Jennifer L. Koski

University of Washington - Michael G. Foster School of Business

Box 353226

Seattle, WA 98195-3226

United States

SCHOLARLY PAPERS

15

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Top 12,907

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4,746

SSRN CITATIONS
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SSRN RANKINGS

Top 21,624

in Total Papers Citations

35

CROSSREF CITATIONS

12

Scholarly Papers (15)

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 977 (29,078)
Citation 21

Abstract:

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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 966 (29,118)
Citation 13

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

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.

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 856 (35,037)
Citation 7

Abstract:

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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 596 (56,835)
Citation 5

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

5.

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 451 (80,195)
Citation 6

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Free Cash Flow, Valuation, Disclosure, Earnings Announcements

6.

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 317 (119,765)
Citation 1

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Credit Ratings, Volume, Information, Nonparametric Tests

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 309 (123,043)
Citation 4

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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 127 (276,114)
Citation 1

Abstract:

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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 75 (389,034)

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

10.

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: 57 Posted: 14 Jun 2021
Abed El Karim Farroukh, Jennifer L. Koski and Ingrid M. Werner
University of Washington, University of Washington - Michael G. Foster School of Business and The Ohio State University - Fisher College of Business
Downloads 41 (514,548)

Abstract:

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

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 31 (565,755)

Abstract:

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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

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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

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