Charles A. Trzcinka : Citation Profile


Are you Charles A. Trzcinka?

Indiana University

10

H index

10

i10 index

1142

Citations

RESEARCH PRODUCTION:

22

Articles

3

Papers

RESEARCH ACTIVITY:

   40 years (1979 - 2019). See details.
   Cites by year: 28
   Journals where Charles A. Trzcinka has often published
   Relations with other researchers
   Recent citing documents: 152.    Total self citations: 2 (0.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr187
   Updated: 2021-10-16    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 (16)

Marshall, Ben (13)

Le Fol, Gaelle (12)

Bekaert, Geert (12)

Lim, Kian-Ping (11)

faff, robert (11)

Visaltanachoti, Nuttawat (9)

Ruenzi, Stefan (9)

darolles, serge (8)

Goh, Kim-Leng (8)

Olbrys, Joanna (7)

Cites to:

Tesfatsion, Leigh (5)

Amihud, Yakov (5)

Fama, Eugene (5)

Lee, Charles (4)

Roll, Richard (4)

Pontiff, Jeffrey (3)

Stoll, Hans (2)

Ready, Mark (2)

Karolyi, G. (2)

Karnaukh, Nina (2)

Trzcinka, Charles (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 (2021 and 2020)


YearTitle of citing document
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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2020Dual State-Space Model of Market Liquidity: The Chinese Experience 2009-2010. (2020). Lerner, P B. In: Papers. RePEc:arx:papers:2004.06200.

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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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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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2020Mutual funds performance: the role of distribution networks and bank affiliation. (2020). Marinelli, Giuseppe ; Hamaui, Andrea ; Cardillo, Andrea ; Albareto, Giorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1272_20.

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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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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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2020UNDERSTANDING THE MACROECONOMIC IMPACT OF ILLIQUIDITY SHOCKS IN THE UNITED STATES. (2020). Chou, Yu-Hsi ; Yen, Chiayi. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1245-1278.

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2020Commonality in liquidity and multilateral trading facilities. (2020). Mekhaimer, Mohamed ; Jain, Pankaj K ; Mortal, Sandra. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:481-502.

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2020The Effect of Credit Ratings on Disclosure: Evidence from the Recalibration of Moodys Municipal Ratings. (2020). Zhou, Frank S ; Samuels, Delphine ; Gillette, Jacquelyn R. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:3:p:693-739.

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2020Risk and Returns of Income Producing Properties: Core versus Noncore. (2020). Thibodeau, Thomas G ; Peng, Liang ; Gang, Jianhua. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:476-503.

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2020Inferring trade directions in fast markets. (2020). Jurkatis, Simon . In: Bank of England working papers. RePEc:boe:boeewp:0896.

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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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2020Cyber-Attacks and Cryptocurrencies. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8124.

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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). Wang, Jinai ; Schmidt, Adam ; Chen, Zhongdong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551.

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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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2020Do shareholders benefit from green bonds?. (2020). Zhang, Yupu ; Tang, Dragon Yongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:61:y:2020:i:c:s0929119918301664.

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2020Trade credit and stock liquidity. (2020). Shang, Chenguang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300304.

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2020On short-term institutional trading skill, behavioral biases, and liquidity need. (2020). Ray, Rina ; Chakravarty, Sugato. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301930.

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2020State ownership and stock liquidity: Evidence from privatization. (2020). El Ghoul, Sadok ; Nash, Robert ; Guedhami, Omrane ; Chen, Ruiyuan ; Boubakri, Narjess. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302078.

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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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2020Cross market predictions for commodity prices. (2020). Zhang, Yongmin ; Ding, Shusheng. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:455-462.

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2020Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300668.

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2020Compensation for illiquidity in China: Evidence from an alternative measure. (2020). Wang, Guanying ; Zhang, Yiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s106294082030084x.

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2020Anomalies in emerging markets: The case of Mexico. (2020). Vasquez, Aurelio ; Herrerias, Renata ; Diaz-Ruiz, Polux. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300851.

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2020What drives the liquidity premium in the Chinese stock market?. (2020). Zhang, Zhaoyong ; Ho, Kin-Yip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302918.

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2020Does algorithmic trading harm liquidity? Evidence from Brazil. (2020). Perlin, Marcelo Scherer ; Ramos, Henrique Pinto. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301406.

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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). Jackson, Dave ; Jory, Surendranath ; Sakaki, Hamid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000693.

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2020The determinants of sovereign bond liquidity during WWI. (2020). Jopp, Tobias A. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303372.

