Eric So

Sarofim Family Career Development Professor
Associate Professor of Accounting

Biography | Selected Publications

“Alphanomics: The Informational Underpinnings of Market Efficiency” So, Eric, and Charles Lee. Forthcoming in Foundation and Trends in Accounting [Vol. 8]

“News-Driven Return Reversals: Liquidity Provision Ahead of Earnings Announcements." So, Eric, and S. Wang. Journal of Financial Economics [114(1): 20-35 (October 2014)]

“Non-Diversifiable Volatility Risk and Risk Premiums at Earnings Announcements.” So, Eric, and Mary Barth. Accounting Review [89(5): 1579-1607 (September 2014)]

“A New Approach to Predicting Analyst Forecast Errors: Do Investors Overweight Analyst Forecasts?” So, Eric. Journal of Financial Economics [108(3): 615-640 (June 2013)]

“Board Centrality and Firm Performance” So, Eric, Dave Larcker and Charles Wang. Journal of Accounting and Economics [55(2-3): 225-250 (April-May 2013)]

"The Option to Stock Volume Ratio and Future Returns." So, Eric, and Travis Johnson. Journal of Financial Economics 106(2): 262-286 (2012)

“Analyst Initiations of Coverage and Stock-Return Synchronicity”  So, Eric, Darren Roulstone and Steve Crawford. Accounting Review [87(5): 1527-1553 (September 2012)]

“Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach” So, Eric, and Joe Piotroski. Review of Financial Studies [25(9): 2841-2875] (2012)

 

Contact Information
Office: E62-677
Tel: (617) 253-6470
E-mail: eso@mit.edu
Support Staff
Name: Cassie Reddick
Tel: (617) 715-4178
Name: Jackie Donnelly
Tel: (617) 324-1198
Name: Nancy Leonelli
Tel: (617) 253-6130
Group(s)

General Expertise
Accounting; Analyst forecasts; Asset management; Asset pricing; Capital market; Capital markets; Financial institutions; Financial markets; Financial reporting; Financial Statement Analysis; Financial statement analysis; Forecasting; Investment analysis; Investment strategies; Market microstructure; NASDAQ; New York Stock Exchange (NYSE); Options; Portfolio design and management; Statement analysis; Stock exchange; Stock market; Stock options; Stock trading; Strategic finance; Trading decisions; Trading gains and losses; United States; Valuation; Valuation