{"id":731,"date":"2023-11-30T16:22:40","date_gmt":"2023-11-30T16:22:40","guid":{"rendered":"https:\/\/mitmgmtfaculty.mit.edu\/eso\/?page_id=731"},"modified":"2023-11-30T20:06:30","modified_gmt":"2023-11-30T20:06:30","slug":"publications","status":"publish","type":"page","link":"https:\/\/mitmgmtfaculty.mit.edu\/eso\/publications\/","title":{"rendered":"Published, Forthcoming and Accepted Research"},"content":{"rendered":"<div id=\"pl-731\"  class=\"panel-layout\" ><div id=\"pg-731-0\"  class=\"panel-grid panel-no-style\" ><div id=\"pgc-731-0-0\"  class=\"panel-grid-cell\" ><div id=\"panel-731-0-0-0\" class=\"so-panel widget widget_mit-pf-wysiwyg widget_mit_pf_wysiwyg panel-first-child\" data-index=\"0\" ><h2 class=\"widget-title\">Topic: Behavioral and Financial Economics<\/h2><div class=\"textwidget\"><div id=\"panel-16-0-0-1\" class=\"so-panel widget widget_mit-pf-wysiwyg widget_mit_pf_wysiwyg\" data-index=\"1\">\n<div class=\"textwidget\">\n<ul>\n<li id=\"menu_wrapper\"><span class=\"style_13\">\"<a href=\"https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=2929704\">Flight to Earnings: The Role of Earnings in Periods of Capital Scarcity<\/a>\"<br \/>\n<\/span><\/p>\n<ul>\n<li><span class=\"style_13\"><strong>Published in<\/strong> <i>Management Science [69(8), (Aug 2023), Pages 4363-4971]<br \/>\n<\/i><\/span><\/li>\n<li><span class=\"style_13\"><strong>Coauthors:<\/strong> Nick Guest and SP Kothari<i><br \/>\n<\/i><\/span><\/li>\n<\/ul>\n<\/li>\n<li>\"<a href=\"https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=3467814\">Core Earnings: New Data and Evidence<\/a>\"<span class=\"style_13\"><br \/>\n<\/span><\/p>\n<ul>\n<li><span class=\"style_13\"><strong>Published in <\/strong>the <i>Journal of Financial Economics [142(3), (December 2021), Pages 1068-1091]<\/i><br \/>\n<\/span><\/li>\n<li><span class=\"style_13\"><strong>Coauthors:<\/strong> Ethan Rouen and Charles Wang<\/span><\/li>\n<\/ul>\n<\/li>\n<li>\"<a href=\"https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=3473873\">Calendar Rotations<\/a>\"\n<ul>\n<li><strong>Published in <\/strong>the\u00a0<i>Journal of Financial Economics [140(3), (June 2021), Pages 865-893]<br \/>\n<\/i><\/li>\n<li><strong>Coauthors:<\/strong> Suzie Noh and Rodrigo Verdi<\/li>\n<\/ul>\n<\/li>\n<li><a href=\"https:\/\/academic.oup.com\/rfs\/advance-article-abstract\/doi\/10.1093\/rfs\/hhaa066\/5855684\">\"Evaluating Firm-Level Expected Return Proxies\"<\/a><span class=\"style_13\"><br \/>\n<\/span><\/p>\n<ul>\n<li><span class=\"style_13\"><strong>Published in <\/strong>the <i>Review of Financial Studies [34(4), (April 2021), Pages 1907-1951)<\/i><strong><br \/>\n<\/strong><\/span><\/li>\n<li><span class=\"style_13\"><strong>Coauthors:<\/strong> Charles Lee and Charles Wang<\/span><\/li>\n<\/ul>\n<\/li>\n<li>\"<a href=\"https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=2866522\">Expectations Management and Stock Returns\"<\/a><span class=\"style_13\"><br \/>\n<\/span><\/p>\n<ul>\n<li><span