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

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2020Is there an illiquidity premium in frontier markets?. (2020). Umar, Zaghum ; Zaremba, Adam ; Stereczak, Szymon. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119302481.

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2020What is the best proxy for liquidity in the presence of extreme illiquidity?. (2020). Będowska-Sójka, Barbara ; Echaust, Krzysztof ; Bdowska-Sojka, Barbara. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119302080.

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2020More shareholders, higher liquidity? Evidence from an emerging stock market. (2020). Goh, Kim-Leng ; Lim, Kian-Ping ; Chia, Yee-Ee. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118305016.

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2020Stock market illiquidity, bargaining power and the cost of borrowing. (2020). Muckley, Cal ; Gong, DI ; Chen, Jiayuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:181-206.

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2020Do foreign investors insulate firms from local shocks? Evidence from the response of investable firms to monetary policy. (2020). Kelly, Patrick ; Hunter, Delroy M ; Francis, Bill B. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:386-411.

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2020Dissecting the idiosyncratic volatility anomaly. (2020). Yao, Tong ; Xu, Danielle D ; Jiang, George J ; Chen, Linda H. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:193-209.

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2020Do environmentally sustainable practices lead to financially less constrained firms? International evidence. (2020). Banerjee, Rajabrata ; Mudalige, Priyantha ; Gupta, Kartick. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305015.

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2020Does proprietary day trading provide liquidity at a cost to investors?. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919304764.

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2020Liquidity, implied volatility and tail risk: A comparison of liquidity measures. (2020). Righi, Marcelo Brutti ; Ramos, Henrique Pinto. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301071.

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2020Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic. (2020). Tayal, Jitendra ; Bergsma, Kelley. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301551.

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2020Stock liquidity and dividend policy: Evidence from an imputation tax environment. (2020). Nguyen, Truong-Giang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302039.

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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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2020When does the market feel it? Magnitude, speed and persistence of market reactions to cross-listings. (2020). Muller, Aline ; Mouchette, Xavier ; Biell, Lis . In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318305518.

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2020Macroeconomic uncertainty, information competition, and liquidity. (2020). Chiu, Yen-Chen . In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319303629.

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2020Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach. (2020). Echaust, Krzysztof ; Just, Magorzata. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320315890.

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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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2020In law we trust: Lawyer CEOs and stock liquidity. (2020). Pham, Mia Hang. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300173.

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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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2020VPIN, liquidity, and return volatility in the U.S. equity markets. (2020). van Ness, Robert ; Yildiz, Serhat. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318302679.

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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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2020Liquidity connectedness and output synchronisation. (2020). Inekwe, John. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925.

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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 ; Mykhayliv, Dariya ; Hearn, Bruce. 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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2020Disclosure processing costs, investors’ information choice, and equity market outcomes: A review. (2020). Marinovic, Ivan ; Dehaan, ED ; Blankespoor, Elizabeth. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:2:s016541012030046x.

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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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2020Stock extreme illiquidity and the cost of capital. (2020). Samet, Anis ; Saad, Mohsen ; Belkhir, Mohamed. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618300128.

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2020Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity. (2020). Poshakwale, Sunil ; Agarwal, Vineet ; Aghanya, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619303036.

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2020Can mutual funds profit from post earnings announcement drift? The role of competition. (2020). Yu, Tong ; Yao, Tong ; Chen, Xuanjuan ; Ali, Ashiq. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s037842662030042x.

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2020Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications. (2020). Ruenzi, Stefan ; Weigert, Florian ; Ungeheuer, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300765.

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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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2020Herding in the Singapore stock Exchange. (2020). Ramlakhan, Prakash ; Bhatnagar, Chandra Shekhar ; Arjoon, Vaalmikki. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519300712.

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2020Trading and arbitrage in cryptocurrency markets. (2020). Makarov, Igor ; Schoar, Antoinette. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:293-319.

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2020Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program. (2020). Chung, Kee H ; Rosch, Dominik ; Lee, Albert J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:879-899.

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2020What you see is not what you get: The costs of trading market anomalies. (2020). Weller, Brian M ; Patton, Andrew J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:515-549.

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2021Measuring institutional trading costs and the implications for finance research: The case of tick size reductions. (2021). Liu, Tingting ; Irvine, Paul J ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:832-851.

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2021What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market. (2021). Puzzello, Daniela ; Lugovskyy, Volodymyr ; Holden, Craig W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:270-291.

