Charles A. Trzcinka : Citation Profile


Are you Charles A. Trzcinka?

Indiana University

9

H index

9

i10 index

874

Citations

RESEARCH PRODUCTION:

21

Articles

3

Papers

RESEARCH ACTIVITY:

   39 years (1979 - 2018). See details.
   Cites by year: 22
   Journals where Charles A. Trzcinka has often published
   Relations with other researchers
   Recent citing documents: 210.    Total self citations: 2 (0.23 %)

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   Permalink: http://citec.repec.org/ptr187
   Updated: 2019-12-07    RAS profile: 2019-10-10    
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Relations with other researchers


Works with:

Trzcinka, Charles (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Charles A. Trzcinka.

Is cited by:

Marshall, Ben (13)

Bekaert, Geert (12)

Le Fol, Gaelle (12)

Visaltanachoti, Nuttawat (9)

darolles, serge (8)

Harvey, Campbell (7)

LINTON, OLIVER (7)

faff, robert (7)

Bacchetta, Philippe (6)

Milas, Costas (6)

Tille, Cédric (6)

Cites to:

Amihud, Yakov (5)

Tesfatsion, Leigh (5)

Lee, Charles (4)

Fama, Eugene (4)

Roll, Richard (3)

Pontiff, Jeffrey (3)

Marshall, Ben (2)

Ritter, Jay (2)

Kelly, Patrick (2)

Stambaugh, Robert (2)

Visaltanachoti, Nuttawat (2)

Main data


Where Charles A. Trzcinka has published?


Journals with more than one article published# docs
Journal of Finance5
Journal of Financial Economics3
Journal of Financial and Quantitative Analysis3
Journal of Financial Research2
Review of Financial Studies2
Review of Quantitative Finance and Accounting2

Recent works citing Charles A. Trzcinka (2018 and 2017)


YearTitle of citing document
2018Stock Price Prediction using Principle Components. (2018). , Edwin ; Ghorbani, Mahsa. In: Papers. RePEc:arx:papers:1803.05075.

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2018Betas, Benchmarks and Beating the Market. (2018). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1807.09919.

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2017Stock Price Synchronicity and Information Environment. (2017). Hassan, Arshad ; Fraz, Ahmad. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:4:p:213-232.

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2019Measuring corporate bond liquidity in emerging market economies: price- vs quantity-based measures. (2019). Packer, Frank ; Li, Ran ; Helwege, Jean ; Hameed, Allaudeen . In: BIS Papers chapters. RePEc:bis:bisbpc:102-07.

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2017Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging. (2017). Cielinska, Olga ; Vasios, Michalis ; Tanner, John ; Shreyas, Ujwal ; Joseph, Andreas . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-23.

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2017Capital structure of multinational and domestic corporations – a cross-country comparison. (2017). Akhtar, Shumi. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:319-349.

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2017Risk factors in Australian bond returns. (2017). Roca, Eduardo ; Drew, Michael ; Whittaker, Timothy ; Bianchi, Robert J. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:373-400.

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2018A Review of Corporate Social Responsibility and Real Estate Investment Trust Studies: An Australian Perspective. (2018). Westermann, Steffen ; Kortt, Michael A ; Niblock, Scott J. In: Economic Papers. RePEc:bla:econpa:v:37:y:2018:i:1:p:92-110.

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2018The liquidity of the London capital markets, 1825–70†. (2018). Campbell, Gareth ; Ye, Qing ; Turner, John D. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:3:p:823-852.

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2017Mutual Fund Liquidity Costs. (2017). Fulkerson, Jon A ; Riley, Timothy B. In: Financial Management. RePEc:bla:finmgt:v:46:y:2017:i:2:p:359-375.

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2018Sold Below Value? Why Takeover Offers Can Have Negative Premiums. (2018). Weitzel, Utz ; Kling, Gerhard. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:2:p:421-450.

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2019Informed Trading of Mutual Funds: Evidence from Fund‐Underwriter Relationships. (2019). Hwang, Hyoseok. In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:311-338.

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2017The Impact of Rating Recalibration on Municipal Bond Yield Spreads. (2017). Kriz, Kenneth A ; Xiao, Yan. In: Public Budgeting & Finance. RePEc:bla:pbudge:v:37:y:2017:i:2:p:83-101.