class=\"style_13\"><strong>Published in <\/strong>the <i>Review of Financial Studies [33(10), (Oct 2020), Pages 4580-4626]<\/i><strong><br \/>\n<\/strong><\/span><\/li>\n<li><span class=\"style_13\"><strong>Coauthors:<\/strong> Travis Johnson and Jinhwan Kim<\/span><\/li>\n<\/ul>\n<\/li>\n<li><span class=\"style_20\"><a title=\"http:\/\/dx.doi.org\/10.1016\/j.jfineco.2013.02.002\" href=\"https:\/\/doi.org\/10.1287\/mnsc.2016.2608\" target=\"_blank\" rel=\"noopener\">\"A Simple Multimarket Measure of Information Asymmetry\"<\/a><\/span><span class=\"style_20\"><span class=\"style_13\"><br \/>\n<\/span><\/span><\/p>\n<ul>\n<li><span class=\"style_20\"><strong>Published in<\/strong> <\/span><em><span class=\"style_20\"><span class=\"style_8\">Management Science<\/span>\u00a0<\/span><\/em><span class=\"style_20\">[64(3): 1055-1080 (March 2018)]<br \/>\n<\/span><\/li>\n<li><span class=\"style_20\"><span class=\"style_13\"><strong>Coauthor<\/strong><\/span><\/span><span class=\"style_20\">: Travis Johnson<\/span><span class=\"style_20\"><span class=\"style_13\"><br \/>\n<\/span><\/span><\/li>\n<\/ul>\n<\/li>\n<li><span class=\"style_20\"><a href=\"https:\/\/depts.washington.edu\/jfqa\/2017\/06\/30\/time-will-tell-information-in-the-timing-of-scheduled-earnings-news\/\" target=\"_blank\" rel=\"noopener\">\"Time Will Tell: Information in the Timing of Scheduled Earnings News\"<\/a>\u00a0<span class=\"style_13\"><br \/>\n<\/span><\/span><\/p>\n<ul>\n<li><span class=\"style_20\"><span class=\"style_13\"><strong>Published in <\/strong>the <em>Journal of Financial and Quantitative Analysis\u00a0<\/em>[53(6): 2431-2464 (Dec 2018)]<strong><br \/>\n<\/strong><\/span><\/span><\/li>\n<li><span class=\"style_20\"><span class=\"style_13\"><strong>Coauthor:\u00a0<\/strong><span class=\"style_18\">Travis Johnson<\/span><\/span><\/span><\/li>\n<\/ul>\n<\/li>\n<li><a title=\"http:\/\/dx.doi.org\/10.1016\/j.jfineco.2013.02.002\" href=\"https:\/\/doi.org\/10.1016\/j.jfineco.2014.06.009\" target=\"_blank\" rel=\"noopener\">\"News-Driven Return Reversals: Liquidity Provision Ahead of Earnings Announcements\"<\/a>\n<ul>\n<li><strong>Published in<\/strong> the<em><span class=\"style_20\">\u00a0Journal of Financial Economics\u00a0<\/span><\/em><span class=\"style_20\">[114(1): 20-35 (October 2014)]<br \/>\n<\/span><\/li>\n<li><strong>Coauthor<\/strong><span class=\"style_20\">: S. Wang<\/span><\/li>\n<\/ul>\n<\/li>\n<li><a title=\"http:\/\/dx.doi.org\/10.1016\/j.jfineco.2013.02.002\" href=\"http:\/\/dx.doi.org\/10.1016\/j.jfineco.2013.02.002\" target=\"_blank\" rel=\"noopener\">\"A New Approach to Predicting Analyst Forecast Errors: Do Investors Overweight Analyst Forecasts?