Eric So

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Eric So is the Sloan Distinguished Professor of Management 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
"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 So. Journal of Accounting Research Vol. 56, No. 1 (2018): 217-263.

"A Simple Multimarket Measure of Information Asymmetry."

Johnson, Travis L., and Eric So. Management Science. Forthcoming.

"Calendar Rotations: A New Approach for Studying the Impact of Timing using’ Earnings Announcements."

Noh, Suzie, Eric So, and Rodrigo Verdi. Journal of Financial Economics. Forthcoming. Download Paper.

"Core Earnings: New Data and Evidence; Measuring Risk Information."

Rouen, Ethan, Eric So, and Charles C. Y. Wang. Journal of Financial Economics. Forthcoming. SSRN.

"Time Will Tell: Information in the Timing of Scheduled Earnings News."

Johnson, Travis L., and Eric So. Journal of Financial and Quantitative Analysis. Forthcoming.

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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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