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2018Liquidity resilience in the UK gilt futures market: evidence from the order book. (2018). Massacci, Daniele ; Fullwood, Jonathan . In: Bank of England working papers. RePEc:boe:boeewp:0744.

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2019Taking regulation seriously: fire sales under solvency and liquidity constraints. (2019). lepore, caterina ; Schaanning, Eric ; Coen, Jamie. In: Bank of England working papers. RePEc:boe:boeewp:0793.

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2018Who Improves or Worsens Liquidity in the Korean Treasury Bond Market?. (2018). Lee, Jieun. In: Working Papers. RePEc:bok:wpaper:1803.

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2017À quoi servent les (centaines de milliers de milliards de) transactions boursières ?. (2017). CAPELLE-BLANCARD, Gunther. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0037.

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2018Implications of High-Frequency Trading for Security Markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1802.

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2018Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204.

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2018Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Valente, Giorgio ; Nguyen, Minh. In: EconPol Working Paper. RePEc:ces:econwp:_13.

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2017Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph. In: Documentos CEDE. RePEc:col:000089:015606.

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2017Measuring the effectiveness of volatility call auctions. (2017). Castro Iragorri, Carlos ; Agudelo, Diego ; Preciado, Sergio. In: Documentos de Trabajo. RePEc:col:000092:015498.

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2018Measuring the effectiveness of volatility auctions. (2018). Castro, Carlos ; Preciado, Sergio ; Agudelo, Diego A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016943.

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2017How does information disclosure affect liquidity? Evidence from an Emerging Market. (2017). Arango, Ignacio ; Agudelo, Diego A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016944.

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2018Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016974.

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2018Measuring the effectiveness of volatility auctions. (2018). Agudelo, Diego ; Preciado, Sergio ; Castro, Carlos. In: Documentos de Trabajo CIEF. RePEc:col:000122:016988.

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2017How does information disclosure affect liquidity?Evidence from an Emerging Market. (2017). Agudelo, Diego ; Arango, Ignacio. In: Documentos de Trabajo CIEF. RePEc:col:000122:016990.

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2017Choices in Equity Finance A Global Perspective. (2017). Vermaelen, Theo ; Groen-Xu, Moqi ; Mataigne, Virginie ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11987.

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2019Liquidity Risk After 20 Years. (2019). Pastor, Lubos ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13680.

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2019Corporate cash holdings: Stock liquidity and the repurchase motive. (2019). Wang, Zexi ; Nyborg, Kjell G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13791.

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2019“Who pays the piper calls the tune” – Networks and transaction costs in commodity markets. (2019). Siklos, Pierre ; Putz, Alexander ; Sulewski, Christoph. In: CQE Working Papers. RePEc:cqe:wpaper:8819.

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2019Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Indars, Edgars Rihards ; Lubloy, agnes ; Savin, Aliaksei. In: Corvinus Economics Working Papers (CEWP). RePEc:cvh:coecwp:2019/01.

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2018Liquidity Risk and Yield Spreads of Green Bonds. (2018). Jensen, Febi ; Stephan, Andreas ; Schäfer, Dorothea ; Sun, Chen ; Schafer, Dorothea. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1728.

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2018Analyst Coverage, Market Liquidity and Disclosure Quality: A Study of Fair-value Disclosures by European Real Estate Companies Under IAS 40 and IFRS 13. (2018). Sundgren, Stefan ; Somoza-Lopez, Antonio ; Maki, Juha. In: The International Journal of Accounting. RePEc:eee:accoun:v:53:y:2018:i:1:p:54-75.

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2018Non-GAAP Earnings Disclosures on the Face of the Income Statement by UK Firms: The Effect on Market Liquidity. (2018). Charitou, Andreas ; Loizides, George ; Karamanou, Irene ; Floropoulos, Nikolaos. In: The International Journal of Accounting. RePEc:eee:accoun:v:53:y:2018:i:3:p:183-202.

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2018Management deception, big-bath accounting, and information asymmetry: Evidence from linguistic analysis. (2018). Hope, Ole-Kristian ; Wang, Jingjing. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:70:y:2018:i:c:p:33-51.

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2018Call auction frequency and market quality: Evidence from the Taiwan Stock Exchange. (2018). Wang, Jianxin ; Twu, Mia. In: Journal of Asian Economics. RePEc:eee:asieco:v:57:y:2018:i:c:p:53-62.

