Charles Trzcinka

Indiana University - Kelley School of Business - Department of Finance

James and Virginia Cozad Professor of Finance

Kelley School of Business

1309 E. 10th St.

Bloomington, IN 47405

United States

  • Indiana University - Kelley School of Business - Department of Finance

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    • Tel: 812-855-9908
    • Fax: 812-855-5875
SCHOLARLY PAPERS

18

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345

CROSSREF CITATIONS

53

Scholarly Papers (18)

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1.

Do Liquidity Measures Measure Liquidity?

Journal of Financial Economics (JFE), Vol. 92, No. 153-181, 2009
Number of pages: 68 Posted: 24 Mar 2008 Last Revised: 02 Sep 2017
Ruslan Goyenko, Craig W. Holden and Charles Trzcinka
McGill University - Desautels Faculty of Management, Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 2,340 (10,967)
Citation 90

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Liquidity, transaction costs, effective spread, price impact, asset pricing

2.

A Tangled Tale of Training and Talent: PhDs in Institutional Asset Management

Number of pages: 52 Posted: 25 Oct 2013 Last Revised: 23 May 2017
Ranadeb Chaudhuri, Zoran Ivkovich, Joshua Matthew Pollet and Charles Trzcinka
Oakland University, Michigan State University, Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 1,987 (14,260)
Citation 6

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Ph.D., institutional money management, publications

3.

What Are the Best Liquidity Proxies for Global Research?

Review of Finance 21, 1355-1401, 2017.
Number of pages: 66 Posted: 05 Mar 2010 Last Revised: 02 Sep 2017
Kingsley Y. L. Fong, Craig W. Holden and Charles Trzcinka
University of New South Wales - School of Banking and Finance, Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 1,831 (16,198)
Citation 73

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Global, Liquidity, transaction costs, effective spread, price impact

4.

Momentum Strategies and Financial Databases: An Investigation of Intraday Pattern in Price Momentum

Number of pages: 31 Posted: 22 Oct 2004 Last Revised: 31 Mar 2017
Bidisha Chakrabarty and Charles Trzcinka
Saint Louis University - Richard A. Chaifetz School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 913 (45,099)

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Momentum strategies, Financial Databases, Market Timing, CRSP, TAQ, Intraday Prices

5.

Financial Globalization and Risk Sharing: Welfare Effects and the Optimality of Open Markets

Downloads 753 (58,607)

Financial Globalization and Risk Sharing: Welfare Effects and the Optimality of Open Markets

Number of pages: 62 Posted: 17 Mar 2005
Andrey Ukhov and Charles Trzcinka
Cornell University and Indiana University - Kelley School of Business - Department of Finance
Downloads 701 (63,533)

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International asset pricing, Capital market integration and liberalization, International risk sharing, International capital market equilibrium

Financial Globalization and Risk Sharing: Welfare Effects and the Optimality of Open Markets

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 62 Posted: 03 Jun 2012
Andrey Ukhov and Charles Trzcinka
Cornell University and Indiana University - Kelley School of Business - Department of Finance
Downloads 52 (660,312)

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International asset pricing, Capital market integration and liberalization, International risk sharing, International capital market equilibrium

6.

Asset Management and Investment Banking

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 46 Posted: 15 Feb 2013 Last Revised: 14 May 2014
Janis Berzins, Crocker Herbert Liu and Charles Trzcinka
BI Norwegian Business School, Cornell University - School of Hotel Administration and Indiana University - Kelley School of Business - Department of Finance
Downloads 630 (73,845)
Citation 7

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investment bank, Institutional funds, hedge funds, mutual funds, performance evaluation

7.

The Performance of Short-term Institutional Trades

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 52 Posted: 16 Feb 2013 Last Revised: 19 May 2016
Bidisha Chakrabarty, Pamela C. Moulton and Charles Trzcinka
Saint Louis University - Richard A. Chaifetz School of Business, Cornell University - SC Johnson College of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 578 (82,310)
Citation 22

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Institutional trading, short-term trades, trading skill, information

8.

Do Portfolio Manager Contracts Contract Portfolio Management?

Journal of Finance, Forthcoming
Number of pages: 60 Posted: 29 Sep 2016 Last Revised: 05 Dec 2018
Jung Hoon Lee, Charles Trzcinka and Shyam Venkatesan
Office of Financial Research, US Department of the Treasury, Indiana University - Kelley School of Business - Department of Finance and Ivey Business School, Western University
Downloads 502 (97,845)
Citation 3

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Mutual Fund, Risk-Shifting, Incentives, Management Contracts

9.