\"<\/a><span class=\"style_13\"><br \/>\n<\/span><\/p>\n<ul>\n<li><strong>Published in<\/strong> the <em><span class=\"style_20\">Journal of Financial Economics<\/span><\/em><em>\u00a0<\/em>[108(3): 615-640 (June 2013)]<\/li>\n<li><span class=\"style_13\"><strong>Note<\/strong><\/span>: Solo-authored, Stanford University Dissertation<span class=\"style_13\"><br \/>\n<\/span><\/li>\n<\/ul>\n<\/li>\n<li>\n<div id=\"menu_wrapper\"><a href=\"http:\/\/rfs.oxfordjournals.org\/content\/25\/9\/2841\" target=\"_blank\" rel=\"noopener\">\"Identifying Expectation Errors in Value\/Glamour Strategies: A Fundamental Analysis Approach\"<\/a><\/div>\n<ul>\n<li>\n<div id=\"menu_wrapper\"><strong>Published in<\/strong> the\u00a0<i>Review of Financial Studies\u00a0<\/i>[25(9): 2841-2875 (2012)]<\/div>\n<\/li>\n<li>\n<div id=\"menu_wrapper\"><span class=\"style_13\"><strong>Coauthor<\/strong><\/span>: Joe Piotroski<\/div>\n<\/li>\n<\/ul>\n<\/li>\n<li>\n<div id=\"menu_wrapper\"><a title=\"docs\/JohnsonSo(2011)ForthcomingJFE.pdf\" href=\"https:\/\/doi.org\/10.1016\/j.jfineco.2012.05.008\" target=\"_blank\" rel=\"noopener\">\"The Option to Stock Volume Ratio and Future Returns\"<\/a><\/div>\n<div><\/div>\n<ul>\n<li>\n<div><strong>Published in<\/strong> the <em><span class=\"style_20\">Journal of Financial Economics<\/span><\/em><em>\u00a0<\/em>[106(2): 262-286 (November 2012)]<\/div>\n<\/li>\n<li>\n<div><span class=\"style_13\"><strong>Coauthor<\/strong><\/span>: Travis Johnson<\/div>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/div>\n<\/div>\n<\/div><\/div><div id=\"panel-731-0-0-1\" class=\"so-panel widget widget_mit-pf-wysiwyg widget_mit_pf_wysiwyg\" data-index=\"1\" ><h2 class=\"widget-title\">Topic: Labor Economics<\/h2><div class=\"textwidget\"><ul>\n<li><a href=\"https:\/\/www.jstor.org\/stable\/30128037?seq=1#fndtn-page_scan_tab_contents\" target=\"_blank\" rel=\"noopener\">\"Inside the Black Box of Doctoral Education\"<\/a>\u00a0<span class=\"style_13\"><br \/>\n<\/span><\/p>\n<ul>\n<li><strong>Published in<\/strong> <em>Educational Evaluation and Policy Analysis\u00a0<\/em>[29(2): 134-150 (June 2007)]<\/li>\n<li><span class=\"style_13\"><strong>Coauthors:\u00a0<\/strong>Rob Ehrengberg, George Jakubson, Jeff Groen, and Joe Price<\/span><span class=\"style_13\"><br \/>\n<\/span><\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/div><\/div><div id=\"panel-731-0-0-2\" class=\"so-panel widget widget_mit-pf-wysiwyg widget_mit_pf_wysiwyg\" data-index=\"2\" ><h2 class=\"widget-title\">Topic: Measurement, Regulation, and Disclosure<\/h2><div class=\"textwidget\"><ul>\n<li><a href=\"http:\/\/conflicts%20of%20interest%20in%20subscriber-paid%20credit%20ratings\/\">\"Conflicts of Interest in Subscriber-Paid Credit Ratings\"<\/a><span class=\"style_13\"><br \/>\n<\/span><\/p>\n<ul>\n<li><span class=\"style_13\"><strong>Forthcoming in<\/strong> the <i>Journal of Accounting and Economics<\/i><\/span><\/li>\n<li><span class=\"style_13\"><strong>Coauthors:<\/strong> Sam Bonsall, Jacquelyn Gillette, Gabriel Pundrich<\/span><\/li>\n<\/ul>\n<\/li>\n<li><a href=\"https:\/\/onlinelibrary.wiley.com\/doi\/abs\/10.1111\/1475-679X.12413\">\"Measuring Risk Information<\/a>\"<span class=\"style_13\"><br \/>\n<\/span><\/p>\n<ul>\n<li><span class=\"style_13\"><strong>Published in<\/strong> the <i>Journal of Accounting Research [60(2), (may 2022)]<\/i><\/span><\/li>\n<li><strong>Coauthors: <\/strong>Kevin Smith<\/li>\n<\/ul>\n<\/li>\n<li><a href=\"https:\/\/www.sciencedirect.com\/science\/article\/abs\/pii\/S0165410119300382\">Switching from Voluntary and Mandatory Disclosure: Do Managers View them as Substitutes?