Details about Charles A. Trzcinka

Access statistics for papers by Charles A. Trzcinka.

Last updated 2023-07-09. Update your information in the RePEc Author Service.

Short-id: ptr187

Working Papers

1999

1. The Value Added from Investment Managers: an Examination of Funds of REITs
   New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-
   See also Journal Article The Value Added from Investment Managers: An Examination of Funds of REITs, Journal of Financial and Quantitative Analysis, Cambridge University Press (2000) View citations (35) (2000)

1997

2. A New Measure of Transaction Costs
   New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-
3. Managerial Performance and the Cross-Sectional Pricing of Closed-End Funds
   New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-
   See also Journal Article Managerial performance and the cross-sectional pricing of closed-end funds, Journal of Financial Economics, Elsevier (1999) View citations (28) (1999)

Journal Articles

2019

1. Do Portfolio Manager Contracts Contract Portfolio Management?
   Journal of Finance, 2019, 74, (5), 2543-2577 View citations (9)

2018

2. Cross-Subsidization in Institutional Asset Management Firms
   The Review of Financial Studies, 2018, 31, (2), 638-677 View citations (5)

2017

3. The Performance of Short-Term Institutional Trades
   Journal of Financial and Quantitative Analysis, 2017, 52, (4), 1403-1428 View citations (12)
4. What Are the Best Liquidity Proxies for Global Research?
   Review of Finance, 2017, 21, (4), 1355-1401 View citations (220)

2015

5. Pricing under noisy signaling
   Review of Quantitative Finance and Accounting, 2015, 45, (2), 435-454 View citations (3)

2013

6. Asset management and investment banking
   Journal of Financial Economics, 2013, 110, (1), 215-231 View citations (20)

2012

7. Recap of the 22nd annual conference on financial economics and accounting, November 18, 2011 to November 19, 2011
   Review of Quantitative Finance and Accounting, 2012, 39, (3), 407-412

2009

8. Do liquidity measures measure liquidity?
   Journal of Financial Economics, 2009, 92, (2), 153-181 View citations (616)

2006

9. MOMENTUM: DOES THE DATABASE MAKE A DIFFERENCE?
   Journal of Financial Research, 2006, 29, (4), 441-462 View citations (2)

2004

10. Financial Disclosure and Bond Insurance
    Journal of Law and Economics, 2004, 47, (1), 275-306 View citations (14)

2000

11. The Value Added from Investment Managers: An Examination of Funds of REITs
    Journal of Financial and Quantitative Analysis, 2000, 35, (3), 387-408 View citations (35)
    See also Working Paper The Value Added from Investment Managers: an Examination of Funds of REITs, New York University, Leonard N. Stern School Finance Department Working Paper Seires (1999) (1999)

1999

12. A New Estimate of Transaction Costs
    The Review of Financial Studies, 1999, 12, (5), 1113-41 View citations (541)
13. Managerial performance and the cross-sectional pricing of closed-end funds
    Journal of Financial Economics, 1999, 52, (3), 379-408 View citations (28)
    See also Working Paper Managerial Performance and the Cross-Sectional Pricing of Closed-End Funds, New York University, Leonard N. Stern School Finance Department Working Paper Seires (1997) (1997)

1992

14. ALL‐EQUITY FIRMS AND THE BALANCING THEORY OF CAPITAL STRUCTURE
    Journal of Financial Research, 1992, 15, (1), 77-90 View citations (11)

1990

15. Sequential Tests of the Arbitrage Pricing Theory: A Comparison of Principal Components and Maximum Likelihood Factors
    Journal of Finance, 1990, 45, (5), 1541-64 View citations (17)
16. Strong†form efficiency on the Toronto Stock Exchange: An examination of analyst price forecasts*
    Contemporary Accounting Research, 1990, 7, (1), 323-346

1986

17. On the Number of Factors in the Arbitrage Pricing Model
    Journal of Finance, 1986, 41, (2), 347-68 View citations (47)
18. Risk, Segmentation, and the Municipal Term Structure
    The Financial Review, 1986, 21, (4), 501-26 View citations (1)

1983

19. The Impact of the New York City Fiscal Crisis on the Interest Cost of New Issue Municipal Bonds
    Journal of Financial and Quantitative Analysis, 1983, 18, (3), 381-399 View citations (7)

1982

20. Municipal Bond Pricing and the New York City Fiscal Crisis
    Journal of Finance, 1982, 37, (5), 1239-46 View citations (17)
21. The Pricing of Tax-Exempt Bonds and the Miller Hypothesis
    Journal of Finance, 1982, 37, (4), 907-23 View citations (35)

1979

22. The Risk Structure of Interest Rates and the Penn-Central Crisis
    Journal of Finance, 1979, 34, (3), 751-60 View citations (4)