Prediction Portfolio Variance: Firm-Specific and Macroeconomic Factors

Number of pages: 21 Posted: 27 Nov 2001
Ravi Shukla, Kenneth Winston and Charles Trzcinka
Syracuse University - Whitman School of Management, SUNY at Buffalo, College of Arts & Sciences, Department of Economics and Indiana University - Kelley School of Business - Department of Finance
Downloads 479 (103,614)

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10.

Financial Disclosure and Bond Insurance

Downloads 476 (104,378)

Financial Disclosure and Bond Insurance

Number of pages: 41 Posted: 10 Sep 2002
Angela K. Gore, Kevin D. Sachs and Charles Trzcinka
George Washington University - School of Business, Hofstra University - Department of Accounting, Taxation and Legal Studies in Business, Frank G. Zarb School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 476 (103,285)
Citation 7

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disclosure, regulation, insurance, bond market, local government

Financial Disclosure and Bond Insurance

Posted: 04 Aug 2004
Angela K. Gore, Kevin D. Sachs and Charles Trzcinka
George Washington University - School of Business, Hofstra University - Department of Accounting, Taxation and Legal Studies in Business, Frank G. Zarb School of Business and Indiana University - Kelley School of Business - Department of Finance

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Disclosure, regulation, insurance, bond market, local government

11.

Cross-Subsidization in Institutional Asset Management Firms

The Review of Financial Studies
Number of pages: 59 Posted: 19 Mar 2012 Last Revised: 23 May 2017
Ranadeb Chaudhuri, Zoran Ivkovich and Charles Trzcinka
Oakland University, Michigan State University, Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 292 (179,814)
Citation 5

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money management, strategic performance allocation, agency issues

12.

Strong-Form Efficiency on the Toronto Stock Exchange: An Examination of Analyst Price Forecasts

Contemporary Accounting Research, Vol. 7, No. 2, 1991
Number of pages: 25 Posted: 09 Apr 2008
Lawrence D. Brown, Gordon D. Richardson and Charles Trzcinka
Temple University - Department of Accounting, University of Toronto - Rotman School of Management and Indiana University - Kelley School of Business - Department of Finance
Downloads 244 (215,265)
Citation 1

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13.

Keynote Speech on Data in Financial Economics (Presentation Slides)

Kelley School of Business Research Paper No. 18-30
Number of pages: 11 Posted: 24 Apr 2018
Charles Trzcinka
Indiana University - Kelley School of Business - Department of Finance
Downloads 241 (217,894)

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securities, firms, funds

14.

Performance and Survival of Institutional Money Managers

Number of pages: 38 Posted: 03 Oct 2005
Janis Berzins and Charles Trzcinka
BI Norwegian Business School and Indiana University - Kelley School of Business - Department of Finance
Downloads 180 (285,147)
Citation 3

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institutional money managers, pension funds, performance evaluation, survivorship bias

15.

Managerial Performance and the Cross-Sectional Pricing of Closed-End Funds

NYU Working Paper No. FIN-96-020
Number of pages: 39 Posted: 07 Nov 2008
J. B. Chay and Charles Trzcinka
affiliation not provided to SSRN and Indiana University - Kelley School of Business - Department of Finance
Downloads 165 (308,949)
Citation 24

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16.

Pricing Under Noisy Signaling

Review of Quantitative Finance and Accounting, Forthcoming, Kelley School of Business Research Paper No. 2014-06, FIRN Research Paper Forthcoming
Number of pages: 35 Posted: 14 Mar 2014 Last Revised: 03 Feb 2015
David Feldman, Charles Trzcinka and Russell S. Winer
Banking and Finance, UNSW Business School, UNSW Sydney, Indiana University - Kelley School of Business - Department of Finance and New York University (NYU) - Department of Marketing
Downloads 104 (438,551)

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Pricing, equilibrium, signaling, asymmetric information, market segmentation, product differentiation, dividends, initial public offerings, capital structure, market microstructure, share classes

17.

A Solution to the Chinese Trading Halt Puzzle

Swiss Finance Institute Research Paper No. 23-62, Kelley School of Business Research Paper No. 2023-4352503
Number of pages: 63 Posted: 10 Feb 2023 Last Revised: 14 Nov 2023
Crocker Herbert Liu, Charles Trzcinka and Ziwei Zhao
Cornell University - School of Hotel Administration, Indiana University - Kelley School of Business - Department of Finance and University of Lausanne
Downloads 94 (469,403)

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trading, halts, fundamentals, noise traders, liquidity

18.

A New Estimate of Transaction Costs

Posted: 16 Nov 1999
David A. Lesmond, Joseph P. Ogden and Charles Trzcinka
Tulane University - A.B. Freeman School of Business, State University of New York (SUNY) at Buffalo - School of Management and Indiana University - Kelley School of Business - Department of Finance

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