Areas of Expertise
International stock market liquidity measures; asset management.
- PhD, Purdue University, 1980
- BA, Boston State College, 1973
- MBA, Purdue University, 1977
- MS, Purdue University, 1976
- School of Management, University at Buffalo (SUNY), Sept. 1998-July 2000, Professor of Finance
- New York University Leonard K. Stern School of BUsiness, Sept. 1996 to Aug. 1998, Visiting Professor of Finance
- United States Securities and Exchange Commission, Sept. 1988 to Jan. 1990, Senior Research Economist
- China MBA Program Program, Dalian, China, May 1987-July 1987, Resident Dean
- Kelley School of Business, Indiana University, July 2000 to present, James and Virginia Cozad Professor of Finance
- School of Management, University at Buffalo (SUNY), Jan. 1986-Sept. 1996, Associate Professor of Finance
- School of Management, University at Buffalo (SUNY)., Sept. 1980-Aug. 1986, Assistant Professor of Finance
- School of Management, Syracuse University, Sept. 1979-Aug. 1980, Assistant Professor of Finance and Statistics
- Buffalo Chapter, United University Professions, 1999-2000, Vice President for Academic Affairs
Awards, Honors & Certificates
- 1995 Financial Management Association’s Silver Anniversary Best of the Best Research Award, ($3,500) and Best Paper in Investments ($1000), Financial Management Association annual meeting.
- 1993-1998 $20,000 from the Mobius Group for performance measurement of pension funds
- 1993 $10,000 from the Investment Company Institute, for research on Mutual Funds and Credit Allocation.
- 1991 MBA Professor of the Year (runner-up)
- 1990-1992 $140,000 National Science Foundation (grant number 150-4134A), "Unions and Corporate Takeovers," principal investigators Brian Becker and Charles Trzcinka.
- 1985 $7500 Bio-Technology Equipment Fund, University at Buffalo (SUNY)., "The Investigation of Option Prices and Short-Selling Constraints," principal investigator Charles Trzcinka, (report by Robert Welch).
- Fong, K., Holden, C. W., and Trzcinka, C. A. (2017). What Are The Best Liquidity Proxies For Global Research? Review of Finance, 21(4), 1355-1401.
- Chakrabarty, B., Moulton, P., and Trzcinka, C. A. (2017). The Performance of Short Term Institutional Trades. Journal of Financial and Quantitative Analysis, 52(4), 1403-1428.
- Feldman D., Trzcinka, C. A., and Winer, R. S. (2014). Pricing Under Noisy Signaling. Review of Quantitative Finance and Accounting, 45(2), 435-454.
- Berzins, J., Liu, C., and Trzcinka, C. A. (2013). Asset Management and Investment Banks. Journal of Financial Economics, 110(1): 215-231, (Awarded for Best Paper in Financial Institutions in the Midwest Finance Association Meetings in March 2013).
- Trzcinka, C. A., Horan, S., and Janjigian, V. (2011). Forbes/CFA Investment Guide. Hoboken, NJ: Wiley.
- Trzcinka, C. A. (2010). Forbes Stock Market Course (2nd Edition), New York, NY: Forbes Magazine.
- Goyenko, R. Y., Holden, C. W., and Trzcinka, C. A. (2009). Do Liquidity Measures Measure Liquidity? Journal of Financial Economics, 92(2), 153-181.
- Chakrabarty, B., and Trzcinka, C. A. (2006). Momentum Strategies and Financial Databases: An Investigation of Intraday Pattern in Price Momentum. Journal of Financial Research, 29(4), 441-462.
- Trzcinka, C. A. (2004). Interaction Between Investment and Trading Decisions. In Coping with Institutional Order Flow, Kluwer Academic Publishing.
- Gore, A., Sachs, K., and Trzcinka, C. A. (2004). Financial Disclosure and Bond Insurance. Journal of Law and Economics, 47(1), 275-306.
- Trzcinka, C. A. (2003). Forbes Stock Market Course, New York, NY: Forbes Magazine.
- Coggin, T. D., and Trzcinka, C. A. (2000). A Panel Study of U.S. Equity Pension Fund Manager Style Performance. Journal of Investing, 9(2), 6-12.
- Kallberg, J., Liu, C., and Trzcinka, C. A. (2000). Mutual Fund of Reits: A Test of the Grossman-Stiglitz Hypothesis. Journal of Financial and Quantitative Analysis, 35(3), 387-408.
- Trzcinka, C. A. (1999), The Conflicting Views of Institutional Equity Investing in Financial Markets, Institutions & Instruments, Boston, MA: Basil Blackwell, 7(5).
- Lesmond, D., Ogden, J., and Trzcinka, C. A. (1999). A New Measure of Total Transactions Costs. Review of Financial Studies, 12(5), 1113-1141.
Edited on December 18, 2017