Jennifer L. Koski

University of Washington - Michael G. Foster School of Business

Box 353226

Seattle, WA 98195-3226

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 12,330

SSRN RANKINGS

Top 12,330

in Total Papers Downloads

4,188

SSRN CITATIONS
Rank 19,712

SSRN RANKINGS

Top 19,712

in Total Papers Citations

33

CROSSREF CITATIONS

13

Scholarly Papers (14)

1.

Short Selling Around Seasoned Equity Offerings

AFA 2009 San Francisco Meetings Paper
Number of pages: 61 Posted: 25 Mar 2008 Last Revised: 03 May 2017
Tyler R. Henry and Jennifer L. Koski
Miami University and University of Washington - Michael G. Foster School of Business
Downloads 948 (25,658)
Citation 20

Abstract:

Loading...

Seasoned equity offerings, short sales, Rule 10b-21, Regulation SHO, Rule 105, Informed Trading, Manipulation

Information Flow and Liquidity Around Anticipated and Unanticipated Dividend Announcements

Number of pages: 51 Posted: 29 Jun 2003
John R. Graham, Jennifer L. Koski and Uri Loewenstein
Duke University, University of Washington - Michael G. Foster School of Business and University of Utah - Department of Finance
Downloads 948 (25,234)
Citation 18

Abstract:

Loading...

dividends, news releases, announcements, stock price reactions, stock returns, information flow, scheduled, unscheduled, anticipated, unanticipated

Information Flow and Liquidity around Anticipated and Unanticipated Dividend Announcements

Journal of Business, Forthcoming
Posted: 11 Aug 2004
John R. Graham, Jennifer L. Koski and Uri Loewenstein
Duke University, University of Washington - Michael G. Foster School of Business and University of Utah - Department of Finance

Abstract:

Loading...

Dividends, news releases, announcements, stock price reactions, stock returns, information flow, scheduled, unscheduled, anticipated, unanticipated

3.

Noise Trading and Volatility: Evidence from Day Trading and Message Boards

Number of pages: 49 Posted: 21 Apr 2004
Jennifer L. Koski, Edward M. Rice and Ali Tarhouni
University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and University of Washington - Michael G. Foster School of Business
Downloads 808 (32,223)
Citation 7

Abstract:

Loading...

Noise Trading, Volatility, Day Trading, Message Boards, Market Efficiency

4.

Ex-Dividend Profitability and Institutional Trading Skill

Journal of Finance, Forthcoming
Number of pages: 48 Posted: 19 Mar 2014 Last Revised: 15 Apr 2016
Tyler R. Henry and Jennifer L. Koski
Miami University and University of Washington - Michael G. Foster School of Business
Downloads 556 (52,943)
Citation 5

Abstract:

Loading...

Institutional investors, trader skill, ex-day returns, dividend capture, costly arbitrage

5.

Do Upgrades Matter? Evidence from Trading Volume

Journal of Financial Markets, Forthcoming
Number of pages: 63 Posted: 17 Jun 2015 Last Revised: 19 Jun 2020
Jonathan Brogaard, Jennifer L. Koski and Andrew F. Siegel
University of Utah - David Eccles School of Business, University of Washington - Michael G. Foster School of Business and University of Washington - Department of Finance and Business Economics
Downloads 291 (113,419)

Abstract:

Loading...

Credit Ratings, Volume, Information, Nonparametric Tests

6.

Free Cash Flow Disclosure in Earnings Announcements

Number of pages: 44 Posted: 09 Mar 2018 Last Revised: 05 Jun 2020
Katharine Adame, Jennifer L. Koski, Katie Lem and Sarah E. McVay
University of Washington, University of Washington - Michael G. Foster School of Business, University of Washington - Department of Accounting and University of Washington
Downloads 275 (120,451)
Citation 3

Abstract:

Loading...

Free Cash Flow, Valuation, Disclosure, Earnings Announcements

7.

The Prevalence and Costs of Financial Misrepresentation

Number of pages: 60 Posted: 25 Feb 2020
University of Washington, University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and American University - Kogod School of Business
Downloads 159 (202,702)

Abstract:

Loading...

Fraud, prediction, enforcement, social cost

8.

Arbitrage vs. Informed Short Selling: Evidence From Convertible Bond Issuers

Number of pages: 55 Posted: 10 Mar 2018 Last Revised: 24 Sep 2018
John Hackney, Tyler R. Henry and Jennifer L. Koski
University of South Carolina - Department of Finance, Miami University and University of Washington - Michael G. Foster School of Business
Downloads 100 (286,449)
Citation 1

Abstract:

Loading...

Short Selling, Informed Trading, Arbitrage, Convertible Bonds, Earnings Announcements

9.

Who Wins When Exchanges Compete? Evidence from Competition after Euro Conversion

Review of Finance, Forthcoming
Number of pages: 58 Posted: 23 Jul 2015 Last Revised: 04 May 2017
Kathryn L. Dewenter, Xi Han and Jennifer L. Koski
University of Washington - Michael G. Foster School of Business, San Francisco State University - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 73 (347,238)

Abstract:

Loading...

Exchange competition, Euro adoption, Transparency, Trading costs, Volume

10.

Euro Conversion and the Competition for Order Flow Among European Exchanges

Number of pages: 59 Posted: 23 Aug 2013
Kathryn L. Dewenter, Xi Han and Jennifer L. Koski
University of Washington - Michael G. Foster School of Business, San Francisco State University - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 30 (503,803)

Abstract:

Loading...

Euro adoption, Exchange competition, Tick size, Transparency, Trading costs

11.

Who Trades Around the Ex-Dividend Day? Evidence from NYSE Audit File Data

Financial Management, Vol. 27, No. 3, Autumn 1998
Posted: 28 Jan 1999
Jennifer L. Koski and John T. Scruggs
University of Washington - Michael G. Foster School of Business and Allianz Global Investors

Abstract:

Loading...

12.

Measurement Effects and the Variance of Returns after Stock Splits and Stock Dividends

Posted: 25 Jul 1998
Jennifer L. Koski
University of Washington - Michael G. Foster School of Business

Abstract:

Loading...

13.

How are Derivatives Used? Evidence from the Mutual Fund Industry

WFIC 96-27
Posted: 06 May 1998
Jennifer L. Koski and Jeffrey Pontiff
University of Washington - Michael G. Foster School of Business and Boston College - Department of Finance

Abstract:

Loading...

14.

A Microstructure Analysis of Ex-Dividend Stock Price Behavior Before and after the 1984 and 1986 Tax Reform Acts

J. OF BUSINESS, Vol. 69 No. 3, July 1996
Posted: 05 May 1998
Jennifer L. Koski
University of Washington - Michael G. Foster School of Business

Abstract:

Loading...