Charles A. Trzcinka : Citation Profile

Are you Charles A. Trzcinka?

Indiana University

11

H index

13

i10 index

1403

Citations

RESEARCH PRODUCTION:

22

Articles

3

Papers

RESEARCH ACTIVITY:

   40 years (1979 - 2019). See details.
   Cites by year: 35
   Journals where Charles A. Trzcinka has often published
   Relations with other researchers
   Recent citing documents: 198.    Total self citations: 2 (0.14 %)

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   Permalink: http://citec.repec.org/ptr187
   Updated: 2023-05-27    RAS profile: 2021-04-08    
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Relations with other researchers

Works with:

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

Is cited by:

Będowska-Sójka, Barbara (17)

faff, robert (14)

Marshall, Ben (13)

Le Fol, Gaelle (12)

Bekaert, Geert (12)

Lim, Kian-Ping (12)

LINTON, OLIVER (11)

Visaltanachoti, Nuttawat (11)

Ruenzi, Stefan (9)

Sojli, Elvira (9)

Olbrys, Joanna (8)

Cites to:

Amihud, Yakov (6)

Tesfatsion, Leigh (6)

Lee, Charles (5)

Roll, Richard (5)

Fama, Eugene (5)

Lundblad, Christian (4)

Bekaert, Geert (4)

Harvey, Campbell (4)

Pontiff, Jeffrey (3)

Thaler, Richard (3)

Stambaugh, Robert (2)

Main data

Where Charles A. Trzcinka has published?

Journals with more than one article published# docs
Journal of Finance6
Journal of Financial Economics3
Journal of Financial and Quantitative Analysis3
Review of Financial Studies2
Journal of Financial Research2
Review of Quantitative Finance and Accounting2

Recent works citing Charles A. Trzcinka (2022 and 2021)

YearTitle of citing document
2021Portfolio selection problem: Issues, challenges and future prospectus. (2021). Shahid, Mohammad ; Kumar, Akhilesh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(629):y:2021:i:4(629):p:71-90.

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2022Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian ; Wang, Linqi ; Linton, Oliver. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022009.

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2022Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian ; Wang, Linqi ; Linton, Oliver. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022002.

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2021The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917.

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2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

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2023Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors. (2023). Trapin, Luca ; Sun, LI ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2301.01362.

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2021Green Bonds: the Sovereign Issuers Perspective. (2021). Antonelli, Stefano ; Siracusa, Vittorio ; Doronzo, Raffaele . In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_003_21.

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2021Indicador Combinado de Liquidez para la Deuda Pública Local Colombiana. (2021). Martinez-Cruz, Diego Alejandro. In: Borradores de Economia. RePEc:bdr:borrec:1167.

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2021Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Burova, Anna ; Makhankova, Natalia ; Akhmetov, Arthur. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps82.

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2021Asymmetric effects of voluntary disclosure on stock liquidity: evidence from 8?K filings. (2021). Kim, Robert ; Cho, Hyunkwon. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:803-846.

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2021Risk of holding stocks with liquidity sensitive to market uncertainty: evidence from China. (2021). Yan, WU ; Qian, Meifen ; Shen, Yifan ; Sun, Pingwen. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1993-2029.

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2021The effect of stock liquidity on investment efficiency under financing constraints and asymmetric information: Evidence from the United States. (2021). Naidu, Dharmendra ; Haman, Janto ; Quah, Heidi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2109-2150.

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2022Stock market liquidity and traditional sources of bank business. (2022). Uylangco, Katherine ; Samarasinghe, Ama. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3107-3145.

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2022Making the municipal capital market in nineteenth?century England. (2022). Webster, Ian. In: Economic History Review. RePEc:bla:ehsrev:v:75:y:2022:i:1:p:56-79.

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2021Anomalies enhanced: A portfolio rebalancing approach. (2021). Zhou, Guofu ; Huang, Dayong ; Han, Yufeng. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:371-424.

