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

DOWNLOADS
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Top 4,833

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7,143

CITATIONS
Rank 19,382

SSRN RANKINGS

Top 19,382

in Total Papers Citations

16

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 (3,680)
Citation 2

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

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 - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 993 (7,651)

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 (21,821)
Citation 14

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 (27,937)

Abstract:

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

5.
Downloads 435 ( 54,299)

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 363 (66,862)

Abstract:

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

Reputation and Investor Activism

FEDS Working Paper No. 2017-036
Number of pages: 57 Posted: 07 Apr 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 72 (278,252)

Abstract:

Corporate Governance, Hedge Funds, Investor Activism, Reputation

6.

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 (39,964)

Abstract:

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

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 (75,632)

Abstract:

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