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Eric So
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Eric So is the Sarofim Family Career Development Professor 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.
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.
"Time Will Tell: Information in the Timing of Scheduled Earnings News."
Johnson, Travis L., and Eric So. Journal of Financial and Quantitative Analysis. Forthcoming.
"Analysts’ Forecasts and Asset Pricing: A Survey."
Kothari, SP, Eric So, and Rodrigo Verdi. Annual Review of Financial Economics Vol. 8, (2016): 197-219.
"Alphanomics: The Informational Underpinnings of Market Efficiency."
Lee, Charles C., and Eric C. So. Foundation and Trends in Accounting Vol. 9, No. 2-3 (2015): 59-258.