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2021The effects of exchange listing on market quality: Evidence from over?the?counter uplistings. (2021). Roseman, Brian ; Griffith, Todd ; Davis, Ryan ; Yildiz, Serhat. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:645-669.

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2021Blockholder exit threats and corporate cash holdings. (2021). Simpson, Thuy ; Phan, Hieu V ; Sun, Lingna. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:821-843.

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2021Economic policy uncertainty and stock market liquidity: Evidence from G7 countries. (2021). Debata, Byomakesh ; Maitra, Debasish ; Dash, Saumya Ranjan ; Mahakud, Jitendra. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:611-626.

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2021Risk reduction using trailing stop?loss rules. (2021). Visaltanachoti, Nuttawat ; Marshall, Ben R ; Dai, Bochuan ; Nguyen, Nhut H. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1334-1352.

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2022Financial transaction tax and market quality: Evidence from France†. (2022). Shen, Jianfeng ; Rui, Yixuan ; Parwada, Jerry. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:90-113.

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2022Liquidity measurement: A comparative review of the literature with a focus on high frequency. (2022). Ekinci, Cumhur ; Guloglu, Zeynep Cobandag. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:41-74.

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2021How do volatility regimes affect the pricing of quality and liquidity in the stock market?. (2021). Hübner, Georges ; Tarik, Bazgour ; Danielle, Sougne ; Georges, Hubner ; Cedric, Heuchenne. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:17:n:3.

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2022Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2214.

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2023The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets. (2023). Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2303.

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2022.

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2023Where Is the Carbon Premium? Global Performance of Green and Brown Stocks. (2023). Wilms, Ole ; Rudebusch, Glenn D ; Huber, Daniel ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10246.

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2021Air pollution and behavioral biases: Evidence from stock market anomalies. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303701.

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2021The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?. (2021). Yaghoubi, Mona ; Biakowski, Jdrzej. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000241.

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2021Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551.

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2021Banks’ loan charge-offs and macro-level risk. (2021). Guo, Mengyang ; Song, Victor ; Jin, Justin Y. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001179.

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2021After the Splits: Information Flow between Bitcoin and Bitcoin Family. (2021). Cho, Ye Rim ; Yi, Eojin ; Ahn, Kwangwon ; Sohn, Sungbin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308560.

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2021Firm opacity and the opportunity cost of cash. (2021). Cortes, Felipe. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000444.

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2021Relative bond-stock liquidity and capital structure choices. (2021). faff, robert ; Alpert, Karen ; Nguyen, Trang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001474.

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2022Stock liquidity and corporate labor investment11We are grateful to the editor (Heitor Almeida) and an anynmous reviewer for detailed and significant guidance and suggestions. We thank Huu Duong, Alvin. (2022). Huang, HE ; Hasan, Iftekhar ; Ee, Mong Shan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002649.

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2022Mandatory CSR expenditure and stock market liquidity. (2022). Zhu, Min ; Rao, Sandeep ; Roy, Partha P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000013.

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2022Does corrupt practice increase the implied cost of equity?. (2022). Banerjee, Rajabrata ; Krishnamurti, Chandrasekhar ; Gupta, Kartick. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000347.

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2021Option-implied skewness: Insights from ITM-options. (2021). Schneider, Judith C ; Mohrschladt, Hannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001627.

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2022Environmental regulation and firm capital structure dynamics. (2022). Xiao, HE. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:770-787.

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2021Aggregate liquidity premium and cross-sectional returns: Evidence from China. (2021). Tang, Guohao ; Luo, Qianlin ; Liao, Cunfei. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002340.

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2021Economic policy uncertainty and illiquidity return premium. (2021). Hsieh, Hui-Ching ; Thinh, Van Quoc. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301820.

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2021Short-term institutions’ information advantage and overvaluation. (2021). Vianna, Andre ; Serrano, Alejandro ; Du, Brian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301893.

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2021Institutional investors’ ownership stability and their investee firms’ equity mispricing. (2021). Jory, Surendranath ; Sakaki, Hamid ; Jackson, Dave. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000693.

