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Eric C. So
Eric C. So
Sloan Distinguished Professor of Financial Economics, MIT, Economics, Finance, and Accounting Area
Verified email at mit.edu - Homepage
Title
Cited by
Cited by
Year
Boardroom centrality and firm performance
DF Larcker, EC So, CCY Wang
Journal of Accounting and Economics 55 (2-3), 225-250, 2013
6292013
The option to stock volume ratio and future returns
TL Johnson, EC So
Journal of Financial Economics 106 (2), 262-286, 2012
3392012
A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?
EC So
Journal of Financial Economics 108 (3), 615-640, 2013
246*2013
Identifying expectation errors in value/glamour strategies: A fundamental analysis approach
JD Piotroski, EC So
Review of Financial Studies 25 (9), 2841-2875, 2012
2212012
Inside the black box of doctoral education: What program characteristics influence doctoral students’ attrition and graduation probabilities?
RG Ehrenberg, GH Jakubson, JA Groen, EC So, J Price
Educational Evaluation and Policy Analysis 29 (2), 134-150, 2007
1872007
Analyst initiations of coverage and stock return synchronicity
S Crawford, DT Roulstone, EC So
Accounting Review 87 (5), 1527-1553, 2012
1802012
Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects
CMC Lee, EC So, CCY Wang
Review of Financial Studies 34 (4), 1907–1951, 2021
153*2021
Analysts’ Forecasts and Asset Pricing: A Survey
SP Kothari, EC So, RS Verdi
Annual Review of Financial Economics 89 (5 (October)), 1579-1607, 2016
153*2016
News-driven return reversals: Liquidity provision ahead of earnings announcements
EC So, S Wang
Journal of Financial Economics 114 (1), 20-35, 2014
1092014
Uncovering Expected Returns: Information in Analyst Coverage Proxies
C Lee, EC So
Jounal of Financial Economics 124 (2), 331-348, 2017
992017
Non-diversifiable volatility risk and risk premiums at earnings announcements
ME Barth, EC So
The Accounting Review 89 (5), 1579-1607, 2014
87*2014
Time Will Tell: Information in the Timing of Scheduled Earnings News
T Johnson, EC So
Journal of Financial and Quantitative Analysis 53 (6), 2431-2464, 2018
66*2018
Asymmetric Trading Costs Prior to Earnings Announcements: Implications for Price Discovery and Returns
T Johnson, E So
Journal of Accounting Research 56 (1), 217-263, 2018
65*2018
A Simple Multimarket Measure of Information Asymmetry
TL Johnson, EC So
Management Science 64 (3), 1055-1080, 2018
502018
Voluntary and Mandatory Disclosure: Do managers view them as substitutes?
S Noh, E So, J Weber
Journal of Accounting and Economics 68 (1 (August 2019)), 1-17, 2019
482019
Alphanomics: the Informational Underpinnings of Market Efficiency
CMC Lee, CE So
Foundations and TrendsŪ in Accounting 9, 59-258, 2015
452015
Bad news bearers: The negative tilt of the financial press
M Niessner, EC So
Available at SSRN 3219831, 2018
35*2018
Opinion divergence and post-earnings announcement drift
KL Anderson, JH Harris, EC So
Available at SSRN 969736, 2007
262007
Expectations management and stock returns
T Johnson, J Kim, EC So
Review of Financial Studies 33 (10), 4580–4626, 2020
222020
Calendar Rotations: A New Approach for Studying the Impact of Timing using Earnings Announcements
S Noh, EC So, RS Verdi
Journal of Financial Economics 140 (3), 865-893, 2021
142021
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