Eric So

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Eric So is the Sloan Distinguished Professor of Financial Economics and an Associate Professor in the Economics, Finance, and Accounting Area of the MIT Sloan School of Management.

His research interests include equity valuation, asset pricing, option markets, security analysts, and limits to arbitrage with a focus on the forces and mechanisms that shape the information content of market prices. 

He holds an MA in economics from Cornell University and a PhD in business administration from Stanford University's Graduate School of Business. Prior to completing his PhD, So worked as a research analyst at the Nasdaq Stock Market in the Economic Research department.

Honors

So wins 2020 Jamieson Prize

Publications

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.

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.

"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.

"Measuring Risk Information."

Smith, Kevin, and Eric C. So. Journal of Accounting Research. Forthcoming. Download Paper.

"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.

"Commission Savings and Execution Quality for Retail Trades."

Kothari, S.P., Travis L. Johnson, and Eric C. So, MIT Sloan Working Paper 6559-21. Cambridge, MA: MIT Sloan School of Management, December 2021.

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Ideas Made to Matter

When companies report earnings, going first helps

Research shows firms that report early in the earnings queue earn more media coverage, heightened attention from investors, and a bump in trading volume.

Apr 7, 2020
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