Reading + Data
Resources
Recommended Books
Favorite
Thinking, Fast and Slow
Nudge: The Final Edition
Misbehaving: The Making of Behavioral Economics
Irrational Exuberance (Revised and Expanded Third Edition)
Narrative Economics
Adaptive Markets: Financial Evolution at the Speed of Thought
Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined
Alphanomics: The Informational Underpinnings of Market Efficiency
The Signal and the Noise
Everybody Lies
Don't Trust Your Gut
Outliers: The Story of Success
Nexus: A Brief History of Information Networks from the Stone Age to AI
Co-Intelligence: Living and Working with AI
Power and Progress: Our Thousand-Year Struggle Over Technology and Prosperity
Duped: Truth-Default Theory and the Social Science of Lying and Deception
Designing Your Life: How to Build a Well-Lived, Joyful Life
Thinking, Fast and Slow
Nudge: The Final Edition
Misbehaving: The Making of Behavioral Economics
Irrational Exuberance (Revised and Expanded Third Edition)
Narrative Economics
Adaptive Markets: Financial Evolution at the Speed of Thought
Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined
Alphanomics: The Informational Underpinnings of Market Efficiency
The Signal and the Noise
Everybody Lies
Don't Trust Your Gut
Outliers: The Story of Success
Nexus: A Brief History of Information Networks from the Stone Age to AI
Co-Intelligence: Living and Working with AI
Power and Progress: Our Thousand-Year Struggle Over Technology and Prosperity
Duped: Truth-Default Theory and the Social Science of Lying and Deception
Designing Your Life: How to Build a Well-Lived, Joyful Life Datasets
WEB → CSV → SAS →
Implied Cost of Capital & Expected Return Data
Lee, Wang, So — Review of Financial Studies
Expectations Management Incentive (EMI)
Johnson, Kim, So — Review of Financial Studies
1985–2015 · Permno, Expected_ann_date, EMI
Daily Information Asymmetry Proxy (MIA)
Johnson, So — Management Science
2006–2018 · Permno, Date, MIA
Some of these datasets and code artifacts may not be perfectly accurate due to ongoing updates to underlying libraries, infrastructure, and third-party data providers (for example, WRDS occasionally revises historical records when discrepancies are identified). Please treat these files as references that may require updating or correction. Use at your own risk.
AI & Education
MIT Sloan EdTech