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)
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| 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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