Timothy C. Johnson

University of Illinois at Urbana-Champaign

601 E John St

Champaign, IL 61820

United States

SCHOLARLY PAPERS

14

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Top 14,602

in Total Papers Downloads

3,349

SSRN CITATIONS
Rank 11,276

SSRN RANKINGS

Top 11,276

in Total Papers Citations

16

CROSSREF CITATIONS

68

Scholarly Papers (14)

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 739 (33,951)
Citation 3

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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 and Timothy C. Johnson
New York University - Leonard N. Stern School of Business and University of Illinois at Urbana-Champaign
Downloads 150 (199,999)

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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 and Timothy C. Johnson
New York University - Leonard N. Stern School of Business and University of Illinois at Urbana-Champaign
Downloads 3 (672,323)
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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 600 (44,935)
Citation 8

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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 476 (60,345)

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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, Purdue University - Krannert School of Management and University of Illinois at Urbana-Champaign
Downloads 306 (100,831)
Citation 4

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expected stock returns, optimal capital structure

6.
Downloads 241 (129,694)
Citation 5

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 241 (129,150)
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
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Operating flexibility, real options, risk premia, Stock returns

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 212 (146,802)
Citation 1

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stock index options; quantities; volatility exposure

8.

Funding Liquidity and Market Liquidity in Government Bonds

NSE - NYU Stern Initiative Working Paper Series
Number of pages: 71 Posted: 07 Mar 2016 Last Revised: 27 Jul 2018
Prachi Deuskar and Timothy C. Johnson
Indian School of Business and University of Illinois at Urbana-Champaign
Downloads 162 (187,087)
Citation 3

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government bonds, market liquidity, funding liquidity

9.

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 149 (200,765)
Citation 3

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inequality, risk sharing, consumption externalities, asset pricing

10.

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

Number of pages: 53 Posted: 01 Dec 2016 Last Revised: 23 Sep 2018
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 121 (236,549)
Citation 6

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

11.

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 101 (268,949)

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

12.

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: 21 Feb 2019
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 49 (403,491)

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

13.

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 39 (437,678)

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

14.

*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 (663,960)
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