Eric C. So

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

Associate Professor

77 Massachusetts Ave.

E62-416

Cambridge, MA 02142

United States

SCHOLARLY PAPERS

17

DOWNLOADS
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SSRN RANKINGS

Top 1,935

in Total Papers Downloads

13,370

CITATIONS
Rank 10,531

SSRN RANKINGS

Top 10,531

in Total Papers Citations

40

Scholarly Papers (17)

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 2,454 (2,761)
Citation 5

Abstract:

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

2.

Evaluating Firm-Level Expected-Return Proxies

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: 61 Posted: 06 Aug 2010 Last Revised: 09 Nov 2015
Stanford University - Graduate School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard Business School
Downloads 1,320 (7,801)
Citation 2

Abstract:

Implied Cost of Capital, Expected Returns

3.

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 1,003 (12,959)
Citation 4

Abstract:

Analysts, Foreast Errors, Abnormal Returns

4.

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

Number of pages: 48 Posted: 18 Aug 2014 Last Revised: 14 Feb 2017
Travis L. Johnson and Eric C. So
The University of Texas at Austin - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 993 (8,199)

Abstract:

Anomaly, returns, earnings announcements, strategic reporting, timing

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 650 (30,132)

Abstract:

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)

Abstract:

6.

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 - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 570 (23,116)
Citation 14

Abstract:

Options, Volume, Microstructure, Short Sale Costs

7.

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 562 (31,254)
Citation 2

Abstract:

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

8.

A Simple Multimarket Measure of Information Asymmetry

Management Science, Forthcoming
Number of pages: 52 Posted: 27 Nov 2012 Last Revised: 20 Jul 2016
Travis L. Johnson and Eric C. So
The University of Texas at Austin - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 446 (28,505)

Abstract:

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

9.

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 University of North Carolina - Kenan-Flagler Business School
Downloads 385 (9,773)
Citation 1

Abstract:

10.

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

Number of pages: 56 Posted: 02 Apr 2014 Last Revised: 11 Jan 2017
Travis L. Johnson and Eric C. So
The University of Texas at Austin - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 338 (42,585)

Abstract:

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

11.

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 337 (55,133)
Citation 7

Abstract:

Stock Return Synchronicity, Financial Analysts, Analyst Initiations

12.

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 189 (109,487)

Abstract:

13.

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

Number of pages: 43 Posted: 10 Mar 2017
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 0 (266,800)

Abstract:

Dividends, Earnings, Capital Scarcity, Active Investors

14.

Expectations Management and Stock Returns

Number of pages: 55 Posted: 09 Nov 2016 Last Revised: 10 Mar 2017
Jinhwan Kim and Eric C. So
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 0 (95,359)

Abstract:

Returns, Anomalies, Expectation Management, Seasonality, Announcement Premia

15.

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 0 (57,527)

Abstract:

expected returns, analysts, mispricing

16.

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 0 (185,130)
Citation 5

Abstract:

board of director networks, analyst forecasts, market efficiency

17.

Switching from Voluntary to Mandatory Disclosure: Do Managers View Them as Substitutes?

Number of pages: 53
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 0

Abstract: