Charles A. Trzcinka : Citation Profile

Indiana University

12

H index

14

i10 index

1694

Citations

RESEARCH PRODUCTION:

25

Articles

4

Papers

RESEARCH ACTIVITY:

   44 years (1979 - 2023). See details.
   Cites by year: 38
   Journals where Charles A. Trzcinka has often published
   Relations with other researchers
   Recent citing documents: 79.    Total self citations: 3 (0.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr187
   Updated: 2026-05-02    RAS profile: 2026-02-15    
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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 (16)

Lim, Kian-Ping (13)

Le Fol, Gaelle (12)

Bekaert, Geert (12)

LINTON, OLIVER (12)

Marshall, Ben (11)

Visaltanachoti, Nuttawat (11)

Ruenzi, Stefan (9)

Goh, Kim-Leng (9)

Skjeltorp, Johannes (9)

Cites to:

Amihud, Yakov (6)

Tesfatsion, Leigh (6)

Roll, Richard (5)

Lee, Charles (5)

Fama, Eugene (5)

Harvey, Campbell (4)

Bekaert, Geert (4)

Lundblad, Christian (4)

Thaler, Richard (3)

welch, ivo (3)

Pontiff, Jeffrey (3)

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

Recent works citing Charles A. Trzcinka (2026 and 2025)

YearTitle of citing document
2025Estimation of bid-ask spreads in the presence of serial dependence. (2025). Brouty, Xavier ; Garcin, Matthieu ; Roccaro, Hugo. In: Papers. RePEc:arx:papers:2407.17401.

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2025Liquidity Jump, Liquidity Diffusion, and Crypto Wash Trading. (2025). Zhou, Zhong-Guo ; Deng, QI. In: Papers. RePEc:arx:papers:2411.05803.

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2025Liquidity-adjusted Return and Volatility, and Autoregressive Models. (2025). Deng, QI ; Zhou, Zhong-Guo. In: Papers. RePEc:arx:papers:2503.08693.

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2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2025FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management. (2025). Zhang, Jian'An. In: Papers. RePEc:arx:papers:2510.02986.

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2026Utility-Weighted Forecasting and Calibration for Risk-Adjusted Decisions under Trading Frictions. (2026). Wright, Craig S. In: Papers. RePEc:arx:papers:2601.07852.

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2026Survivorship Bias in Emerging Market Small-Cap Indices: Evidence from Indias NIFTY Smallcap 250. (2026). Ranse, Harjot Singh. In: Papers. RePEc:arx:papers:2603.19380.

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2025Does high audit quality mitigate a client firms reliance on trade credit financing?. (2025). Zadeh, Mohammad Hendijani. In: Advances in accounting. RePEc:eee:advacc:v:68:y:2025:i:c:s0882611025000069.

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2024Investor horizon, experience, and the disposition effect. (2024). Neupane, Suman ; Fan, Zhebin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001187.

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2025Tossed by the tides of emotion: The impact of online media sentiment on stock returns. (2025). Liang, Xiaojun ; Tan, NA ; Chang, Liang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000267.

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2025Upholding integrity: The influence of executives’ backgrounds on corporate information environment. (2025). Vu, Ngan Hoang ; Nguyen, Hung T ; Dang, Ha V ; Pham, Mia Hang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000310.

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2025The effect of stock market manipulation on investor behavioral bias. (2025). Chen, Zhenshan ; Zhang, Jingru ; Liu, Jie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000711.

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2025Clawback adoptions and institutional investment decisions. (2025). Samuel, Kwok Tong ; Yu, Simon ; Raman, K K ; Shen, Jianfu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000112.

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2025Dark Trading and Stock-based CEO Pay. (2025). Rzayev, Khaladdin ; Savaser, Tanseli ; Sisli-Ciamarra, Elif. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001166.

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2025Does the self-holding behavior of fund managers foster fund sustainable investment?. (2025). Lian, Yuanqiang ; Wang, HU ; Shen, Hong. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002378.

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2025Going Green: Effect of green bond issuance on corporate debt financing costs. (2025). Lv, Dayong ; Li, Chengyu ; Ruan, Qingsong ; Wei, Xiaokun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002249.

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2025Does economic policy uncertainty matter to corporate default probability? findings from theoretic analyses and China’s listed firms. (2025). Deng, Guoying ; Liu, Junrong ; Ma, Shibo ; Yan, Jingzhou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002389.

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2025The role of ESG factor in stock clustering based on risk-return-liquidity dimensions. (2025). Horváth, Matúš ; Staek, Daniel ; Horvth, Mat ; Gynyr, Lucie Stank ; Stacho, Martin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002754.

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2025Institutional opening of capital market and stock price Bubble: Evidence from China. (2025). Ping, Xuerui ; Zhang, Shaojun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001299.

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2025Model complexity and the performance of global versus regional models. (2025). Kalsbach, Tobias ; Chen, Minghui ; Hanauer, Matthias X. In: Economics Letters. RePEc:eee:ecolet:v:257:y:2025:i:c:s0165176525004781.

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2025Tensor time series imputation through tensor factor modelling. (2025). Lam, Clifford ; Cen, Zetai. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000284.

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2025Testing liquidity: A statistical theory based on asset staleness. (2025). Trapin, Luca ; Pollastri, Alessandro ; Pirino, Davide. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:23-40.

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2025Predictive distributions and the market return: The role of market illiquidity. (2025). Ellington, Michael ; Kalli, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:309-322.

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2025Share pledging and stock price synchronicity: Evidence from China. (2025). Xu, Jian ; Wei, Siqi ; Jin, Yanbo. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s156601412500007x.

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2025On the performance of volatility-managed equity factors — International and further evidence. (2025). Schwarz, Patrick. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s092753982400094x.

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2025Investing in the batteries and vehicles of the future: A view through the stock market. (2025). Plante, Michael. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000398.

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2025The digitalisation of the real estate market: New evidence from the most prominent crypto hacker attacks. (2025). Manahov, Viktor ; Li, Mingnan. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002534.

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2025In government-supported academic institutions we trust: Enterprise postdoctoral programmes and stock liquidity. (2025). Ling, Chuanqi ; Yang, Jinyu ; Dong, Dayong ; Cao, Jiawei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s105752192500376x.

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2025Local government debt and corporate stock liquidity: Evidence from China. (2025). Wang, Zhili ; Huang, Kun ; Pan, Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004053.

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2025Reassessing the Illiquidity-Return Relationship: Evidence from Germany, the UK, and the U.S.. (2025). Walther, Thomas ; Paul, Thomas ; Aryoubi, Abdullah. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005563.

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2024From dawn to dusk: The relationship between CEO career horizon and ESG engagement. (2024). Velasco, Pilar ; de la Fuente, Gabriel ; Cabreros, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001327.

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2025Do financial markets value corporate culture?. (2025). Nguyen, Harvey ; Tran, Thanh ; Pham, Mia Hang. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924007555.

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2025The influence of market liquidity on the efficiency of Chinas pilot carbon markets. (2025). Hueng, C. ; Wu, Sitong ; Wang, Qian ; Huang, Peng. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015897.

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2025(In)Frequently traded corporate bonds and pricing implications of liquidity dry-ups. (2025). Ivashchenko, Alexey. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500145x.

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2025Digital trade rules and division of labour in global value chains. (2025). Xiao, Yongping ; Luo, Xiaoke. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325014199.

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2025Liquidity commonality in cryptocurrencies. (2025). Li, Youwei ; Han, Xing ; Bao, Xiaohan ; Liu, Wenqiong. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325014424.

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2025On the efficiency contributions of analyst recommendations to financial markets. (2025). Lee, Suzanne S ; Choi, Youngmin. In: Journal of Financial Markets. RePEc:eee:finmar:v:75:y:2025:i:c:s1386418125000254.

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2025Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542.

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2025CEO casting call: Investor attention to corporate leadership appointments. (2025). Winiewski, Tomasz ; Ferris, Stephen P ; Byrka-Kita, Katarzyna ; Pre-Perepeczo, Agnieszka ; Czerwiski, Mateusz. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000109.

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2025Comovement and S&P 500 membership. (2025). Decoste, Joseph. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000377.

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2025The power of attention: examining the roles of institutional investor and macroeconomic news attention in shaping share liquidity. (2025). Garcia, John. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000870.

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2025ESG incidents and corporate green bond market reaction. (2025). Cotugno, Matteo ; Fiorillo, Paolo ; Severini, Sabrina ; Monferr, Stefano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s104244312500068x.

