Travis L. Johnson

Data and code from my research papers

Risk Premia and the VIX Term Structure [Paper], Journal of Financial and Quantitative Analysis 52 (2017)
A Simple Multimarket Measure of Information Asymmetry [Paper] (with Eric C. So), Management Science 64 (2018)
A Fresh Look at Return Predictability Using a More Efficient Estimator [Paper], Review of Asset Pricing Studies 9 (2019)
Reputation and Investor Activism: A Structural Approach [Paper], Journal of Financial Economics Forthcoming (2019)
Expectations Management and Stock Returns [Paper], Review of Financial Studies Forthcoming (2019)
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