Timothy C. Johnson

Finance · 2002–2010

A researcher in the Science corpus: 4 papers; trusts 11 researchers and is trusted by 32 researchers here, as inferred from the citation graph.

Subfields

Whom Timothy C. Johnson trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Y. Amihud
  2. Narasimhan Jegadeesh
  3. Michael J. Barclay
  4. Martin D. D. Evans
  5. Tarun Chordia
  6. Francis A. Longstaff
  7. Michael J. Fleming
  8. Charles M. Jones
  9. Joel Hasbrouck
  10. Mark L. Mitchell

Who trusts Timothy C. Johnson overall

  1. Martin Lettau
  2. Jessica A. Wachter
  3. Robert Novy-Marx
  4. R. D. McLean
  5. Victor DeMiguel
  6. Tobias J. Moskowitz
  7. Julien Cujean
  8. Antje Berndt
  9. Victoria Ivashina
  10. Clifford S. Asness

Papers from Timothy C. Johnson's perspective

Ordered by how strongly the researchers Timothy C. Johnson trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  2. Liquidity Externalities and Adverse Selection: Evidence from Trading after Hours
  3. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
  4. Time-Varying Liquidity in Foreign Exchange
  5. The Bond/Old-Bond Spread
  6. The Cross‐Section of Expected Stock Returns
  7. Stock Return Predictability: Is it There?
  8. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  9. Securities lending, shorting, and pricing
  10. The Microstructure Approach to Exchange Rates

Their papers