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2022Commodity financialization and funding liquidity in China. (2022). Zhang, Chengsi ; Liao, Wenting ; Jia, Xiangfu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000304.

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2022The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets. (2022). Gil-Alana, Luis Alberiko ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000857.

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2022Idiosyncratic volatility puzzle exists at the country level. (2022). Xue, Wenjun ; He, Zhongzhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001103.

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2022Measuring liquidity with return volatility: An analytical approach based on heavy-tailed Censored-GARCH model. (2022). Wang, Mingjin ; Gao, Yang ; Zhao, Wandi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001164.

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2022Factor models with local factors — Determining the number of relevant factors. (2022). Freyaldenhoven, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:80-102.

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2021Equilibrium selection for multi-portfolio optimization. (2021). Neumann, Christoph ; Lampariello, Lorenzo ; Stein, Oliver ; Sagratella, Simone ; Ricci, Jacopo M. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:1:p:363-373.

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2021City goes dark: Dark trading and adverse selection in aggregate markets. (2021). Sun, Yuxin ; Diaz-Rainey, Ivan ; Aquilina, Matteo ; Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:1-22.

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2021To be or not to be all-equity for firms that eliminate long-term debt. (2021). Gruskin, Mark ; Dmello, Ranjan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:183-206.

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2022Is idiosyncratic risk priced? The international evidence. (2022). Yu, Wayne ; Vivero, Maria Gabriela ; Guo, Tao ; Brockman, Paul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:121-136.

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2022Small is beautiful? How the introduction of mini futures contracts affects the regular contracts. (2022). Theissen, Erik ; Greppmair, Stefan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:19-38.

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2023Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities. (2023). Park, Jeayoung ; Huh, Sahn-Wook ; Han, Seung-Oh. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:276-307.

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2021Dynamic portfolio strategy by loss-averse fund managers facing performance-induced fund flows. (2021). Bian, Yun ; Xu, SI ; Sheng, Jiliang ; Yang, Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302520.

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2021Does the investment horizon of institutional investors matter for stock liquidity?. (2021). Wei, Siqi ; Wang, Xiaoqiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302891.

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2021Is competition beneficial? The case of exchange traded funds. (2021). Eugster, Nicolas ; Kharma, Celine. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001241.

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2021Regulation and stock market quality: The impact of MiFID II provision on research unbundling. (2021). Petrella, Giovanni ; Anselmi, Giulio. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001265.

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2021An examination of the effect of stock market liquidity on bank market power. (2021). Uylangco, Katherine ; Samarasinghe, Ama. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001459.

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2021Firm efficiency and stock returns: Australian evidence. (2021). Zhong, Angel ; Hu, T ; Azad, A. S. M. Sohel, ; Chuan, Tze. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s105752192100257x.

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2022Are conditional illiquidity risks priced in China? A cross-sectional test. (2022). Yin, Libo ; Lyu, Tongtong ; Su, Zhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000497.

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2022Asset pricing anomalies: Liquidity risk hedgers or liquidity risk spreaders?. (2022). Butt, Hilal Anwar ; Virk, Nader Shahzad. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000746.

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2022The liquidity and trading activity effects of acquisition payment methods: Evidence from the announcements of private firms acquisitions. (2022). Zhang, Zeyu ; Monaco, Eleonora ; Ibikunle, Gbenga ; Palumbo, Riccardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200148x.

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2022Bank affiliation and discounts on closed-end funds. (2022). Onder, Zeynep ; Guner, Nuray Z. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200223x.

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2022Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic. (2022). Sharma, Abhijit ; Ozkan, Aydin ; Grillini, Stefano. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002307.

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2021Investor attention and bitcoin liquidity: Evidence from bitcoin tweets. (2021). Choi, Hyungeun. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461231930902x.

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2021What drives the liquidity of cryptocurrencies? A long-term analysis. (2021). Theissen, Erik ; Mestel, Roland ; Brauneis, Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461231931400x.

