Jennifer Koski
Jennifer Koski
Professor of Finance, University of Washington
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Cited by
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How are derivatives used? Evidence from the mutual fund industry
JL Koski, J Pontiff
The journal of finance 54 (2), 791-816, 1999
Short selling around seasoned equity offerings
TR Henry, JL Koski
The review of financial studies 23 (12), 4389-4418, 2010
Prices, liquidity, and the information content of trades
JL Koski, R Michaely
The Review of Financial Studies 13 (3), 659-696, 2000
Who trades around the ex-dividend day? Evidence from NYSE audit file data
JL Koski, JT Scruggs
Financial Management, 58-72, 1998
Measurement effects and the variance of returns after stock splits and stock dividends
JL Koski
The Review of Financial Studies 11 (1), 143-162, 1998
Information flow and liquidity around anticipated and unanticipated dividend announcements
JR Graham, JL Koski, U Loewenstein
The Journal of Business 79 (5), 2301-2336, 2006
A microstructure analysis of ex-dividend stock price behavior before and after the 1984 and 1986 tax reform acts
JL Koski
Journal of Business, 313-338, 1996
Ex‐dividend profitability and institutional trading skill
TR Henry, JL Koski
The Journal of Finance 72 (1), 461-494, 2017
Volatility, autocorrelations, and trading activity after stock splits
A Kamara, JL Koski
Journal of Financial Markets 4 (2), 163-184, 2001
Noise trading and volatility: Evidence from day trading and message boards
JL Koski, EM Rice, A Tarhouni
Available at SSRN 533943, 2004
Does volatility decrease after reverse stock splits?
JL Koski
Journal of Financial Research 30 (2), 217-235, 2007
The prevalence and costs of financial misrepresentation
A Alawadhi, JM Karpoff, JL Koski, GS Martin
Available at SSRN 3532053, 2020
Free cash flow disclosure in earnings announcements
KW Adame, JL Koski, KW Lem, SE McVay
Journal of Financial Reporting 8 (2), 1-23, 2023
Nonstandard settlement trading on ex-dividend days
JL Koski
University of Washington Working Paper. Seattle: University of Washington, 1993
Why are investors paying more attention to free cash flows
K Adame, J Koski, S McVay
Preliminary and incomplete). University of Washington, 2019
Do upgrades matter? Evidence from trading volume
J Brogaard, JL Koski, AF Siegel
Journal of Financial Markets 43, 54-77, 2019
Arbitrage vs. informed short selling: Evidence from convertible bond issuers
J Hackney, TR Henry, JL Koski
Journal of Corporate Finance 65, 101687, 2020
Who wins when exchanges compete? Evidence from competition after Euro conversion
KL Dewenter, X Han, JL Koski
Review of Finance 22 (6), 2037-2071, 2018
The prevalence and price distorting effects of undetected financial misrepresentation: empirical evidence
A Alawadhi, J Karpoff, JL Koski, GD Martin
Working Paper. Available from: https://ssrn. com/abst r act= 3532053 …, 2023
Predicting financial misrepresentation
A Alawadhi, J Karpoff, JL Koski, GD Martin
Working paper, University of Washington, 2020
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