Eric C. So
Associate Professor of Accounting at MIT Sloan School of Management. Co-author of So Wang Zhang 2024 Investor Corporate Visits. Known for work on information acquisition costs, analyst coverage as an expected-return proxy, and asymmetric trading costs around earnings announcements.
Affiliations
- MIT Sloan School of Management, Accounting Group (current).
Key contributions
- Lee & So (2017) Uncovering expected returns: Information in analyst coverage proxies, JFE — shows that abnormal analyst coverage (residual from size / turnover / momentum) is itself a positive expected-return proxy. This is the immediate intellectual antecedent of Abnormal Investor Visits (AIV): So co-authors the "abnormal attention" lineage on both the sell-side (analysts) and buy-side (institutional investors) side.
- Johnson & So (2018) Asymmetric trading costs prior to earnings announcements, JAR — documents a market-wide bid-ask asymmetry around earnings dates that helps explain post-earnings-announcement drift through the cost channel rather than the risk channel.
- So, Wang & Zhang (2024) Investor Corporate Visits and Predictable Returns, JFQA — the on-site visit signal; see So Wang Zhang 2024 Investor Corporate Visits.
- Ongoing research on disclosure, information production, and trading costs in US and China equity markets.