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

  • Iowa State University - Finance Department

    • Tel: 5152942491

  • Iowa State University - Finance Department

    • Tel: 5152942491
SCHOLARLY PAPERS

18

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11,884

TOTAL CITATIONS
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Top 10,819

in Total Papers Citations

117

Scholarly Papers (18)

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1.

Overnight Returns, Daytime Reversals, and Future Stock Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 73 Posted: 09 Feb 2019
Ferhat Akbas, Ekkehart Boehmer, Chao Jiang and Paul D. Koch
University of Illinois at Chicago - College of Business Administration, Singapore Management University - Lee Kong Chian School of Business, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 2,293 (208,248)

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Opening price, overnight return, daytime reversal, heterogeneous investors, retail traders, arbitrageurs.

2.

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 - College of Business Administration, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 2,060 (16,822)
Citation 20

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

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 1,331 (32,851)
Citation 5

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

4.

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
Henk Berkman, Paul D. Koch, Laura A. Tuttle and Ying Zhang
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 1,286 (34,567)
Citation 64

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

5.

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 - College of Business Administration, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 969 (51,899)
Citation 4

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

6.

Indirect Insider Trading

Journal of Financial and Quantitative Analysis
Number of pages: 74 Posted: 19 Nov 2018 Last Revised: 26 Apr 2022
Bradley A. Goldie, Chao Jiang, Paul D. Koch and M. Babajide Wintoki
Miami University, University of South Carolina - Department of Finance, Iowa State University - Finance Department and University of Kansas - School of Business
Downloads 666 (137,906)

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Insider trading, informed trading, opportunism, trusts, retirement accounts, foundations.

7.

Informed Trading Through the Accounts of Children

Journal of Finance, Forthcoming
Number of pages: 81 Posted: 07 Jun 2012 Last Revised: 20 Feb 2013
Henk Berkman, Paul D. Koch and P. Joakim Westerholm
University of Auckland Business School, Iowa State University - Finance Department and University of Sydney Business School
Downloads 551 (108,782)
Citation 11

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

8.

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
Henk Berkman, Paul D. Koch and P. Joakim Westerholm
University of Auckland Business School, Iowa State University - Finance Department and University of Sydney Business School
Downloads 520 (116,906)
Citation 7

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

9.

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 471 (131,817)

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

10.

High Aggregate Volume Return Premium

Number of pages: 56 Posted: 21 Nov 2017 Last Revised: 06 Feb 2020
Ferhat Akbas, Egemen Genc, Chao Jiang and Paul D. Koch
University of Illinois at Chicago - College of Business Administration, University of Illinois at Chicago, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 393 (162,676)
Citation 1

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

11.

Short Sale Constraints, Dispersion of Opinions, and Overnight Returns

Number of pages: 86 Posted: 22 Jun 2007
Henk Berkman, Paul D. Koch, Laura A. Tuttle and Jenny Zhang
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 322 (202,473)

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

12.

Dispersion of Opinions, Limits to Arbitrage, and Overnight Returns

Number of pages: 64 Posted: 10 Aug 2008 Last Revised: 21 Jun 2009
Henk Berkman, Paul D. Koch, Laura A. Tuttle and Ying Zhang
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 313 (208,724)
Citation 1

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

13.

Initial Margin Requirements and Market Efficiency

Forthcoming, Journal of Financial and Quantitative Analysis
Number of pages: 54 Posted: 26 Mar 2021 Last Revised: 26 Dec 2023
Ferhat Akbas, Lezgin Ay and Paul D. Koch
University of Illinois at Chicago - College of Business Administration, University of North Texas, Department of Finance and Iowa State University - Finance Department
Downloads 288 (228,156)

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market efficiency, leverage constraints, margin requirements, limits to arbitrage, post-earnings announcement drift, PEAD

14.

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 245 (268,882)
Citation 4

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

15.

Margin Requirements, Risk Taking, and Multifactor Models

Number of pages: 68 Posted: 11 Dec 2018 Last Revised: 03 Dec 2019
Ferhat Akbas, Lezgin Ay, Chao Jiang and Paul D. Koch
University of Illinois at Chicago - College of Business Administration, University of North Texas, Department of Finance, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 176 (367,016)

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Asset pricing, CAPM, multifactor models, security market line, leverage constraints, margin requirements, risk premia.

16.

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

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

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Dividend announcements, rational expectations

17.

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

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18.

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

Posted: 07 Jan 1999
Kenneth O. Cogger, Paul D. Koch, Diane M. Lander and Diane M. Lander
University of Kansas, Iowa State University - Finance Department and Southern New Hampshire University - School of BusinessSaint Michael's College

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