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2026Climate change news risk and advertising spending. (2026). Olaboopo, Olakunle ; Boamah, Evans O. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:106:y:2026:i:c:s1042443125001350.

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2025International information flow and market quality. (2025). Zhang, Jiang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000408.

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2025The impact of bank financing on municipalities’ bond issuance and the real economy. (2025). Dagostino, Ramona. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000303.

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2025When do short sellers trade? Evidence from intraday data and implications for informed trading models. (2025). Hu, Danqi ; Jones, Charles M ; Zhang, Xiaoyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001564.

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2025Price contagion and risk spillover in the global commodities market: COVID-19 pandemic vs. global financial crisis. (2025). Kamal, Md Mostafa ; Roca, Eduardo ; Lin, Chen ; Reza, Rajibur. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000959.

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2025COVID-19 and investors trading behavior: Evidence from the New Zealand equity market. (2025). Onishchenko, Olena ; Finta, Marinela Adriana ; Wilkinson, Finn West. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x2400386x.

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2025The impact of government open data platform construction on corporate capital market performance: Evidence from stock liquidity. (2025). Sok, Sinmyong ; Zhang, Lin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000046.

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2025High-frequency liquidity in the Chinese stock market: Measurements, patterns, and determinants. (2025). Zhang, Ruixun ; Dai, Yuehao ; Zhao, Chaoyi ; Wu, Lan ; Chen, Ermo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000186.

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2025What is the best composite liquidity proxy for explaining stock returns? Evidence from the Chinese stock market. (2025). , Keith ; Qin, Zhenjiang ; Dong, Liang ; Yu, BO. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x2500023x.

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2025SDR adjustment and FX liquidity. (2025). Yang, Jimmy J ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000484.

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2025The liquidity effect of media coverage: International evidence11We would like to thank the members of the UE-UD Teaching and Research Team in Corporate Finance and Asset pricing (TRT-CFAP) for their helpful comments. We thank Bohui Zhang for sharing some of the data. Part of this research was conducted while Tung Lam Dang was a visiting scholar at the Kelley School of Business, Indiana University. This research is funded by Vietnam National Foundation for Science and Technology Development (NAFOSTED) under grant number 502.02–2020.313.. (2025). Dang, Tung Lam ; Hanh, Thi Hong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25001891.

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2025The influence of stock market liberalization on labor investment decisions: Evidence from China. (2025). Pan, Xiaofei ; Ma, Shiguang ; Li, Hanying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25001969.

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2025Ownership acceleration and the volume volatility-return link: Evidence from China. (2025). Zhou, Yuegang ; Lei, Xiaoyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002434.

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2025Internationalization: The impact of commodity futures market expansion on market quality. (2025). Rajvanshi, Vivek ; Sahoo, Gouri Sankar ; Bansal, Avijit. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:94:y:2025:i:c:s0927538x25002719.

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2025Unlocking the true price impact: Intraday liquidity and expected return in China’s stock market. (2025). Shi, Yongdong ; Zhang, Tong ; Cheng, Hang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:94:y:2025:i:c:s0927538x25002768.

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2025How does stock liquidity affect corporate cash holdings in Japan?: A pre-registered study. (2025). Yasuda, Yukihiro ; Fujitani, Ryosuke ; Iwata, Kiyonori. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:94:y:2025:i:c:s0927538x25003063.

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2025Corporate social responsibility and stock liquidity across the globe. (2025). Dang, Tung ; Ha, Van. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003454.

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2025Why do investors trade more following high returns?. (2025). Susmel, Rauli ; Lee, Hsiu-Chuan ; Chuang, Wen-I, . In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005866.

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2025Risk information disclosure effect on IPO pricing efficiency: Evidence from China. (2025). Gu, Xiang ; Liu, Hao ; He, Xiqiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006550.

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2024Performance ranking, regulatory penalty, and improper risk adjustment behavior of fund managers. (2024). Yang, Qin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:261-279.

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2025Stock illiquidity and economic policy uncertainty in Chinese security market. (2025). Xie, Linyin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002776.

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2025Tensor time series imputation through tensor factor modelling. (2025). Cen, Zetai ; Lam, Clifford. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127231.

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2024Investing in the Batteries and Vehicles of the Future: A View Through the Stock Market. (2024). Plante, Michael. In: Working Papers. RePEc:fip:feddwp:96951.

