Paul D. Koch

Iowa State University - Finance Department

Kent Corporation Chair in Business

Ivy College of Business

Ames, IA 50011

United States

http://https://www.business.iastate.edu/directory/pkoch/

Iowa State University - Finance Department

Ames, IA 50011-2063

United States

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 8,317

SSRN RANKINGS

Top 8,317

in Total Papers Downloads

5,791

SSRN CITATIONS
Rank 23,148

SSRN RANKINGS

Top 23,148

in Total Papers Citations

19

CROSSREF CITATIONS

12

Scholarly Papers (16)

1.

The Trend in Firm Profitability and the Cross Section of Stock Returns

The Accounting Review, 2017
Number of pages: 91 Posted: 17 Dec 2014 Last Revised: 31 Jan 2018
Ferhat Akbas, Chao Jiang and Paul D. Koch
University of Illinois at Chicago, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 1,389 (13,263)
Citation 6

Abstract:

Loading...

Gross profitability, trend in profitability, expected returns, profitability growth

2.

Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open

Number of pages: 40 Posted: 16 Jun 2010 Last Revised: 14 Mar 2011
University of Auckland - Business School, Iowa State University - Finance Department, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Missouri State University - College of Business Administration
Downloads 871 (26,621)
Citation 6

Abstract:

Loading...

market efficiency, attention, sentiment, retail investors, transaction costs, short sale

3.

DRIPs and the Dividend Pay Date Effect

Forthcoming, Journal of Financial and Quantitative Analysis (JFQA), 2016
Number of pages: 74 Posted: 07 Nov 2012 Last Revised: 22 Nov 2015
Henk Berkman and Paul D. Koch
University of Auckland - Business School and Iowa State University - Finance Department
Downloads 721 (34,596)
Citation 3

Abstract:

Loading...

market efficiency, dividend, anomaly, dividend reinvestment plan, retail investors, sentiment, transaction costs, short sales, institutional ownership

4.

Informed Trading Through the Accounts of Children

Journal of Finance, Forthcoming
Number of pages: 81 Posted: 07 Jun 2012 Last Revised: 20 Feb 2013
University of Auckland - Business School, Iowa State University - Finance Department and University of Sydney Business School
Downloads 458 (62,319)
Citation 8

Abstract:

Loading...

Individual investors, informed trading, insider trading, information asymmetry, market efficiency, PIN

5.

Overpricing: Evidence from Earnings Announcements

Number of pages: 46 Posted: 04 Aug 2006
Henk Berkman and Paul D. Koch
University of Auckland - Business School and Iowa State University - Finance Department
Downloads 389 (75,736)

Abstract:

Loading...

market efficiency, short-sale restrictions, overpricing, earnings announcements, institutional ownership

6.

Insider Investment Horizon

Journal of Finance, Forthcoming
Number of pages: 96 Posted: 17 Mar 2017 Last Revised: 08 May 2018
Ferhat Akbas, Chao Jiang and Paul D. Koch
University of Illinois at Chicago, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 387 (76,209)
Citation 1

Abstract:

Loading...

Insider trading, investment horizon, unexpected insider trades, information asymmetry, short-termism

7.

Inside the Director Network: When Directors Trade Inside, Interlock, and Unconnected Stocks

Number of pages: 76 Posted: 14 Apr 2014 Last Revised: 23 Nov 2017
University of Auckland - Business School, Iowa State University - Finance Department and University of Sydney Business School
Downloads 377 (78,506)

Abstract:

Loading...

Informed trading, insider trading, information asymmetry, market efficiency, interlocking board, corporate director network, family network, social network analysis

8.

Overnight Returns, Daytime Reversals, and Future Stock Returns: The Risk of Investing in a Tug of War With Noise Traders

Number of pages: 57 Posted: 09 Feb 2019
University of Illinois at Chicago, Singapore Management University - Lee Kong Chian School of Business, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 308 (208,248)

Abstract:

Loading...

Noise Trader Risk, Opening Price, Overnight Return, Heterogeneous Investors, Retail Traders

9.

Short Sale Constraints, Dispersion of Opinions, and Overnight Returns

Number of pages: 86 Posted: 22 Jun 2007
University of Auckland - Business School, Iowa State University - Finance Department, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and affiliation not provided to SSRN
Downloads 250 (123,104)

Abstract:

Loading...

market efficiency, limits to arbitrage, short sale restrictions, institutional ownership, dispersion of opinions, overpricing

10.

Disagreement, Short Sale Constraints, and Speculative Trading Before Earnings Announcements

Number of pages: 57 Posted: 10 Aug 2008
Henk Berkman and Paul D. Koch
University of Auckland - Business School and Iowa State University - Finance Department
Downloads 203 (150,784)
Citation 4

Abstract:

Loading...

market efficiency, speculation, disagreement, dispersion of opinions, limits to arbitrage, institutional ownership, short sale restrictions, overpricing, earnings announcements

11.

Dispersion of Opinions, Limits to Arbitrage, and Overnight Returns

Number of pages: 64 Posted: 10 Aug 2008 Last Revised: 21 Jun 2009
University of Auckland - Business School, Iowa State University - Finance Department, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Missouri State University - College of Business Administration
Downloads 188 (161,895)
Citation 1

Abstract:

Loading...

market efficiency, limits to arbitrage, short sale restrictions, institutional ownership, transaction costs, dispersion of opinions, disagreement, overpricing

12.

Disagreement, Aggregate Trading Volume, and Excess Market Returns

Number of pages: 47 Posted: 21 Nov 2017
Ferhat Akbas, Egemen Genc, Chao Jiang and Paul D. Koch
University of Illinois at Chicago, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 150 (196,861)
Citation 1

Abstract:

Loading...

Disagreement, abnormal trading volume, asset prices, equity risk premium, volatility, return predictability

13.

Indirect Insider Trading

Number of pages: 57 Posted: 19 Nov 2018
Miami University, University of South Carolina - Department of Finance, Iowa State University - Finance Department and University of Kansas - School of Business
Downloads 100 (266,952)

Abstract:

Loading...

Insider trading, informed trading, information asymmetry, opportunism, trusts, retirement accounts, foundations, family networks

14.

Sensitivity of Investor Reaction to Market Direction and Volatility: Dividend Change Announcements

Journal of Financial Research, Forthcoming
Posted: 14 Apr 2004
Diane Scott Docking and Paul D. Koch
Northern Illinois University - Department of Finance and Iowa State University - Finance Department

Abstract:

Loading...

Dividend announcements, rational expectations

15.

The Information Content of Dividend and Capital Structure Policies

Financial Management, Vol. 28, Iss. 4, Winter 1999
Posted: 14 Aug 2001
Paul D. Koch and Catherine Shenoy
Iowa State University - Finance Department and University of Kansas, School of Business

Abstract:

Loading...

16.

Adaptive Logic Network, Arima, and Linear Regression Forecasts of International Equity Markets During the Crash of October 1987

Posted: 07 Jan 1999
University of Kansas, Iowa State University - Finance Department and Saint Michael's College

Abstract:

Loading...