Eric C. So

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Associate Professor

100 Main Street

E62-416

Cambridge, MA 02142

United States

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 1,108

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Top 1,108

in Total Papers Downloads

24,488

SSRN CITATIONS
Rank 5,832

SSRN RANKINGS

Top 5,832

in Total Papers Citations

109

CROSSREF CITATIONS

73

Scholarly Papers (21)

1.

Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach

Review of Financial Studies (RFS), 25(9): 2841-2875
Number of pages: 47 Posted: 08 Feb 2011 Last Revised: 08 Oct 2013
Joseph D. Piotroski and Eric C. So
Stanford Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 3,850 (2,475)
Citation 11

Abstract:

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Financial Statement Analysis, value, glamour, market efficiency, expectation errors

2.

Core Earnings: New Data and Evidence

Harvard Business School Accounting & Management Unit Working Paper No. 20-047, October 2019
Number of pages: 57 Posted: 11 Oct 2019 Last Revised: 14 Jan 2020
Harvard Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard Business School
Downloads 3,746 (2,616)

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Core Earnings, Transitory Earnings, Non-Operating Earnings, Quantitative Disclosures, Equity Valuation, Big Data

3.

News-Driven Return Reversals: Liquidity Provision Ahead of Earnings Announcements

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 38 Posted: 09 Jun 2013 Last Revised: 14 Jun 2014
Eric C. So and Sean Wang
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Southern Methodist University
Downloads 3,025 (3,736)
Citation 10

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4.

Time Will Tell: Information in the Timing of Scheduled Earnings News

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 51 Posted: 18 Aug 2014 Last Revised: 01 Jul 2017
Travis L. Johnson and Eric C. So
The University of Texas at Austin and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,298 (5,942)
Citation 3

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Anomaly, returns, earnings announcements, strategic reporting, timing

5.

Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects

Harvard Business School Accounting & Management Unit Working Paper No. 15-022, Rock Center for Corporate Governance at Stanford University Working Paper No. 197, Stanford University Graduate School of Business Research Paper No. 15-57
Number of pages: 71 Posted: 06 Aug 2010 Last Revised: 03 Jan 2020
Stanford University - Graduate School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard Business School
Downloads 1,951 (7,862)
Citation 38

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Implied Cost of Capital, Expected Returns

6.

A New Approach to Predicting Analyst Forecast Errors: Do Investors Overweight Analyst Forecasts?

Journal of Financial Economics (JFE), 108(3): 615-640 (June 2013)
Number of pages: 58 Posted: 23 Feb 2011 Last Revised: 07 Jun 2013
Eric C. So
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,346 (14,313)
Citation 16

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Analysts, Foreast Errors, Abnormal Returns

7.

The Option to Stock Volume Ratio and Future Returns

Journal of Financial Economics (JFE), 106(2): 262-286 (November 2012)
Number of pages: 61 Posted: 25 Jul 2010 Last Revised: 07 Jun 2013
Travis L. Johnson and Eric C. So
The University of Texas at Austin and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,133 (18,616)
Citation 26

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Options, Volume, Microstructure, Short Sale Costs

Analysts’ Forecasts and Asset Pricing: A Survey

Number of pages: 46 Posted: 16 Mar 2016
S.P. Kothari, Eric C. So and Rodrigo S. Verdi
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT)
Downloads 900 (25,665)
Citation 10

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Analysts’ Forecasts and Asset Pricing: A Survey

Annual Review of Financial Economics, Vol. 8, pp. 197-219, 2016
Posted: 18 Nov 2016
S.P. Kothari, Eric C. So and Rodrigo S. Verdi
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT)

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9.

A Simple Multimarket Measure of Information Asymmetry

Management Science 64 (2018), 1055-1080
Number of pages: 52 Posted: 27 Nov 2012 Last Revised: 17 Oct 2018
Travis L. Johnson and Eric C. So
The University of Texas at Austin and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 854 (28,085)
Citation 3

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Information asymmetry, PIN, informed trade, options, microstructure, bid-ask spreads, volatility

10.

