Boardroom centrality and firm performance DF Larcker, EC So, CCY Wang Journal of Accounting and Economics 55 (2-3), 225-250, 2013 | 877 | 2013 |
The option to stock volume ratio and future returns TL Johnson, EC So Journal of Financial Economics 106 (2), 262-286, 2012 | 436 | 2012 |
A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts? EC So Journal of Financial Economics 108 (3), 615-640, 2013 | 322* | 2013 |
Identifying expectation errors in value/glamour strategies: A fundamental analysis approach JD Piotroski, EC So Review of Financial Studies 25 (9), 2841-2875, 2012 | 301 | 2012 |
Analyst initiations of coverage and stock return synchronicity S Crawford, DT Roulstone, EC So Accounting Review 87 (5), 1527-1553, 2012 | 274 | 2012 |
Analysts¡¯ Forecasts and Asset Pricing: A Survey SP Kothari, EC So, RS Verdi Annual Review of Financial Economics 89 (5 (October)), 1579-1607, 2016 | 263 | 2016 |
Inside the black box of doctoral education: What program characteristics influence doctoral students¡¯ attrition and graduation probabilities? RG Ehrenberg, GH Jakubson, JA Groen, EC So, J Price Educational Evaluation and Policy Analysis 29 (2), 134-150, 2007 | 221 | 2007 |
Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects CMC Lee, EC So, CCY Wang Review of Financial Studies 34 (4), 1907–1951, 2021 | 210* | 2021 |
Uncovering Expected Returns: Information in Analyst Coverage Proxies C Lee, EC So Jounal of Financial Economics 124 (2), 331-348, 2017 | 180 | 2017 |
News-driven return reversals: Liquidity provision ahead of earnings announcements EC So, S Wang Journal of Financial Economics 114 (1), 20-35, 2014 | 156 | 2014 |
Voluntary and Mandatory Disclosure: Do managers view them as substitutes? S Noh, E So, J Weber Journal of Accounting and Economics 68 (1 (August 2019)), 1-17, 2019 | 121 | 2019 |
Non-diversifiable volatility risk and risk premiums at earnings announcements ME Barth, EC So The Accounting Review 89 (5), 1579-1607, 2014 | 106 | 2014 |
Time Will Tell: Information in the Timing of Scheduled Earnings News T Johnson, EC So Journal of Financial and Quantitative Analysis 53 (6), 2431-2464, 2018 | 99* | 2018 |
Asymmetric Trading Costs Prior to Earnings Announcements: Implications for Price Discovery and Returns T Johnson, E So Journal of Accounting Research 56 (1), 217-263, 2018 | 94 | 2018 |
A Simple Multimarket Measure of Information Asymmetry TL Johnson, EC So Management Science 64 (3), 1055-1080, 2018 | 77 | 2018 |
Alphanomics: the Informational Underpinnings of Market Efficiency CMC Lee, CE So Foundations and Trends® in Accounting 9, 59-258, 2015 | 66 | 2015 |
Bad news bearers: The negative tilt of the financial press M Niessner, EC So Available at SSRN 3219831, 2018 | 62 | 2018 |
Calendar Rotations: A New Approach for Studying the Impact of Timing using Earnings Announcements S Noh, EC So, RS Verdi Journal of Financial Economics 140 (3), 865-893, 2021 | 48 | 2021 |
Expectations management and stock returns T Johnson, J Kim, EC So Review of Financial Studies 33 (10), 4580–4626, 2020 | 47 | 2020 |
Measuring risk information K Smith, EC So Journal of Accounting Research, 2020 | 36 | 2020 |