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2017Stock liquidity and dividend payouts. (2017). Jiang, Fuxiu ; Shi, Beibei ; Ma, Yunbiao . In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:295-314.

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2017Expropriation risk by block holders, institutional quality and expected stock returns. (2017). Hearn, Bruce ; Piesse, Jenifer ; Phylaktis, Kate. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:122-149.

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2017The small IPO and the investing preferences of mutual funds. (2017). Bartlett, Robert P ; Solomon, Steven Davidoff ; Rose, Paul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:151-173.

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2018Excess cash, trading continuity, and liquidity risk. (2018). Huang, Winifred ; Mazouz, Khelifa. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:275-291.

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2018Foreign institutional ownership and liquidity commonality around the world. (2018). Deng, Baijun ; Li, Yong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:20-49.

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2018Institutional trading and Abel Noser data. (2018). Hu, Gang ; Xie, Jing ; Wang, Yi Alex ; Jo, Koren M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:143-167.

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2019Leverage, debt maturity, and social capital. (2019). Shang, Chenguang ; Huang, Kershen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:54:y:2019:i:c:p:26-46.

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2018Information demand and stock market liquidity: International evidence. (2018). Roubaud, David ; AROURI, Mohamed ; Aouadi, Amal. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:194-202.

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2018The impact of ownership concentration and analyst coverage on market liquidity: Comparative evidence from an auction and a specialist market. (2018). La Rocca, Maurizio ; Gerace, Dionigi ; Stagliano, Raffaele. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:203-214.

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2019Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets. (2019). Kim, Yea Lee ; Ngene, Geoffrey M ; Wang, Jinghua. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:136-147.

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2017Do voluntary disclosures of bad news improve liquidity?. (2017). Dayanandan, Ajit ; Karahan, Gokhan ; Donker, Han. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:16-29.

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2017Determinants of commonality in liquidity: Evidence from an order-driven emerging market. (2017). Goyal, Abhinav ; Wadhwa, Kavita ; Syamala, Sudhakara Reddy. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:38-52.

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2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

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2018Liquidity skewness premium. (2018). Jeong, Giho ; Kwon, Kyung Yoon ; Kang, Jangkoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:130-150.

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2018Revisiting Pastor–Stambaugh liquidity factor. (2018). Mohammad, . In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:190-192.

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2017Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows. (2017). Le Fol, Gaelle ; darolles, serge ; Mero, Gulten. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:367-383.

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2019Semiparametric estimation of the bid–ask spread in extended roll models. (2019). LINTON, OLIVER ; Chen, Xiaohong ; Yi, Yanping ; Schneeberger, Stefan . In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:160-178.

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2018Liquidity tail risk and credit default swap spreads. (2018). Irresberger, Felix ; Gabrysch, Sandra. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:3:p:1137-1153.

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2017Stock market liquidity, family ownership, and capital structure choices in an emerging country. (2017). Elbannan, Mona. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:201-231.

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2018Liquidity and macroeconomic management in emerging markets. (2018). Chowdhury, Anup ; Anderson, Keith ; Uddin, Moshfique. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:1-24.

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2018Limits to arbitrage and the MAX anomaly in advanced emerging markets. (2018). Seif, Mostafa ; Shamsuddin, Abul ; Docherty, Paul. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:95-109.

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2018Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market. (2018). Hai, Ly Thi ; Tran, Hoa Xuan ; Phuong, Thao Thi. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:114-133.

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2019Flight-to-liquidity: Evidence from Chinas stock market. (2019). Li, Yingxiang ; Zhang, Teng. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:159-181.

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2019Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Lubloy, agnes ; Savin, Aliaksei ; Indrs, Edgars Rihards. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:468-487.

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2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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2017Funding liquidity, market liquidity and TED spread: A two-regime model. (2017). Rosenthal, Dale ; Dale, ; Boudt, Kris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:143-158.

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2017The evolving beta-liquidity relationship of hedge funds. (2017). Stefanova, Denitsa ; Siegmann, Arjen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:286-303.

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2017Profitability of insider trading in Europe: A performance evaluation approach. (2017). Korczak, Adriana ; Gebka, Bartosz ; Traczykowski, Jdrzej ; Gbka, Bartosz . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:66-90.