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2021The high volume return premium and economic fundamentals. (2021). Wang, Zijun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:325-345.

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2021Why are firms with more managerial ownership worth less?. (2021). Taillard, Jerome P ; Stulz, Rene M ; Fahlenbrach, Rudiger ; Fabisik, Kornelia. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:3:p:699-725.

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2020Minimum cost network design in strategic alliances. (2020). Speranza, Maria Grazia ; Laporte, Gilbert ; Jabali, Ola ; Archetti, Claudia ; Arslan, Okan. In: Omega. RePEc:eee:jomega:v:96:y:2020:i:c:s0305048318310351.

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2021Reversal returns and expected returns from liquidity provision: Evidence from emerging markets. (2021). Sadaqat, Mohsin ; Hogholm, Kenneth ; Butt, Hilal Anwar. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:59:y:2021:i:c:s1042444x20300530.

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2021Measuring liquidity risk effects on carry trades across currencies and regimes. (2021). Blenman, Lloyd P ; Abankwa, Samuel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000074.

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2021Revisiting momentum profits in emerging markets. (2021). Sadaqat, Mohsin ; Kolari, James W ; Butt, Hilal Anwar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306983.

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2021Turnover premia in Chinas stock markets. (2021). Yeh, Chung-Ying ; Chen, Wei ; Zhang, Bing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306995.

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2021Noise as a liquidity measure: Evidence from the JGB market. (2021). Hattori, Takahiro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000226.

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2021Does the turnover effect matter in emerging markets? Evidence from China. (2021). Wu, Zhen-Xing ; Chao, Ching-Hsiang ; Chen, Tsung-Yu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000585.

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2021Information content of liquidity and volatility measures. (2021). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara ; Kliber, Agata. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307627.

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2020Dynamic transmissions between main stock markets and SME stock markets: Evidence from tropical economies. (2020). Chaiechi, Taha ; Nguyen, Trang ; Low, David ; Eagle, Lynne. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:308-324.

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2020Debt externality in equity markets: Leveraged portfolios and Islamic indices. (2020). Azmat, Saad ; Khan, Salman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:152-177.

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2020Stock market liquidity, funding liquidity, financial crises and quantitative easing. (2020). Parikh, Bhavik ; Mishra, Ajay Kumar ; Spahr, Ronald W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:456-478.

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2020Measuring the effectiveness of volatility auctions. (2020). Agudelo, Diego A ; Castro, Carlos ; Preciado, Sergio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:566-581.

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2021The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks. (2021). Racicot, François-Éric ; Gregoriou, Greg N ; Theoret, Raymond. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:289-318.

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2020Mutual fund liquidity timing ability in the higher moment framework. (2020). Wattanatorn, Woraphon ; Nathaphan, Sarayut ; Chunhachinda, Pornchai ; Padungsaksawasdi, Chaiyuth. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311012.

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2020Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

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2020Liquidity risk and stock performance during the financial crisis. (2020). Dang, Tung ; Hue, Thi Minh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919302831.

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2020Do aggressive orders affect liquidity? An evidence from an emerging market. (2020). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920303780.

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2020Trading and arbitrage in cryptocurrency markets. (2019). , Antoinetteschoar ; Schoar, Antoinette ; Makarov, Igor. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100409.

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2020Impact of proportional transaction costs on systematically generated portfolios. (2020). Xie, Kangjianan ; Ruf, Johannes. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:104696.

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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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article29
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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article38
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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article14
2019Do Portfolio Manager Contracts Contract Portfolio Management? In: Journal of Finance.
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article1
1992ALL?EQUITY FIRMS AND THE BALANCING THEORY OF CAPITAL STRUCTURE In: Journal of Financial Research.
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article9
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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article28
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: 28
paper
2017The Performance of Short-Term Institutional Trades In: Journal of Financial and Quantitative Analysis.
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article7
2013Asset management and investment banking In: Journal of Financial Economics.
[Full Text][Citation analysis]
article9
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]
article435
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.
[Full Text][Citation analysis]
article1
2017What Are the Best Liquidity Proxies for Global Research? In: Review of Finance.
[Full Text][Citation analysis]
article91
1999A New Estimate of Transaction Costs. In: Review of Financial Studies.
[Citation analysis]
article417
2018Cross-Subsidization in Institutional Asset Management Firms In: Review of Financial Studies.
[Full Text][Citation analysis]
article1
2004Financial Disclosure and Bond Insurance In: Journal of Law and Economics.
[Full Text][Citation analysis]
article10
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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