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Asymmetric Trading Costs Prior to Earnings Announcements: Implications for Price Discovery and Returns

JOHNSON, TRAVIS L.; SO, ERIC C. - In: Journal of Accounting Research 56 (2018) 1, pp. 217-263

Persistent link: https://www.econbiz.de/10012086195

The option to stock volume ratio and future returns

Johnson, Travis L.; So, Eric C. - In: Journal of Financial Economics 106 (2012) 2, pp. 262-286

We examine the information content of option and equity volumes when trade direction is unobserved. In a multimarket asymmetric information model, equity short-sale costs result in a negative relation between relative option volume and future firm value. In our empirical tests, firms in the...

Persistent link: https://www.econbiz.de/10010593832

A simple multimarket measure of information asymmetry

Johnson, Travis L.; So, Eric - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1055-1080

Persistent link: https://www.econbiz.de/10011847130

Expectations management and stock returns

Johnson, Travis L.; Kim, Jinhwan; So, Eric - In: The review of financial studies 33 (2020) 10, pp. 4580-4626

Persistent link: https://www.econbiz.de/10012387392

Time will tell : information in the timing of scheduled earnings news

Johnson, Travis L.; So, Eric - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2431-2464

Persistent link: https://www.econbiz.de/10012128037

Risk premia and the VIX term structure

Johnson, Travis L. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2461-2490

Persistent link: https://www.econbiz.de/10011929346

A fresh look at return predictability using a more efficient estimator : editor's choice

Johnson, Travis L. - In: Review of asset pricing studies : RAPS 9 (2019) 1, pp. 1-46

Persistent link: https://www.econbiz.de/10012163282

Reputation and investor activism : a structural approach

Johnson, Travis L.; Swem, Nathan - In: Journal of financial economics 139 (2021) 1, pp. 29-56

Persistent link: https://www.econbiz.de/10012650223

Distortions caused by lending fee retention

Johnson, Travis L.; Weitzner, Gregory - In: Management science : journal of the Institute for … 71 (2025) 1, pp. 35-58

Persistent link: https://www.econbiz.de/10015409642

Measuring Risk Information

SMITH, KEVIN C.; SO, ERIC C. - In: Journal of Accounting Research 60 (2021) 2, pp. 375-426

Persistent link: https://www.econbiz.de/10012809001