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], University of Texas Working Paper
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Last updated February, 2018.