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2025Sentiment Matters for Cryptocurrencies: Evidence from Tweets. (2025). Lupu, Radu ; Donoiu, Paul Cristian. In: Data. RePEc:gam:jdataj:v:10:y:2025:i:4:p:50-:d:1626154.

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2025Liquidity Unveiled: Crafting an Index to Decode the Sovereign Bond Market Risk. (2025). Vinod, Vivek ; Anthony, Rintu ; Prasanna, Krishna. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:3:d:10.1007_s10690-024-09471-w.

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2025Political uncertainty and sovereign bond markets. (2025). Jankowitsch, Rainer ; Handler, Lukas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:39:y:2025:i:1:d:10.1007_s11408-024-00461-6.

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2024Economies of Scale in the Real Estate Mutual Fund Industry. (2024). Morillon, Thibaut G ; Chacon, Ryan G ; Kothari, Pratik. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:2:d:10.1007_s11146-022-09921-0.

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2025Investor clientele and intraday patterns in the cross section of stock returns. (2025). Mahmud, Syed ; Khan, Ali ; Haboub, Ahmad ; Chen, Jian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01319-8.

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2025Short sale disclosure rules: an information story. (2025). Fong, Margaret. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:3:d:10.1007_s11156-024-01375-0.

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2025The pricing of sustainability-linked bonds on the primary and secondary bond markets. (2025). Poggensee, Jannis. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:4:d:10.1057_s41260-024-00390-z.

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2026Green innovation and stock liquidity: empirical evidence from global energy firms. (2026). Nam, Vu ; Ha, Van ; Vu, Nam Hoang. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:10:y:2026:i:1:d:10.1007_s41685-025-00408-3.

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2025Funding liquidity and stocks’ market liquidity: structural estimation from high-frequency data. (2025). Aielli, Gian Piero ; Pirino, Davide. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:2:d:10.1007_s10203-025-00521-0.

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2025Can ESG reconcile the conflicting motives of cash holding? Evidence from China. (2025). Lai, Xiaobing ; Quan, Lei ; Zhang, Fan ; Guo, Chong. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02691-z.

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2024How nonlinear benchmark in delegation contract can affect asset price and price informativeness. (2024). Yang, Yanyan ; Sheng, Jiliang ; Wang, Xiaoting. In: Economic Theory. RePEc:spr:joecth:v:78:y:2024:i:4:d:10.1007_s00199-024-01573-w.

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2025No news is bad news: local news intensity and firms’ information environments. (2025). Rawson, Caleb ; Cating, Ryan ; Allee, Kristian D. In: Review of Accounting Studies. RePEc:spr:reaccs:v:30:y:2025:i:1:d:10.1007_s11142-023-09811-7.

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2025Is illiquidity priced in an international factor pricing model? A dynamic panel data application with robust IV. (2025). Racicot, Franoiseric ; Rentz, William F ; Thoret, Raymond. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:282-314.

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2025Margin buying activity and stock market trading in China: Is there a connection?. (2025). Wu, Shitong ; Hong, Hui ; Zhang, Cheng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1564-1582.

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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]		article35
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]		article48
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]		article10
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
2023Trading Halts and Price Informativeness In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
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.
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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.
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2017The Performance of Short-Term Institutional Trades In: Journal of Financial and Quantitative Analysis.
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2013Asset management and investment banking In: Journal of Financial Economics.
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1999Managerial performance and the cross-sectional pricing of closed-end funds In: Journal of Financial Economics.
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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.
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2009Do liquidity measures measure liquidity? In: Journal of Financial Economics.
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1997A New Measure of Transaction Costs In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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2020A Tangled Tale of Training and Talent: PhDs in Institutional Asset Management In: Management Science.
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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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2015Pricing under noisy signaling In: Review of Quantitative Finance and Accounting.
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2017What Are the Best Liquidity Proxies for Global Research? In: Review of Finance.
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2004Financial Disclosure and Bond Insurance In: Journal of Law and Economics.
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1990Strong€ form efficiency on the Toronto Stock Exchange: An examination of analyst price forecasts* In: Contemporary Accounting Research.
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1998The Conflicting Views and Management Practices of Institutional Equity Investing In: Financial Markets, Institutions & Instruments.
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