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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
4192012
Risk Premia and the VIX Term Structure
TL Johnson
Journal of Financial and Quantitative Analysis 52 (6), 2461-2490, 2017
133*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
92*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
852018
A Simple Multimarket Measure of Information Asymmetry
TL Johnson, EC So
Management Science 64 (3), 1055-1080, 2018
702018
A Fresh Look at Return Predictability Using a More Efficient Estimator
TL Johnson
Review of Asset Pricing Studies 9 (1), 1-46, 2019
52*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
39*2021
Distortions caused by lending fee retention
TL Johnson, G Weitzner
Available at SSRN 3081123, 2020
19*2020
On the Economic Significance of Stock Return Predictability
S Cederburg, TL Johnson, MS O'Doherty
Available at SSRN 3372629, 2022
122022
Anatomy of Trading Costs for Retail Investors: Savings from Off-Exchange Execution
TK Brown, TL Johnson, SP Kothari, EC So
Available at SSRN 3976300, 2024
7*2024
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
32023
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
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