| Boardroom centrality and firm performance DF Larcker, EC So, CCY Wang Journal of Accounting and Economics 55 (2-3), 225-250, 2013 | 835 | 2013 |
| The option to stock volume ratio and future returns TL Johnson, EC So Journal of Financial Economics 106 (2), 262-286, 2012 | 424 | 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 | 304* | 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 | 292 | 2012 |
| Analyst initiations of coverage and stock return synchronicity S Crawford, DT Roulstone, EC So Accounting Review 87 (5), 1527-1553, 2012 | 263 | 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 | 247 | 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 | 214 | 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 | 201* | 2021 |
| Uncovering Expected Returns: Information in Analyst Coverage Proxies C Lee, EC So Jounal of Financial Economics 124 (2), 331-348, 2017 | 160 | 2017 |
| News-driven return reversals: Liquidity provision ahead of earnings announcements EC So, S Wang Journal of Financial Economics 114 (1), 20-35, 2014 | 144 | 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 | 108 | 2019 |
| Non-diversifiable volatility risk and risk premiums at earnings announcements ME Barth, EC So The Accounting Review 89 (5), 1579-1607, 2014 | 103 | 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 | 94* | 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 | 88 | 2018 |
| A Simple Multimarket Measure of Information Asymmetry TL Johnson, EC So Management Science 64 (3), 1055-1080, 2018 | 66 | 2018 |
| Alphanomics: the Informational Underpinnings of Market Efficiency CMC Lee, CE So Foundations and Trends® in Accounting 9, 59-258, 2015 | 64 | 2015 |
| Bad news bearers: The negative tilt of the financial press M Niessner, EC So Available at SSRN 3219831, 2018 | 56* | 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 | 47 | 2021 |
| Expectations management and stock returns T Johnson, J Kim, EC So Review of Financial Studies 33 (10), 4580–4626, 2020 | 45 | 2020 |
| Measuring risk information K Smith, EC So Journal of Accounting Research, 2020 | 35 | 2020 |
