Timothy C Johnson
Associate Professor of Finance and Robert and Karen May Faculty Fellow
Education
Ph.D.
Finance,
University of Chicago,
1999.
MBA
International Business,
Columbia University,
1985.
M.S.
Operations Research,
Columbia University,
1985.
B.S.
Mathematics,
Massachusetts Institute of Technology,
1983.
Positions
Associate Professor of Finance, University of Illinois, 2006 - present
Assistant Professor of Finance, London Business School, 1999 - 2006
Senior Trader, Global Derivatives, Caxton Corporation, 1989 - 1994
Director, Quantitative Research, Mabon Securities, Inc., 1979 - 1983
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Research
Journal Articles
"Liquid Capital and Market Liquidity."
T. Johnson,
Economic Journal,
2009
"Volume, Liquidity, and Liquidity Risk."
T. Johnson,
Journal of Financial Economics,
(87)
2
2008
"Insider Trading in Credit Derivatives."
T. Johnson,
V. Acharya,
Journal of Financial Economics,
(84)
April:
1
110-141
2007
"Optimal Learning and New Technology Bubbles."
T. Johnson,
Journal of Monetary Economics,
(54)
November:
8
2486-2511
2007
"Dynamic Liquidity in Endowment Economies."
T. Johnson,
Journal of Financial Economics,
(80)
June:
3
531-562
2006
"Unifying Underreaction Anomalies."
T. Johnson,
A. Jackson,
Journal of Business,
2006
"Forecast Dispersion and the Cross-Section of Expected Returns."
T. Johnson,
Journal of Finance,
2004
"Rational Momentum Effects."
T. Johnson,
Journal of Finance,
2002
"Volatility, Momentum and Time-Varying Skewness in Foreign Exchange Returns."
T. Johnson,
Journal of Business and Economic Statistics,
2002
"Return Dynamics when Persistence is Unobservable."
T. Johnson,
Mathematical Finance,
2001
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Honors and Awards
Smith-Breeden Award -- nominated paper,
American Finance Association
, 2004
Smith-Breeden Award -- Distinguished Paper,
American Finance Association
, 2002
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Contact Information
343E Wohlers Hall
1206 South Sixth Street
Champaign IL 61820
(217) 333-4089
tcj@illinois.edu
College Profile
Research Profile
Home Page
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