Charles A. Trzcinka : Citation Profile

Are you Charles A. Trzcinka?

Indiana University

11

H index

13

i10 index

1460

Citations

RESEARCH PRODUCTION:

22

Articles

3

Papers

RESEARCH ACTIVITY:

   40 years (1979 - 2019). See details.
   Cites by year: 36
   Journals where Charles A. Trzcinka has often published
   Relations with other researchers
   Recent citing documents: 137.    Total self citations: 2 (0.14 %)

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   Permalink: http://citec.repec.org/ptr187
   Updated: 2023-11-04    RAS profile: 2023-07-09    
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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)

Lim, Kian-Ping (12)

Bekaert, Geert (12)

Visaltanachoti, Nuttawat (11)

LINTON, OLIVER (11)

Sojli, Elvira (9)

Ruenzi, Stefan (9)

Olbrys, Joanna (8)

Cites to:

Tesfatsion, Leigh (6)

Amihud, Yakov (6)

Fama, Eugene (5)

Lee, Charles (5)

Roll, Richard (5)

Lundblad, Christian (4)

Bekaert, Geert (4)

Harvey, Campbell (4)

Thaler, Richard (3)

Pontiff, Jeffrey (3)

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
Journal of Financial Research2
Review of Financial Studies2
Review of Quantitative Finance and Accounting2

Recent works citing Charles A. Trzcinka (2023 and 2022)

YearTitle of citing document
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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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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2023Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807.

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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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2022Why do bank?affiliated mutual funds perform better in China?. (2022). Wu, Wenfeng ; Lv, Dayong ; Zhang, Haoyue. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:5:p:4755-4782.

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2023How is illiquidity priced in the Chinese stock market?. (2023). Shen, Zhiqi ; Jiang, Fuwei ; Wu, Kai ; Liu, Jun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1285-1320.

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2023Impact of government policy responses of COVID?19 pandemic on stock market liquidity for Australian companies. (2023). Zgheib, Bernard ; Kassamany, Talie. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:1:p:24-46.

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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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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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2022Credit rating agencies, information asymmetry and US bond liquidity. (2022). Salvade, Federica ; Raimbourg, Philippe ; Lovo, Stefano. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:9-10:p:1863-1896.

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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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2022How does air pollution affect corporate information environment?. (2022). Xiao, HE. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:4:p:987-1016.

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2023Trading and liquidity in the catastrophe bond market. (2023). Hibbeln, Martin ; Herrmann, Markus. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:283-328.

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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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2022Stock Liquidity and Firm-Level Political Risk. (2022). Das, Kuntal ; Yaghoubi, Mona. In: Working Papers in Economics. RePEc:cbt:econwp:22/18.

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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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2023Stock liquidity and societal trust. (2023). Zadeh, Mohammad Hendijani. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000612.

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2023Leadership in a pandemic: Do more able managers keep firms out of trouble?. (2023). Truong, Cameron ; Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001034.

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2023Stock 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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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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2023Does FinTech reduce corporate excess leverage? Evidence from China. (2023). Zhang, Xinhe ; Guo, Chong ; Yue, Shujing ; Lai, Xiaobing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:281-299.

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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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2023Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44.

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2023Information criteria for latent factor models: A study on factor pervasiveness and adaptivity. (2023). Tang, Cheng Yong ; Chen, YU ; Guo, Xiao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:237-250.

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2023Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274.

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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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2023Overlapping momentum portfolios. (2023). Remesal, Alvaro ; de Jesus, Miguel ; Blanco, Ivan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:1-22.

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2023Allocation of attention and the delayed reaction of stock returns to liquidity shock: Global evidence. (2023). Wang, Shu-Feng ; Lee, Kuan-Hui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:421-444.

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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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2023A tale of idiosyncratic volatility and illiquidity shocks: Their correlation and effects on stock returns. (2023). Huang, Zhaodan ; Han, Yufeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000339.

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2023Liquidity Dry-ups in equity markets. (2023). Wang, Xiaoqiong ; Li, Chengcheng ; Kim, Donghyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000522.

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2023Market-wide illiquidity and the distribution of non-parametric stochastic discount factors. (2023). Rubio, Gonzalo ; Pascual, Roberto ; Nieto, Belen ; Abad, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001667.

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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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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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2023Stock illiquidity and option returns. (2023). Uhrig-Homburg, Marliese ; Korn, Olaf ; Kanne, Stefan. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000556.

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2023Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup. (2023). Drummond, Philip A. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000581.

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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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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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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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2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

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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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2023International factor models. (2023). Preissler, Fabian ; Muller, Sebastian ; Jacobs, Heiko ; Huber, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000444.

