Erik Johannesson

Research Interests

Broadly speaking, I am interested in empirical capital markets research and in questions that address how information can be used by market participants to assess equity prices. I find the triplet {Information, Processing, Price} intriguing, which is the reason why I decided to pursue a Ph.D. in Accounting.

Various permutations and angles of this triplet can be found in all the research I have conducted thus far.

One example is the pair of papers I have written with Prof. Jim Ohlson. We aspire to derive accounting-based constructs that better process public information to more accurately explain market prices and market returns.

Another example is my paper with Prof. Seil Kim, a paper in which we investigate whether executives use private information about upcoming good news when deciding whether to dispose of vested equity, in anticipation of price increases.

A third example is my dissertation, described above.

Other research interests include risk assessments, anomalies, fraudulence, and accounting quality. However, I believe a good idea is a good idea, and I am open to working in other areas as well.

Regardless of research question, my primary methodology is empirical archival, ideally augmented with analytical reasoning or experimental corroboration. Combining methodologies can, in my mind, lead to very interesting research. Proper identification strategies and sound, plausible premises are important to me, and alternative methodologies may help ensuring this.

Education

• Doctor of Philosophy - PhD Columbia University - Columbia Business School (2013 — 2018)
• NYU Stern School of Business
• Master's degree Stockholm School of Economics

Companies

• Associate Analysis Group (2021)
• Member of the Abacus Editorial Board Abacus (2017)
• Assistant Professor Of Accounting Baruch College (2018 — 2021)
• Visiting Scholar NYU Stern School of Business (2012 — 2013)
• Course Director Stockholm School of Economics (2011 — 2011)