Eric C. So

Eric C. So

Massachusetts Institute of Technology

H-index: 21

North America-United States

About Eric C. So

Eric C. So, With an exceptional h-index of 21 and a recent h-index of 21 (since 2020), a distinguished researcher at Massachusetts Institute of Technology, specializes in the field of Asset pricing and valuation, behavioral finance, limits to arbitrage, market microstructure.

His recent articles reflect a diverse array of research interests and contributions to the field:

Conflicts of interest in subscriber-paid credit ratings

Investor Corporate Visits and Expected Returns

Losing is Optional: Retail Option Trading and Expected Announcement Volatility

Financial reporting and consumer behavior

Going by the book: Valuation ratios and stock returns

Flight to Earnings: The Role of Earnings in Periods of Capital Scarcity

Losing is optional: Retail option trading and earnings announcement volatility

Fee the people: Retail investor behavior and trading commission fees

Eric C. So Information

University

Position

Sloan Distinguished Associate Professor of Management Economics Finance and Accounting Area

Citations(all)

3678

Citations(since 2020)

2334

Cited By

2306

hIndex(all)

21

hIndex(since 2020)

21

i10Index(all)

23

i10Index(since 2020)

22

Email

University Profile Page

Massachusetts Institute of Technology

Google Scholar

View Google Scholar Profile

Eric C. So Skills & Research Interests

Asset pricing and valuation

behavioral finance

limits to arbitrage

market microstructure

Top articles of Eric C. So

Title

Journal

Author(s)

Publication Date

Conflicts of interest in subscriber-paid credit ratings

Journal of Accounting and Economics

Samuel B Bonsall

Jacquelyn R Gillette

Gabriel Pundrich

Eric So

2024/2/1

Investor Corporate Visits and Expected Returns

Available at SSRN 3751468

Eric C So

Rongfei Wang

Ran Zhang

2023/7

Losing is Optional: Retail Option Trading and Expected Announcement Volatility

Available at SSRN 4050165

Tim de Silva

Kevin Smith

Eric C So

2023/6/8

Financial reporting and consumer behavior

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Suzie Noh

Eric C So

Christina Zhu

2023/6/1

Going by the book: Valuation ratios and stock returns

Available at SSRN 3854022

Ki-Soon Choi

Eric C So

Charles CY Wang

2023/5/21

Flight to Earnings: The Role of Earnings in Periods of Capital Scarcity

Management Science

Nick Guest

SP Kothari

Eric So

2023/8

Losing is optional: Retail option trading and earnings announcement volatility

Tim de Silva

Kevin Smith

Eric C So

2022

Fee the people: Retail investor behavior and trading commission fees

Omri Even-Tov

Shimon Kogan

Eric C So

2022/10/1

Commission savings and execution quality for retail trades

Available at SSRN 3976300

SP Kothari

Travis L Johnson

Eric C So

2021/12/2

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

Journal of Financial Economics

Suzie Noh

Eric C So

Rodrigo S Verdi

2021/6

Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects

Review of Financial Studies

Charles MC Lee

Eric C So

Charles CY Wang

2021/4

Meet markets: investor meetings and expected returns

Eric C So

Rongfei Wang

Ran Zhang

2021

Measuring risk information

Journal of Accounting Research

Kevin Smith

Eric C So

2020/6/15

Expectations management and stock returns

Review of Financial Studies

Travis Johnson

Jinhwan Kim

Eric C So

2020

See List of Professors in Eric C. So University(Massachusetts Institute of Technology)