Search Results - "So, Eric C"

A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts? by So, Eric C.

“…I provide evidence that investors overweight analyst forecasts by demonstrating that prices do not fully reflect predictable components of analyst errors,…”
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Uncovering expected returns: Information in analyst coverage proxies by Lee, Charles M.C., So, Eric C.

“…We show that analyst coverage proxies contain information about expected returns. We decompose analyst coverage into abnormal and expected components using a…”
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Non-Diversifiable Volatility Risk and Risk Premiums at Earnings Announcements by Barth, Mary E., So, Eric C.

“…This study seeks to determine whether earnings announcements pose non-diversifiable volatility risk that commands a risk premium. We find that investors…”
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News-driven return reversals: Liquidity provision ahead of earnings announcements by So, Eric C., Wang, Sean

“…This study documents a six-fold increase in short-term return reversals during earnings announcements relative to non-announcement periods. Following prior…”
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Voluntary and mandatory disclosures: Do managers view them as substitutes? by Noh, Suzie, So, Eric C., Weber, Joseph P.

“…We examine the relation between firms' voluntary guidance and mandatory 8K filings. We find a negative relation between guidance and 8Ks, which strengthens…”
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Calendar rotations: A new approach for studying the impact of timing using earnings announcements by Noh, Suzie, So, Eric C., Verdi, Rodrigo S.

“…We develop a novel methodology for studying the causal impact of announcement timing. Our methodology uses firms’ earnings announcements and leverages…”
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The option to stock volume ratio and future returns by Johnson, Travis L., So, Eric C.

“…We examine the information content of option and equity volumes when trade direction is unobserved. In a multimarket asymmetric information model, equity…”
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Boardroom centrality and firm performance by Larcker, David F., So, Eric C., Wang, Charles C.Y.

“…Firms with central boards of directors earn superior risk-adjusted stock returns. A long (short) position in the most (least) central firms earns average…”
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Expectations Management and Stock Returns by Johnson, Travis L., Kim, Jinhwan, So, Eric C.

“…We establish a link between firms managing investors’performance expectations, earnings announcement premiums, and cyclical patterns (i.e., seasonalities) in…”
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A Simple Multimarket Measure of Information Asymmetry by Johnson, Travis L., So, Eric C.

“…We develop and implement a new measure of information asymmetry among traders. Our measure is based on the intuition that informed traders are more likely than…”
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Time Will Tell: Information in the Timing of Scheduled Earnings News by Johnson, Travis L., So, Eric C.

“…Using novel earnings calendar data, we show that firms’ advanced scheduling of earnings announcement dates foreshadows their earnings news. Firms that schedule…”
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Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach by Piotroski, Joseph D., So, Eric C.

“…It is well established that value stocks outperform glamour stocks, yet considerable debate exists about whether the return differential reflects compensation…”
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Analyst Initiations of Coverage and Stock Return Synchronicity by Crawford, Steven S., Roulstone, Darren T., So, Eric C.

“…We examine how the information produced by analysts when they initiate coverage contributes to the mix of firm-specific, industry-, and market-wide information…”
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Core earnings: New data and evidence by Rouen, Ethan, So, Eric C., Wang, Charles C.Y.

“…Using a novel dataset, we show that components of firms’ GAAP earnings stemming from ancillary business activities or transitory shocks are significant in…”
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Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects by Lee, Charles M C, So, Eric C, Wang, Charles C Y

“…Abstract We introduce a parsimonious framework for choosing among alternative expected-return proxies (ERPs) when estimating treatment effects. By comparing…”
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Asymmetric Trading Costs Prior to Earnings Announcements: Implications for Price Discovery and Returns by JOHNSON, TRAVIS L., SO, ERIC C.

“…We show that the cost of trading on negative news, relative to positive news, increases before earnings announcements. Our evidence suggests that this…”
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Measuring Risk Information by SMITH, KEVIN C., SO, ERIC C.

“…ABSTRACT We develop a measure of how information events impact investors' expectations of risk. The measure is broadly applicable and simple to implement. We…”
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A New Approach to Predicting Analyst Forecast Errors: Do Investors Overweight Analyst Forecasts? by So, Eric C

“…I provide evidence that investors overweight analyst forecasts by demonstrating that prices do not fully reflect predictable components of analyst errors,…”
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Alert and sniffy-nosed about Mll-AF4? by Greaves, Mel, So, C. W. Eric

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A murine Mll-AF4 knock-in model results in lymphoid and myeloid deregulation and hematologic malignancy. Commentary by GREAVES, Mel, SO, C. W. Eric, WEILI CHEN, QUANZHI LI, HUDSON, Wendy A, KUMAR, Ashish, KIRCHHOF, Nicole, KERSEY, John H

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