Jennifer L. Koski

University of Washington - Michael G. Foster School of Business

Box 353226

Seattle, WA 98195-3226

United States

  • University of Washington - Michael G. Foster School of Business

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    • Tel: 206-543-7975
    • Fax: 206-685-9392
SCHOLARLY PAPERS

15

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58

CROSSREF CITATIONS

12

Scholarly Papers (15)

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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 1,019 (35,859)
Citation 21

Abstract:

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

2.

Information Flow and Liquidity Around Anticipated and Unanticipated Dividend Announcements

Downloads 994 (37,101)

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 994 (36,554)
Citation 13

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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

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

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

3.

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 966 (38,607)
Citation 6

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Free Cash Flow, Valuation, Disclosure, Earnings Announcements

4.

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 956 (39,204)
Citation 7

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

5.

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 672 (63,243)
Citation 5

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

6.

The prevalence and price distorting effects of undetected financial misrepresentation: Empirical evidence

Number of pages: 62 Posted: 25 Feb 2020 Last Revised: 26 Apr 2023
Abdullah Alawadhi, Jonathan M. Karpoff, Jennifer L. Koski and Gerald S. Martin
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 602 (72,689)
Citation 4

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Misrepresentation, fraud, prediction, enforcement, social cost

7.

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 372 (129,300)
Citation 1

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Credit Ratings, Volume, Information, Nonparametric Tests

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 160 (294,590)
Citation 1

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

9.

Does Retrenchment Boost Performance? Evidence from Fallen Angels

Fisher College of Business Working Paper No. 2021-03-09, Charles A. Dice Center Working Paper No. 2021-09
Number of pages: 66 Posted: 14 Jun 2021 Last Revised: 23 Nov 2021
Abed El Karim Farroukh, Jennifer L. Koski and Ingrid M. Werner
Indiana University - Kelley School of Business, University of Washington - Michael G. Foster School of Business and The Ohio State University - Fisher College of Business
Downloads 111 (390,247)

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restructuring, low stock price, fallen angels, retrenchment, gambling for resurrection

10.

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 90 (449,511)

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

11.

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 47 (628,300)

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

12.

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

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13.

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

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14.

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:

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15.

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:

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