Timothy C. Johnson

University of Illinois at Urbana-Champaign

601 E John St

Champaign, IL 61820

United States

SCHOLARLY PAPERS

12

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CITATIONS
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Top 9,482

in Total Papers Citations

46

Scholarly Papers (12)

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 and Timothy C. Johnson
New York University - Leonard N. Stern School of Business and University of Illinois at Urbana-Champaign
Downloads 137 (179,152)
Citation 14

Abstract:

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 and Timothy C. Johnson
New York University - Leonard N. Stern School of Business and University of Illinois at Urbana-Champaign
Downloads 3 (563,256)
Citation 14
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Abstract:

asymmetric information, LBO, private equity, regulation

2.

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 604 (29,775)
Citation 23

Abstract:

systematic risk, market liquidity, order flow

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 Questrom School of Business and University of Illinois at Urbana-Champaign
Downloads 467 (40,505)
Citation 2

Abstract:

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 459 (51,118)

Abstract:

credit spreads, equity premium, volatility components

5.

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, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 248 (88,743)
Citation 4

Abstract:

expected stock returns, optimal capital structure

6.

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 136 (171,630)
Citation 1

Abstract:

inequality, risk sharing, consumption externalities, asset pricing

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 115 (138,029)
Citation 1

Abstract:

stock index options; quantities; volatility exposure

8.

Inflexibility and Stock Returns

Number of pages: 62 Posted: 08 Sep 2017
Lifeng Gu, Dirk Hackbarth and Timothy C. Johnson
The University of Hong Kong, Boston University Questrom School of Business and University of Illinois at Urbana-Champaign
Downloads 42 (358,205)

Abstract:

Inflexibility, stock returns, risk premium, adjustment costs

9.

*Liquid Capital and Market Liquidity

The Economic Journal, Vol. 119, Issue 540, pp. 1374-1404, October 2009
Number of pages: 31 Posted: 08 Oct 2009
Timothy C. Johnson
University of Illinois at Urbana-Champaign
Downloads 1 (554,591)
Citation 1
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Abstract:

10.

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

Number of pages: 51 Posted: 01 Dec 2016
Viral V. Acharya, Yalin Gündüz and Timothy C. Johnson
New York University - Leonard N. Stern School of Business, Deutsche Bundesbank and University of Illinois at Urbana-Champaign
Downloads 0 (316,056)

Abstract:

Banks, CDS, Sovereign credit risk, Eurozone crisis, Depository Trust & Clearing Corporation (DTCC)

11.

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

Number of pages: 59 Posted: 26 Oct 2016
Timothy C. Johnson
University of Illinois at Urbana-Champaign
Downloads 0 (342,269)

Abstract:

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

12.

Funding Liquidity and Market Liquidity in Government Bonds

NSE - NYU Stern Initiative Working Paper Series
Number of pages: 63 Posted: 07 Mar 2016 Last Revised: 03 Oct 2017
Prachi Deuskar and Timothy C. Johnson
Indian School of Business and University of Illinois at Urbana-Champaign
Downloads 0 (238,970)

Abstract:

government bonds, market liquidity, funding liquidity