Expectations Management and Stock Returns

Forthcoming, Review of Financial Studies
Number of pages: 61 Posted: 09 Nov 2016 Last Revised: 11 Oct 2019
Travis L. Johnson, Jinhwan Kim and Eric C. So
The University of Texas at Austin, Stanford Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 817 (29,888)
Citation 2

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Returns, Anomalies, Expectations Management, Seasonalities, Announcement Premia

11.

Non-Diversifiable Volatility Risk and Risk Premiums at Earnings Announcements

Accounting Review, Forthcoming
Number of pages: 51 Posted: 07 Jul 2010 Last Revised: 20 Oct 2014
Mary E. Barth and Eric C. So
Stanford University - Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 711 (36,187)
Citation 6

Abstract:

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Earnings announcements, volatility risk, non-diversifiable risk, option pricing

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

Journal of Accounting Research, Vol. 56, No. 1, 2018
Number of pages: 57 Posted: 02 Apr 2014 Last Revised: 17 Oct 2018
Travis L. Johnson and Eric C. So
The University of Texas at Austin and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 686 (37,434)
Citation 11

Abstract:

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Earnings announcements, announcement premia, liquidity, market making, intermediaries

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

Journal of Accounting Research, Vol. 56, No. 1, 2018
Posted: 05 May 2018
Travis L. Johnson and Eric C. So
The University of Texas at Austin and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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Earnings Announcements; Liquidity Provision; Transaction Costs; Announcement Returns; Risk Premia; Bad News; Asymmetric Reaction

13.

Voluntary and Mandatory Disclosures: Do Managers View Them as Substitutes?

Journal of Accounting & Economics (JAE), Forthcoming
Number of pages: 44 Posted: 23 Mar 2017 Last Revised: 10 Jul 2019
Suzie Noh, Eric C. So and Joseph Weber
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 619 (43,575)
Citation 8

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14.

Uncovering Expected Returns: Information in Analyst Coverage Proxies

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 43 Posted: 27 Jan 2016 Last Revised: 16 Jun 2016
Charles M.C. Lee and Eric C. So
Stanford University - Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 574 (48,147)
Citation 5

Abstract:

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expected returns, analysts, mispricing

15.

Analyst Initiations of Coverage and Stock Return Synchronicity

Accounting Review, Forthcoming
Number of pages: 44 Posted: 26 Apr 2012
University of Houston, Ohio State University (OSU) - Fisher College of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 524 (54,008)
Citation 3

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Stock Return Synchronicity, Financial Analysts, Analyst Initiations

16.

Flight-To-Dividends: The Role of Earnings in Periods of Capital Scarcity

Number of pages: 50 Posted: 10 Mar 2017 Last Revised: 13 Aug 2018
Cornell University - Samuel Curtis Johnson Graduate School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 388 (77,848)

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Dividends, Earnings, Capital Scarcity, Active Investors

17.

Boardroom Centrality and Firm Performance

Journal of Accounting & Economics (JAE), 55(2-3): 225-250 (April-May 2013), Rock Center for Corporate Governance at Stanford University Working Paper No. 84
Number of pages: 56 Posted: 31 Jul 2010 Last Revised: 11 Mar 2016
Stanford University - Graduate School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard Business School
Downloads 309 (101,048)
Citation 16

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board of director networks, analyst forecasts, market efficiency

18.

Calendar Rotations: A New Approach for Studying the Impact of Timing using Earnings Announcements

Number of pages: 49 Posted: 28 Oct 2019
Suzie Noh, Eric C. So and Rodrigo S. Verdi
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT)
Downloads 307 (101,394)

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19.

Disclosure and the Option Value of Equity

Number of pages: 40 Posted: 24 Nov 2011 Last Revised: 10 Dec 2013
Eric C. So
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 258 (122,077)
Citation 1

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20.

Bad News Bearers: The Negative Tilt of the Financial Press

Number of pages: 35 Posted: 09 Aug 2018 Last Revised: 04 Oct 2018
Marina Niessner and Eric C. So
AQR Capital Management, LLC and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 187 (166,442)
Citation 6

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21.

Measuring Risk Information

Number of pages: 50
Kevin Smith and Eric C. So
Stanford University Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 5

Abstract:

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Risk information, option prices, earnings announcements, volatility forecasting