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

17

DOWNLOADS
Rank 8,217

SSRN RANKINGS

Top 8,217

in Total Papers Downloads

6,470

SSRN CITATIONS
Rank 22,293

SSRN RANKINGS

Top 22,293

in Total Papers Citations

27

CROSSREF CITATIONS

12

Scholarly Papers (17)

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 1,453 (13,562)
Citation 5

Abstract:

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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 888 (28,279)
Citation 10

Abstract:

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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 758 (35,216)
Citation 4

Abstract:

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

4.

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 530 (56,408)
Citation 2

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

5.

Overnight Returns, Daytime Reversals, and Future Stock Returns

Number of pages: 62 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 482 (208,248)

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

6.

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 465 (66,396)
Citation 11

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

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 402 (79,024)

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

8.

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 397 (80,203)

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

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 257 (129,531)

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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 207 (159,814)
Citation 4

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

11.

Indirect Insider Trading

Number of pages: 64 Posted: 19 Nov 2018 Last Revised: 29 Apr 2020
Miami University, University of South Carolina - Department of Finance, Iowa State University - Finance Department and University of Kansas - School of Business
Downloads 198 (166,510)

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

12.

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 191 (172,023)
Citation 1

Abstract:

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

13.

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, University of Illinois at Chicago, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 176 (185,131)
Citation 1

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

14.

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, Iowa State University - Department of Finance, Ph.D. Student, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 66 (367,221)

Abstract:

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

15.

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

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Dividend announcements, rational expectations

16.

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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17.

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

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