bundesbank and University of Illinois at Urbana-Champaign
Downloads 0 (874,031)
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credit default swaps, Credit derivatives, Depository Trust and Clearing Corporation (DTCC), Eurozone, sovereign credit risk, sovereign debt crisis