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2018Stock liquidity and corporate diversification: Evidence from China’s split share structure reform. (2018). Gu, Lifeng ; Zhang, Yilin ; Yao, Wentao ; Wang, Yixin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:57-80.

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2017Is information assimilated at announcements in the European carbon market?. (2017). Bredin, Don ; Muckley, Cal B ; Chen, Jiayuan . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:234-247.

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2017Do economic and societal factors influence the financial performance of alternative energy firms?. (2017). Gupta, Kartick. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:172-182.

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2019Liquidity, surprise volume and return premia in the oil market. (2019). Wagner, Niklasf ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:93-104.

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2017Are oil and gas firms more likely to engage in unethical practices than other firms?. (2017). Gupta, Kartick. In: Energy Policy. RePEc:eee:enepol:v:100:y:2017:i:c:p:101-112.

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2017The effect of data breach announcements beyond the stock price: Empirical evidence on market activity. (2017). Cummins, Mark ; Rosati, Pierangelo ; Lynn, Theo ; van der Werff, Lisa ; Gogolin, Fabian ; Deeney, Peter . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:146-154.

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2018Stock market liquidity and trading activity: Is China different?. (2018). Marshall, Ben ; Anderson, Hamish D. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:32-51.

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2018Dynamic trading volume and stock return relation: Does it hold out of sample?. (2018). Wang, Zijun ; Qian, Yan . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:195-210.

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2018New bid-ask spread estimators from daily high and low prices. (2018). Li, Zhiyong ; Adegbite, Emmanuel ; Lambe, Brendan . In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:69-86.

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2019Investment-related anomalies in Australia: Evidence and explanations. (2019). Zhong, Angel ; Gray, Philip ; Cao, Viet Nga . In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:97-109.

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2019Transitory prices, resiliency, and the cross-section of stock returns. (2019). Kim, Jinyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:243-256.

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2019Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model. (2019). Ozkan, Aydin ; Grillini, Stefano ; Sharma, Abhijit. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:145-158.

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2017Momentum profits and time varying illiquidity effect. (2017). Butt, Hilal Anwar ; Virk, Nader Shahzad . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:253-259.

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2017High turnover with high price delay? Dissecting the puzzling phenomenon for Chinas A-shares. (2017). Qian, Meifen ; Yu, Bin ; Sun, Ping-Wen. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:105-113.

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2018The coherence of liquidity measures. The evidence from the emerging market. (2018). Bdowska-Sojka, Barbara. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:118-123.

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2019Market downturns, zero investment strategies and systematic liquidity risk. (2019). Virk, Nader Shahzad ; Butt, Hilal Anwar. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:246-253.

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2019Can investors profit from security analyst recommendations?: New evidence on the value of consensus recommendations. (2019). Park, Sung Jun. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:403-413.

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2017The determinants and pricing of liquidity commonality around the world. (2017). Moshirian, Fariborz ; Zhang, Bohui ; Ghee, Claudia Koon ; Qian, Xiaolin. In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:22-41.

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2017Permanent price impact asymmetry of trades with institutional constraints. (2017). Chiyachantana, Chiraphol ; Sharma, Vivek ; Jiang, Christine ; Jain, Pankaj K. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:1-16.

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2018Bid- and ask-side liquidity in the NYSE limit order book. (2018). Cenesizoglu, Tolga ; Grass, Gunnar . In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:14-38.

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2018Higher-moment liquidity risks and the cross-section of stock returns. (2018). Kim, Soonho ; Na, Haejung. In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:39-59.

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2018Does exposure to foreign competition affect stock liquidity? Evidence from industry-level import data. (2018). Atawnah, Nader ; Podolski, Edward J ; Duong, Huu Nhan ; Balachandran, Balasingham. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:44-67.

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2018Do leveraged ETFs really amplify late-day returns and volatility?. (2018). Ivanov, Ivan T ; Lenkey, Stephen L. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:36-56.

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2019Do upgrades matter? Evidence from trading volume. (2019). Siegel, Andrew F ; Koski, Jennifer L ; Brogaard, Jonathan. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:54-77.

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2019The preholiday corporate announcement effect. (2019). Jiang, Danling ; Autore, Don M. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:61-82.

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2017What drives the liquidity of sovereign bonds when markets are under stress? An assessment of the new Basel 3 rules on bank liquid assets. (2017). Petrella, Giovanni ; Resti, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:297-310.