<\/a>\"\n<ul>\n<li><span class=\"style_13\"><strong>Published in<\/strong> the <em>Journal of Accounting and Economics\u00a0<\/em><\/span>[68(1), (August 2019)]<\/li>\n<li><span class=\"style_13\"><strong>Coauthors:<\/strong>\u00a0Suzie Noh and Joe Weber<br \/>\n<\/span><\/li>\n<\/ul>\n<\/li>\n<li><a href=\"http:\/\/doi.org\/10.1111\/1475-679X.12189\" target=\"_blank\" rel=\"noopener\">\"Asymmetric Trading Costs Prior to Earnings Announcements: Implications for Price Discovery\"<\/a>\n<ul>\n<li><strong>Published in<\/strong> the <em>Journal of Accounting Research\u00a0<\/em>[56(1): 217-263 (March 2018)]<\/li>\n<li><span class=\"style_13\"><strong>Coauthor:\u00a0<\/strong><span class=\"style_18\">Travis Johnson<\/span><\/span><\/li>\n<\/ul>\n<\/li>\n<li><span class=\"style_20\"><a title=\"http:\/\/dx.doi.org\/10.1016\/j.jfineco.2013.02.002\" href=\"https:\/\/doi.org\/10.2308\/accr-50758\" target=\"_blank\" rel=\"noopener\">\"Non-Diversifiable Volatility Risk and Risk Premiums at Earnings Announcements\"<\/a><\/span>\n<ul>\n<li><span class=\"style_20\"><strong>Published in<\/strong> the<\/span><em><span class=\"style_20\">\u00a0Accounting Review\u00a0<\/span><\/em><span class=\"style_20\">[89(5): 1579-1607 (September 2014)]<\/span><\/li>\n<li><span class=\"style_20\"><span class=\"style_13\"><strong>Coauthors<\/strong><\/span><\/span><span class=\"style_20\">: Mary Barth<\/span><span class=\"style_20\"><span class=\"style_13\"><br \/>\n<\/span><\/span><\/li>\n<\/ul>\n<\/li>\n<li><a title=\"http:\/\/dx.doi.org\/10.1016\/j.jfineco.2013.02.002\" href=\"https:\/\/doi.org\/10.1016\/j.jacceco.2013.01.006\" target=\"_blank\" rel=\"noopener\">\"Boardroom Centrality and Firm Performance\"<\/a>\n<ul>\n<li><strong>Published in<\/strong> the <em><span class=\"style_20\">Journal of Accounting and Economics<\/span><\/em><em>\u00a0<\/em>[55(2-3): 225-250 (April-May 2013)<\/li>\n<li><span class=\"style_13\"><strong>Coauthors<\/strong><\/span>: Dave Larcker and Charles Wang<span class=\"style_13\"><br \/>\n<\/span><\/li>\n<\/ul>\n<\/li>\n<li><a href=\"http:\/\/aaajournals.org\/doi\/abs\/10.2308\/accr-50186\" target=\"_blank\" rel=\"noopener\">\"Analyst Initiations of Coverage and Stock Return Synchronicity\"<\/a>\n<ul>\n<li><strong>Published in<\/strong> the <span class=\"style_20\">Accounting Review\u00a0[<\/span>87(5): 1527-1553<strong><span class=\"style_7\">\u00a0<\/span><\/strong>(September 2012)]\n<div class=\"textwidget\"><\/div>\n<\/li>\n<li><span class=\"style_13\"><strong>Coauthors<\/strong><\/span>: Darren Roulstone and Steve Crawford<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/div><\/div><div id=\"panel-731-0-0-3\" class=\"so-panel widget