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

"Measuring Risk Information."

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

"Commission Savings and Execution Quality for Retail Trades."

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

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

Rouen, Ethan, Eric So, and Charles C. Y. Wang. Journal of Financial Economics Vol. 142, No. 3 (2021): 1068-1091. Download Paper .

"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 Vol. 140, No. 3 (2021): 865-893. Download Paper.

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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.

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