Eric So

Faculty

Eric So

Support Staff

Get in Touch

Title

About

Academic Groups

Academic Area

Eric So is the Sloan Distinguished Professor of Financial Economics and a Professor in the Economics, Finance, and Accounting Area of the MIT Sloan School of Management. He is also the Chair of the PhD Program.

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.

"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.

"Measuring Risk Information."

Smith, Kevin, and Eric C. So. Journal of Accounting Research Vol. 60, No. 2 (2022): 375-426. Download Paper.

Load More

Recent Insights

Ideas Made to Matter

New courses at MIT Sloan include ‘Pursuing happiness’

Before it’s in the boardroom, it’s on the syllabus at MIT Sloan — including a new course on pursuing a meaningful life.

Sep 27, 2022
Read Article
Ideas Made to Matter

Retail investors lose big in options markets, research shows

Retail investors are playing an outsized role in options markets. New research sheds light on how their behavior affects prices — and how much investors stand to lose.

Aug 4, 2022
Read Article
Load More

Media Highlights