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2021Stock liquidity and return distribution: Evidence from the London Stock Exchange. (2021). Gregoriou, Andros ; Zhang, Sijia ; Rhodes, Mark ; Hudson, Robert ; Wang, Andong. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320301811.

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2021Bitcoin and liquidity risk diversification. (2021). Zantour, Ahlem ; Guesmi, Khaled ; Ghabri, Yosra. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030012x.

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2022Decomposing the idiosyncratic volatility anomaly among euro area stocks. (2022). van Doninck, Freek ; de Ceuster, Marc ; Annaert, Jan. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000010.

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2023Stock liquidity and firm-level political risk. (2023). Yaghoubi, Mona ; Das, Kuntal K. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005967.

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2021Stock liquidity and default risk around the world. (2021). Huang, Allen ; Liu, Benjamin ; Ali, Searat ; Duong, Huu Nhan ; Nadarajah, Sivathaasan. In: Journal of Financial Markets. RePEc:eee:finmar:v:55:y:2021:i:c:s1386418120300665.

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2021Does shareholder litigation affect the corporate information environment?. (2021). Sila, Vathunyoo ; Nguyen, Duc Duy ; Le, Nhan. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300690.

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2021The pricing of the illiquidity factor’s conditional risk with time-varying premium. (2021). Noh, Joonki ; Amihud, Yakov. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300744.

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2022Inferring trade directions in fast markets. (2022). Jurkatis, Simon. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000173.

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2022Investor short-termism and real investment. (2022). van Dijk, Mathijs A ; Subrahmanyam, Avanidhar ; Rosch, Dominik M. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000276.

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2022Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds. (2022). Wang, KE ; Kalimipalli, Madhu ; Huang, Alan Guoming ; Han, Song. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000379.

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2022Transaction fees: Impact on institutional order types, commissions, and execution quality. (2022). Odonoghue, Shawn M. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000118.

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2022Investor attention and municipal bond returns. (2022). Nguyen, Giang ; Hund, John ; Cornaggia, Kimberly. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000301.

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2021Vulnerable asset management? The case of mutual funds. (2021). Fricke, Daniel. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301005.

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2022Mutual fund tournaments and fund Active Share. (2022). Tong, Lin ; Tiwari, Ashish ; Li, Wei C. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922001048.

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2021CEOs versus the board: Implications of strained relations for stock liquidity. (2021). Tehranian, Hassan ; Marcus, Alan J ; Bazrafshan, Ebrahim . In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301502.

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2022The effect of issuance documentation disclosure and readability on liquidity: Evidence from green bonds. (2022). Sassi, Syrine ; Jarjir, Souad Lajili ; Lebelle, Martin. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000764.

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2022Cross-market informed trading in the CDS and option markets. (2022). Chen, Jane ; Park, Jason ; Hu, May ; Verhoevenc, Peter. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000442.

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2023The behavior and determinants of illiquidity in the non-fungible tokens (NFTs) market. (2023). Yildiz, Serhat ; Wilkoff, Sean. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000849.

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2021Flight to quality – Gold mining shares versus gold bullion. (2021). Schweikert, Karsten ; Prange, Philipp ; Baur, Dirk G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000159.

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2021Asset pricing in the Middle East’s equity markets. (2021). Waqas, Muhammad ; Li, Jing ; Hearn, Bruce ; Mykhayliv, Dariya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000561.

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2021Determinants and performance of outsourcing in the european mutual fund market. (2021). Dieu, Linh Tran ; Gajewski, Jean-Franois. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000652.

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2022EPU spillovers and stock return predictability: A cross-country study. (2022). Xue, Wenjun ; He, Zhongzhi ; Gong, Yuting. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000452.

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2022The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory. (2022). Będowska-Sójka, Barbara ; Just, Magorzata ; Echaust, Krzysztof ; Bdowska-Sojka, Barbara. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000488.

