Travis L. Johnson

Data and code from my research papers

Risk Premia and the VIX Term Structure [Paper], Journal of Financial and Quantitative Analysis, Forthcoming
A Simple Multimarket Measure of Information Asymmetry [Paper] (with Eric C. So), Management Science, Forthcoming
Return Predictability Revisited Using Weighted Least Squares [Paper], University of Texas Working Paper
Back to home page
Last updated June 21, 2017.