MIT Sloan Faculty - Eric So

PUBLISHED, FORTHCOMING, and CONDITIONALLY-ACCEPTED:

(1) The Option to Stock Volume Ratio and Future Returns
  Coauthor: Travis Johnson
  Journal: Published in the Journal of Financial Economics [106(2): 262-286 (November 2012)]
File: PDF

(2) Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach
  Coauthor: Joe Piotroski
  Journal: Published in the Review of Financial Studies [25(9): 2841-2875 (2012)]
File: PDF

(3) Analyst Initiations of Coverage and Stock Return Synchronicity
  Coauthors: Darren Roulstone and Steve Crawford
  Journal: Published in the Accounting Review [87(5): 1527-1553 (September 2012)]
File: PDF

(4) A New Approach to Predicting Analyst Forecast Errors: Do Investors Overweight Analyst Forecasts?
  Note: Solo-authored, Stanford University Dissertation
  Journal: Published in the Journal of Financial Economics [108(3): 615-640 (June 2013)]
File: PDF

(5) Boardroom Centrality and Firm Performance
  Coauthors: Dave Larcker and Charles Wang
  Journal: Published in the Journal of Accounting and Economics [55(2-3): 225-250 (April-May 2013)]
File: PDF

(6) Non-Diversifiable Volatility Risk and Risk Premiums at Earnings Announcements
  Coauthor: Mary Barth
  Journal: Published in the Accounting Review [89(5): 1579-1607 (September 2014)]
File: PDF

(7)   News-Driven Return Reversals: Liquidity Provision Ahead of Earnings Announcements
  Coauthor: S.Wang
  Journal: Published in the Journal of Financial Economics [114(1): 20-35 (October 2014)]
File: PDF

(8)   Alphanomics: The Informational Underpinnings of Market Efficiency
  Coauthor: Charles Lee
  Published: Vol. 9: No. 2–3, pp 59-258, Foundations and Trends in Accounting
  File: PDF

(9)   A Simple Multimarket Measure of Information Asymmetry
  Coauthor: Travis Johnson
  Journal: Published in Management Science [Articles in Advance]
  File: PDF

(10)  Analysts' Forecasts and Asset Pricing: A Survey
  Coauthors: SP Kothari and Rodrigo Verdi
  Published: Published in the Annual Review of Financial Economics [8: 187-219 (October 2016)]
  File: PDF

(11)  Uncovering Expected Returns: Information in Analyst Coverage Proxies
  Coauthor: Charles Lee
  Journal: Published in the Journal of Financial Economics [124(2): 331-348 (May 2017)]
  File: PDF

(12) Time Will Tell: Information in the Timing of Scheduled Earnings News
  Coauthor: Travis Johnson
  Journal: Forthcoming in the Journal of Financial and Quantitative Analysis
  File: PDF

(13) Asymmetric Trading Costs Prior to Earnings Announcements: Implications for Price Discovery and Returns

  Coauthor: Travis Johnson
  Journal: Published in the Journal of Accounting Research [56(1): 217-263 (March 2018)]



File: PDF

(14) Voluntary and Mandatory Disclosure: Do Managers View them as Substitutes?

Coauthors:

Suzie Noh and Joe Weber
  Journal:

Published in the Journal of Accounting and Economics [68(1), (August 2019)]

(15) Expectations Management and Stock Returns
Coauthors: Travis Johnson and Jinhwan Kim
  Journal: Published in the Review of Financial Studies

(16) Evaluating Firm-Level Expected Return Proxies

Coauthors: Charles Lee and Charles Wang

  Journal: Published in the Review of Financial Studies

(17) Calendar Rotations

Coauthors: Suzie Noh and Rodrigo Verdi
  Journal: Published in the Journal of Financial Economics

(18) Core Earnings: New Data and Evidence
Coauthors: Ethan Rouen and Charles Wang
  Journal: Forthcoming in the Journal of Financial Economics

(19)

Measuring Risk Information



Coauthor: Kevin Smith

  Journal: Accepted for Publication in the Journal of Accounting Research

OTHER RESEARCH:

(1)   Inside the Black Box of Doctoral Education
        Coauthors: Rob Ehrengberg, George Jakubson, Jeff Groen, and Joe Price
        Published: Published in Educational Evaluation and Policy Analysis [29(2): 134-150 (June, 2007)]