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

18

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19,189

CITATIONS
Rank 10,891

SSRN RANKINGS

Top 10,891

in Total Papers Citations

38

Scholarly Papers (18)

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 3,725 (2,440)
Citation 5

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

2.

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 2,808 (3,961)
Citation 1

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3.

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 2,132 (6,271)

Abstract:

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Anomaly, returns, earnings announcements, strategic reporting, timing

4.

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: 54 Posted: 06 Aug 2010 Last Revised: 16 Jun 2017
Stanford University - Graduate School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard Business School
Downloads 1,898 (7,678)
Citation 2

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Implied Cost of Capital, Expected Returns

5.

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 1,308 (14,049)
Citation 4

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Analysts, Foreast Errors, Abnormal Returns

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 and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,070 (19,078)
Citation 14

Abstract:

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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 846 (26,484)

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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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8.

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 824 (27,936)

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

9.

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 705 (34,520)
Citation 2

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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 670 (36,464)

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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

11.

Expectations Management and Stock Returns

Number of pages: 56 Posted: 09 Nov 2016 Last Revised: 18 Apr 2019
Travis L. Johnson, Jinhwan Kim and Eric C. So
The University of Texas at Austin, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 637 (39,530)

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Returns, Anomalies, Expectations Management, Seasonalities, Announcement Premia

12.

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 558 (47,077)

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expected returns, analysts, mispricing

13.

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 505 (53,427)
Citation 6

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Stock Return Synchronicity, Financial Analysts, Analyst Initiations

14.

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

MIT Sloan Research Paper No. 5195-17
Number of pages: 46 Posted: 23 Mar 2017 Last Revised: 07 Mar 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 470 (58,500)

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15.

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 366 (78,869)

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Dividends, Earnings, Capital Scarcity, Active Investors

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 279 (106,524)
Citation 4

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board of director networks, analyst forecasts, market efficiency

17.

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 253 (118,102)

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18.

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 135 (208,204)

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