widget_mit-pf-wysiwyg widget_mit_pf_wysiwyg panel-last-child\" data-index=\"3\" ><h2 class=\"widget-title\">Topic: Surveys and Monographs<\/h2><div class=\"textwidget\"><ul>\n<li><span class=\"style_20\"><a title=\"http:\/\/dx.doi.org\/10.1016\/j.jfineco.2013.02.002\" href=\"https:\/\/doi.org\/10.1146\/annurev-financial-121415-032930\" target=\"_blank\" rel=\"noopener\">\" Analysts' Forecasts and Asset Pricing: A Survey<\/a>\"<\/span><span class=\"style_20\"><span class=\"style_13\"><br \/>\n<\/span><\/span><\/p>\n<ul>\n<li><span class=\"style_20\"><strong>Published in<\/strong> the<\/span><em><span class=\"style_20\">\u00a0Annual Review of Financial Economics\u00a0<\/span><\/em><span class=\"style_20\">[89(5): 1597-1607 (September 2016)]<\/span><\/li>\n<li><span class=\"style_20\"><span class=\"style_13\"><strong>Coauthors<\/strong><\/span><\/span><span class=\"style_20\">: SP Kothari and Rodrigo Verdi<\/span><\/li>\n<\/ul>\n<\/li>\n<li>\"<a title=\"http:\/\/dx.doi.org\/10.1016\/j.jfineco.2013.02.002\" href=\"http:\/\/dx.doi.org\/10.1561\/1400000022\" target=\"_blank\" rel=\"noopener\">Alphanomics: The Informational Underpinning of Market Efficiency\"<\/a>\n<ul>\n<li><span class=\"style_20\"><span class=\"style_13\"><strong>Published in<\/strong><\/span><\/span> <em><span class=\"style_20\"><span class=\"style_8\">Foundations and Trends in Accounting [<\/span><\/span><\/em><span class=\"style_20\">Vol. 9: 59-258 (2015)]<\/span><em><span class=\"style_20\">\u00a0<\/span><\/em><\/li>\n<li><span class=\"style_13\"><strong>Coauthor<\/strong><\/span><span class=\"style_20\">: Charles Lee<\/span><\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<\/div><\/div><\/div><\/div><\/div>","protected":false},"excerpt":{"rendered":"<p>Topic: Behavioral and Financial Economics &#8220;Flight to Earnings: The Role of Earnings in Periods of Capital Scarcity&#8221; Published in Management Science [69(8), (Aug 2023), Pages 4363-4971] Coauthors: Nick Guest and SP Kothari &#8220;Core Earnings: New Data and Evidence&#8221; Published in the Journal of Financial Economics [142(3), (December 2021), Pages 1068-1091] Coauthors: Ethan Rouen and Charles [&hellip;]<\/p>\n","protected":false},"author":40,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_exactmetrics_skip_tracking":false,"_exactmetrics_sitenote_active":false,"_exactmetrics_sitenote_note":"","_exactmetrics_sitenote_category":0,"footnotes":""},"class_list":["post-731","page","type-page","status-publish","hentry"],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v24.0 (Yoast SEO v25.8) - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Published, Forthcoming and Accepted Research - Eric So<\/title>\n<meta name=\"description\" content=\"So&#039;s research interests include equity valuation, asset pricing, option markets, security analysts, and limits to arbitrage.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/mitmgmtfaculty.mit.edu\/eso\/publications\/\" 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