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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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2022Incentive schemes, framing, and market behaviour: Evidence from an asset-market experiment. (2022). Feltovich, Nick ; Zhang, Kun ; Cui, Xuegang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:301-324.

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2023Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis. (2023). Shust, Efrat ; Abudy, Menachem. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000613.

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2022Is there a home field advantage in global markets?. (2022). Karolyi, Andrew G ; Jiao, Wei ; Jagannathan, Murali. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:742-770.

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2022Size-adapted bond liquidity measures and their asset pricing implications. (2022). Schuster, Philipp ; Reichenbacher, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:425-443.

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2022More informative disclosures, less informative prices? Portfolio and price formation around quarter-ends. (2022). Verma, Aadhaar ; Kaplan, Zachary ; Gormley, Todd A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:665-688.

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2022Salience theory and the cross-section of stock returns: International and further evidence. (2022). Zaremba, Adam ; Cakici, Nusret. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:689-725.

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2023What are the events that shake our world? Measuring and hedging global COVOL. (2023). Campos-Martins, Susana ; Engle, Robert F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:221-242.

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2022The Costs and Benefits of Performance Fees in Mutual Funds. (2022). Sigurdsson, Kari ; Servaes, Henri. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:50:y:2022:i:c:s1042957322000122.

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2022Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty. (2022). Agudelo, Diego A ; Munera, Daimer J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001267.

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2022Systemic spillover dynamics of crude oil with Indian Financial indicators in post WPI revision and COVID era. (2022). Singh, Vipul Kumar ; Kumar, Pawan. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002215.

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2022Stock exchange governance and stock liquidity: International evidence. (2022). Boussetta, Selma. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:66:y:2022:i:c:s1042444x22000305.

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2022The crowding out effect of central versus local government debt: Evidence from China. (2022). Huang, Xiaowei ; Brookins, Oscar T ; Zhang, Man. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000026.

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2022Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000671.

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2022Chinas illiquidity premium: Due to risk-taking or mispricing?. (2022). Yin, Libo ; Lyu, Tongtong ; Su, Zhi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001561.

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2022Can ESG certification help company get out of over-indebtedness? Evidence from China. (2022). Zhang, Fan ; Lai, Xiaobing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001731.

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2023ETF ownership and informational efficiency of underlying stocks: Evidence from China. (2023). Zhu, Feifei ; Wu, Weili. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000719.

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2023Stock market liquidity and bank stability. (2023). Samarasinghe, Ama. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x2300094x.

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2023Do M&A funds create value in Chinese listed firms?. (2023). Ma, Lina ; Guo, Feng ; Huang, Ying Sophie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001014.

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2022The sum of all SCARES COVID-19 sentiment and asset return. (2022). Hasan, Md Tanvir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:332-346.

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2022Do real estate mutual fund managers create value?. (2022). Stetsyuk, Ivan ; Rytchkov, Oleg ; Elyasiani, Elyas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:396-406.

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2022Do emerging stock markets offer an illiquidity premium for local or global investors?. (2022). Suleman, Muhammad Tahir ; Sadaqat, Mohsin ; Demirer, Riza ; Butt, Hilal Anwar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:502-515.

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2022The dynamics and determinants of liquidity connectedness across financial asset markets. (2022). Goh, Kim-Leng ; Lim, Kian-Ping ; Liew, Ping-Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:341-358.

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2022Liquidity dimensions in the U.S. corporate bond market. (2022). Escribano, Ana ; Diaz, Antonio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:1163-1179.

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2022Portfolio optimization under multivariate affine generalized hyperbolic distributions. (2022). Tan, Ken Seng ; Li, Bin ; Liu, Kai ; Wang, Chou-Wen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:49-66.

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2023News tone, investor sentiment, and liquidity premium. (2023). Zhou, Ming ; Wu, Kai ; Liu, Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:167-181.

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2023Who benefits more? Shanghai-Hong Kong stock Connect—“Through Train”. (2023). Ohk, Ki Yool ; Wu, Ming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:409-427.

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2022Dividend policy and stock liquidity: Lessons from Central and Eastern Europe. (2022). Kubiak, Jarosaw ; Stereczak, Szymon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001155.

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2023Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x.

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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]		article44
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]		article33
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: 33		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]		article15
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]		article550
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]		article3
2017What Are the Best Liquidity Proxies for Global Research? In: Review of Finance.
[Full Text][Citation analysis]		article171
1999A New Estimate of Transaction Costs. In: Review of Financial Studies.
[Citation analysis]		article493
2018Cross-Subsidization in Institutional Asset Management Firms In: Review of Financial Studies.
[Full Text][Citation analysis]		article4
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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