Eric So

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Eric So is a financial economist and chaired Professor in the Global Economics and Management group and MIT Sloan School of Management, where he holds the title of Sloan Distinguished Professor of Global Economics and Management.

His research portfolio spans a variety of topics including asset pricing and trading, behavioral economics, risk analysis, and market microstructure with a focus on the forces and mechanisms that shape the information content of market prices. He also serves as the Faculty Chair of MIT Sloan's PhD program, is an award-winning teacher and mentor, and has several years of experience advising actively managed funds.

He holds a PhD from Stanford University's Graduate School of Business and a Masters in economics from Cornell University. His research has been repeatedly covered in print and electronic media, including Wall Street Journal, Barrons, MarketWatch, Forbes, TheStreet.Com,  International Business Times, and New York Times.

Featured Research

"Flight-to-Earnings: The Role of Earnings in Periods of Capital Scarcity." Guest, Nicholas, M., S.P. Kothari, and Eric C. So. Management Science. Forthcoming.

"Fee the People: Retail Investor Behavior and Trading Commission Fees."Even-Tov, Omri, Kimberlyn George, Shimon Kogan, and Eric C. So, MIT Sloan Working Paper 6801-22. Cambridge, MA: MIT Sloan School of Management, September 2022.

"Financial Reporting and Consumer Behavior."Noh, Suzie, Eric C. So, and Christina Zhu, MIT Sloan Working Paper 6560-21. Cambridge, MA: MIT Sloan School of Management, May 2022.

Areas of Interest

Asset Pricing and Valuation; Behaviorial Finance; Limits to Arbitrage; Market Microstructure; Earnings Announcements

 

 

Honors

So wins 2020 Jamieson Prize

Publications

Featured Publication

"Uncovering Expected Returns: Information in Analyst Coverage Proxies."

Lee, Charles M.C., and Eric So. Journal of Financial Economics Vol. 124, No. 2 (2017): 331-348.

Featured Publication

"Asymmetric Trading Costs Prior to Earnings Announcements: Implications for Price Discovery and Returns."

Johnson, Travis, and Eric C. So. Journal of Accounting Research Vol. 56, No. 1 (2018): 217-263.

"Conflicts of Interest in Subscriber-Paid Credit Ratings."

Bonsall, Samuel B., Jacquelyn Gillette, Gabriel Pundrich, and Eric C. So. Journal of Accounting and Economics. Forthcoming. SSRN.

"Flight-to-Earnings: The Role of Earnings in Periods of Capital Scarcity."

Guest, Nicholas, M., S.P. Kothari, and Eric C. So. Management Science. Forthcoming. SSRN.

"Losing is Optional: Retail Option Trading and Expected Announcement Volatility."

de Silva, Tim, Kevin Smith, and Eric C. So, MIT Sloan Working Paper 6944-22. Cambridge, MA: MIT Sloan School of Management, June 2023.

"Fee the People: Retail Investor Behavior and Trading Commission Fees."

Even-Tov, Omri, Kimberlyn George, Shimon Kogan, and Eric C. So, MIT Sloan Working Paper 6801-22. Cambridge, MA: MIT Sloan School of Management, September 2022.

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