Scott Cederburg, Travis L. Johnson, and Michael S. O’Doherty.  March 2023. On the Economic Significance of Stock Return Predictability. Review of Finance 27(2): 619-657.

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.