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

Lee, Charles, Eric C. So, and Charles Wang. Review of Financial Studies Vol. 34, No. 4 (2021): 1907-1951. Download Paper.

"Momentum Headwinds."

Xie, Chloe, Joseph Piotroski, Charles Lee, and Eric C. So, Working Paper. 2021.

"Expectations Management and Stock Returns."

Johnson, Travis, Jinhwan Kim, and Eric C. So. Review of Financial Studies Vol. 33, No. 10 (2020): 4580-4626. Download Paper.

"Voluntary and Mandatory Disclosures: Do Managers View them as Substitutes?"

Noh, Suzie, Eric C. So, and Joseph P. Weber. Journal of Accounting and Economics Vol. 68, No. 1 (2019): 101243. Download Paper.

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

Johnson, Travis L., and Eric So. Journal of Financial and Quantitative Analysis Vol. 53, No. 6 (2018): 2431-2464. Download Paper.

"A Simple Multimarket Measure of Information Asymmetry."

Johnson, Travis L., and Eric So. Management Science Vol. 64, No. 3 (2018): 1055-1080. Download Paper.