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2019The dynamics of low-frequency liquidity measures: The developed versus the emerging market. (2019). Bdowska-Sojka, Barbara. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:136-142.

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2017Leverage-based index revisions: The case of Dow Jones Islamic Market World Index. (2017). Chen, Haiwei ; Ngo, Thanh. In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:16-34.

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2017Currency volatility and bid-ask spreads of ADRs and local shares. (2017). Figueiredo, Antonio ; Parhizgari, A M. In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:54-71.

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2018Disentangling the relationship between liquidity and returns in Latin America. (2018). Taborda, Rodrigo ; French, Joseph. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:23-40.

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2017Liquidity and the implied cost of equity capital. (2017). Saad, Mohsen ; Samet, Anis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:15-38.

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2018Multi-market trading and liquidity: Evidence from cross-listed companies. (2018). Atanasova, Christina ; Li, Mingxin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:117-138.

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2018Do liquidity proxies measure liquidity accurately in ETFs?. (2018). Marshall, Ben ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:94-111.

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2017Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity. (2017). Chen, Langnan ; Tian, Fengping ; Yang, KE. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:132-152.

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2017The effect of voluntary disclosure on stock liquidity: New evidence from index funds. (2017). Schoenfeld, Jordan. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:1:p:51-74.

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More than 100 citations found, this list is not complete...

Works by Charles A. Trzcinka:


YearTitleTypeCited
1986Risk, Segmentation, and the Municipal Term Structure. In: The Financial Review.
[Citation analysis]
article1
1979The Risk Structure of Interest Rates and the Penn-Central Crisis. In: Journal of Finance.
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article4
1982 The Pricing of Tax-Exempt Bonds and the Miller Hypothesis. In: Journal of Finance.
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article27
1982 Municipal Bond Pricing and the New York City Fiscal Crisis. In: Journal of Finance.
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article13
1986 On the Number of Factors in the Arbitrage Pricing Model. In: Journal of Finance.
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article35
1990 Sequential Tests of the Arbitrage Pricing Theory: A Comparison of Principal Components and Maximum Likelihood Factors. In: Journal of Finance.
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article12
1992ALL‐EQUITY FIRMS AND THE BALANCING THEORY OF CAPITAL STRUCTURE In: Journal of Financial Research.
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article7
2006MOMENTUM: DOES THE DATABASE MAKE A DIFFERENCE? In: Journal of Financial Research.
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article2
1983The Impact of the New York City Fiscal Crisis on the Interest Cost of New Issue Municipal Bonds In: Journal of Financial and Quantitative Analysis.
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article5
2000The Value Added from Investment Managers: An Examination of Funds of REITs In: Journal of Financial and Quantitative Analysis.
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article22
1999The Value Added from Investment Managers: an Examination of Funds of REITs.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
This paper has another version. Agregated cites: 22
paper
2017The Performance of Short-Term Institutional Trades In: Journal of Financial and Quantitative Analysis.
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article3
2013Asset management and investment banking In: Journal of Financial Economics.
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article4
1999Managerial performance and the cross-sectional pricing of closed-end funds In: Journal of Financial Economics.
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article26
1997Managerial Performance and the Cross-Sectional Pricing of Closed-End Funds.(1997) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
This paper has another version. Agregated cites: 26
paper
2009Do liquidity measures measure liquidity? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article332
1997A New Measure of Transaction Costs In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
paper0
2012Recap of the 22nd annual conference on financial economics and accounting, November 18, 2011 to November 19, 2011 In: Review of Quantitative Finance and Accounting.
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article0
2015Pricing under noisy signaling In: Review of Quantitative Finance and Accounting.
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article0
2017What Are the Best Liquidity Proxies for Global Research? In: Review of Finance.
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article36
1999A New Estimate of Transaction Costs. In: Review of Financial Studies.
[Citation analysis]
article338
2018Cross-Subsidization in Institutional Asset Management Firms In: Review of Financial Studies.
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2004Financial Disclosure and Bond Insurance In: Journal of Law and Economics.
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article7
1990Strong†form efficiency on the Toronto Stock Exchange: An examination of analyst price forecasts* In: Contemporary Accounting Research.
[Full Text][Citation analysis]
article0

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