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Travis Johnson
Travis Johnson
Associate Professor of Finance, University of Texas at Austin
Verified email at mccombs.utexas.edu - Homepage
Title
Cited by
Cited by
Year
The option to stock volume ratio and future returns
TL Johnson, EC So
Journal of Financial Economics 106 (2), 262-286, 2012
4172012
Risk Premia and the VIX Term Structure
TL Johnson
Journal of Financial and Quantitative Analysis 52 (6), 2461-2490, 2017
128*2017
Time will tell: Information in the timing of scheduled earnings news
TL Johnson, EC So
Journal of Financial and Quantitative Analysis 53 (6), 2431-2464, 2018
93*2018
Asymmetric trading costs prior to earnings announcements: Implications for price discovery and returns
TL Johnson, EC So
Journal of Accounting Research 56 (1), 217-263, 2018
872018
A Simple Multimarket Measure of Information Asymmetry
TL Johnson, EC So
Management Science 64 (3), 1055-1080, 2018
692018
A Fresh Look at Return Predictability Using a More Efficient Estimator
TL Johnson
Review of Asset Pricing Studies 9 (1), 1-46, 2019
50*2019
Expectations Management and Stock Returns
TL Johnson, J Kim, EC So
Review of Financial Studies 33 (10), 4580-4626, 2020
432020
Reputation and Investor Activism: A Structural Approach
TL Johnson, N Swem
Journal of Financial Economics 139 (1), 29-56, 2021
40*2021
Distortions caused by lending fee retention
TL Johnson, G Weitzner
Available at SSRN 3081123, 2020
17*2020
On the Economic Significance of Stock Return Predictability
S Cederburg, TL Johnson, MS O'Doherty
Available at SSRN 3372629, 2022
112022
Commission savings and execution quality for retail trades
SP Kothari, TL Johnson, EC So
Available at SSRN 3976300, 2021
82021
The Performance of Characteristic-Sorted Portfolios: Evaluating the Past and Predicting the Future
A Alti, TL Johnson, S Titman
Available at SSRN 3966667, 2022
32022
Past is prologue: Inference from the cross section of returns around an event
JB Cohn, TL Johnson, Z Liu, M Wardlaw
Available at SSRN 4296657, 2023
22023
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Articles 1–13