Travis L. Johnson

The University of Texas at Austin - Department of Finance

Assistant Professor of Finance

Red McCombs School of Business

Austin, TX 78712

United States

http://faculty.mccombs.utexas.edu/johnson

SCHOLARLY PAPERS

7

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6,144

CITATIONS
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Top 20,145

in Total Papers Citations

15

Scholarly Papers (7)

1.

Risk Premia and the VIX Term Structure

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 50 Posted: 11 Jan 2015 Last Revised: 14 Jan 2017
Travis L. Johnson
The University of Texas at Austin - Department of Finance
Downloads 1,062 (4,728)

Abstract:

VIX, variance risk, term structure, expectations hypothesis, variance swaps, VIX futures, straddles

2.

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 (8,337)

Abstract:

Anomaly, returns, earnings announcements, strategic reporting, timing

3.

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 (23,656)
Citation 15

Abstract:

Options, Volume, Microstructure, Short Sale Costs

4.

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 (28,831)

Abstract:

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

5.

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 (42,405)

Abstract:

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

6.

Reputation and Investor Activism

Number of pages: 56 Posted: 12 Sep 2015 Last Revised: 18 Feb 2017
Travis L. Johnson and Nathan Swem
The University of Texas at Austin - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 123 (74,967)

Abstract:

Reputation, investor activism, governance, hedge funds, proxy fights

7.

Return Predictability Revisited Using Weighted Least Squares

Number of pages: 50 Posted: 07 Feb 2015 Last Revised: 12 Feb 2017
Travis L. Johnson
The University of Texas at Austin - Department of Finance
Downloads 59 (95,957)

Abstract:

Return predictability, weighted least squares, volatility, out-of-sample predictability, variance risk premium