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2022Impact of Coronavirus on liquidity in financial markets. (2022). Haar, Lawrence ; Gregoriou, Andros ; Gofran, Ruhana Zareen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s104244312200049x.

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2021Shareholder monitoring and discretionary disclosure. (2021). Schoenfeld, Jordan ; Nagar, Venky. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:72:y:2021:i:1:s0165410121000379.

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2021The time-frequency analysis of conventional and unconventional monetary policy: Evidence from Japan. (2021). Meng, Xiangcai ; Huang, Chia-Hsing. In: Japan and the World Economy. RePEc:eee:japwor:v:59:y:2021:i:c:s0922142521000360.

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2021Country governance and international equity returns. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s037842662030248x.

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2021Liquidity and the cross-section of international stock returns. (2021). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000819.

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2022Mutual fund tax implications when investment advisors manage tax-exempt separate accounts. (2022). Liu, Yanguang ; Hill-Kleespie, Austin ; Beggs, William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s037842662100265x.

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2022Sovereign issuers, incentives and liquidity: The case of the Danish sovereign bond market. (2022). Subrahmanyam, Marti G ; Staghoj, Jonas ; Ochs, Christian ; Eisl, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s037842662200084x.

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2022Measuring commodity market quality. (2022). Prokopczuk, Marcel ; Lauter, Tobias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002382.

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2023Enhanced momentum strategies. (2023). Windmuller, Steffen ; Hanauer, Matthias X. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002928.

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2023So Sue Me! The cross section of stock returns related to patent infringement allegations. (2023). HSU, Po-Hsuan ; Latham, William ; Bereskin, Fred ; Wang, Huijun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s037842662200320x.

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2022Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market. (2022). Yang, Lu ; Luo, Sijia ; Ho, Kung-Cheng. In: Journal of Business Research. RePEc:eee:jbrese:v:140:y:2022:i:c:p:638-656.

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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.
[Full Text][Citation analysis]		article4
1982 The Pricing of Tax-Exempt Bonds and the Miller Hypothesis. In: Journal of Finance.
[Full Text][Citation analysis]		article34
1982 Municipal Bond Pricing and the New York City Fiscal Crisis. In: Journal of Finance.
[Full Text][Citation analysis]		article17
1986 On the Number of Factors in the Arbitrage Pricing Model. In: Journal of Finance.
[Full Text][Citation analysis]		article41
1990 Sequential Tests of the Arbitrage Pricing Theory: A Comparison of Principal Components and Maximum Likelihood Factors. In: Journal of Finance.
[Full Text][Citation analysis]		article17
2019Do Portfolio Manager Contracts Contract Portfolio Management? In: Journal of Finance.
[Full Text][Citation analysis]		article5
1992ALL?EQUITY FIRMS AND THE BALANCING THEORY OF CAPITAL STRUCTURE In: Journal of Financial Research.
[Full Text][Citation analysis]		article11
2006MOMENTUM: DOES THE DATABASE MAKE A DIFFERENCE? In: Journal of Financial Research.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article7
2000The Value Added from Investment Managers: An Examination of Funds of REITs In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article31
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: 31		paper
2017The Performance of Short-Term Institutional Trades In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article10
2013Asset management and investment banking In: Journal of Financial Economics.
[Full Text][Citation analysis]		article12
1999Managerial performance and the cross-sectional pricing of closed-end funds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article27
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: 27		paper
2009Do liquidity measures measure liquidity? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article533
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.
[Full Text][Citation analysis]		article0
2015Pricing under noisy signaling In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article2
2017What Are the Best Liquidity Proxies for Global Research? In: Review of Finance.
[Full Text][Citation analysis]		article149
1999A New Estimate of Transaction Costs. In: Review of Financial Studies.
[Citation analysis]		article485
2018Cross-Subsidization in Institutional Asset Management Firms In: Review of Financial Studies.
[Full Text][Citation analysis]		article3
2004Financial Disclosure and Bond Insurance In: Journal of Law and Economics.
[Full Text][Citation analysis]		article12
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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