Jennifer L. Koski

University of Washington - Michael G. Foster School of Business

Box 353226

Seattle, WA 98195-3226

United States

SCHOLARLY PAPERS

13

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45

Scholarly Papers (13)

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 941 (22,699)
Citation 15

Abstract:

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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

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

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

2.

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 937 (23,249)
Citation 25

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

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 774 (30,488)
Citation 5

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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 509 (53,092)

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

5.

Do Upgrades Matter? Evidence from Trading Volume

Number of pages: 63 Posted: 17 Jun 2015 Last Revised: 19 Jul 2017
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 260 (115,173)

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Credit Ratings, Volume, Information, Nonparametric Tests

6.

Free Cash Flow Disclosure in Earnings Announcements

Number of pages: 61 Posted: 09 Mar 2018 Last Revised: 23 Jul 2018
Katharine Adame, Jennifer L. Koski and Sarah E. McVay
University of Washington, University of Washington - Michael G. Foster School of Business and University of Washington
Downloads 208 (143,703)

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Free Cash Flow, Valuation, Disclosure, Earnings Announcements

7.

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 77 (306,413)

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

8.

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 67 (331,059)

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

9.

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 (458,555)

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

10.

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 affiliation not provided to SSRN

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11.

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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12.

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

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13.

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

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