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Travis Johnson

Associate Professor

Department:     Finance

Research Areas:     Asset Pricing, Derivatives, Informational Asymmetry

Travis Johnson headshot

ACADEMIC LEADERSHIP & AWARDS

2019

Professional Awards

Best Paper Award, Review of Asset Pricing Studies

 

2007

Stanford GSB PhD Fellowship

 

2010

SAC Capital Award for Outstanding Research

 

Publications

Travis L. Johnson and Nathan Swem. 2021. Reputation and Investor Activism: A Structural Approach. Journal of Financial Economics 139(1), 29-56.

 

Travis L. Johnson, Jinhwan Kim, and Eric C. So. 2020. Expectations Management and Stock Returns. Review of Financial Studies 33(10), 4580-4626.

 

Travis L. Johnson. 2019. A Fresh Look at Return Predictability Using a More Efficient Estimator. Review of Asset Pricing Studies 9, 1-46.

 

Travis L. Johnson and Eric C. So. 2018. A Simple Multimarket Measure of Information Asymmetry. Management Science 64(3), 1055-1080.

 

Travis L. Johnson and Eric C. So. 2018. Asymmetric Trading Costs Prior to Earnings Announcements: Implications for Price Discovery and Returns. Journal of Accounting Research 56(1), 217-263.

 

Travis L. Johnson and Eric C. So. 2018. Time Will Tell: Information in the Timing of Scheduled Earnings News. Journal of Financial and Quantitative Analysis 53(6), 2431-2464.

 

Travis L. Johnson. 2017. Risk Premia and the VIX Term Structure. Journal of Financial and Quantitative Analysis 52(6), 2461-2490.

 

Travis L. Johnson and Eric C. So. 2012. The Option to Stock Volume Ratio and Future Returns. Journal of Financial Economics 106(2), 262-286.