Details about Jennifer Lynch Koski

Access statistics for papers by Jennifer Lynch Koski.

Last updated 2024-01-04. Update your information in the RePEc Author Service.

Short-id: pko508

Working Papers

2021

1. Does Retrenchment Boost Performance? Evidence from Fallen Angels
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics

1996

2. How Are Derivatives Used? Evidence from the Mutual Fund Industry
   Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations (61)
   See also Journal Article How Are Derivatives Used? Evidence from the Mutual Fund Industry, Journal of Finance, American Finance Association (1999) View citations (179) (1999)

Journal Articles

2019

1. Do upgrades matter? Evidence from trading volume
   Journal of Financial Markets, 2019, 43, (C), 54-77 View citations (4)

2018

2. Who Wins When Exchanges Compete?* Evidence from Competition after Euro Conversion
   (Equity returns and integration: is Europe changing?)
   Review of Finance, 2018, 22, (6), 2037-2071 View citations (1)

2017

3. Ex-Dividend Profitability and Institutional Trading Skill
   Journal of Finance, 2017, 72, (1), 461-494 View citations (11)

2010

4. Short Selling Around Seasoned Equity Offerings
   The Review of Financial Studies, 2010, 23, (12), 4389-4418 View citations (65)

2007

5. DOES VOLATILITY DECREASE AFTER REVERSE STOCK SPLITS?
   Journal of Financial Research, 2007, 30, (2), 217-235 View citations (6)

2006

6. Information Flow and Liquidity around Anticipated and Unanticipated Dividend Announcements
   The Journal of Business, 2006, 79, (5), 2301-2336 View citations (33)

2001

7. Volatility, autocorrelations, and trading activity after stock splits
   Journal of Financial Markets, 2001, 4, (2), 163-184 View citations (12)

2000

8. Prices, Liquidity, and the Information Content of Trades
   The Review of Financial Studies, 2000, 13, (3), 659-96 View citations (46)

1999

9. How Are Derivatives Used? Evidence from the Mutual Fund Industry
   Journal of Finance, 1999, 54, (2), 791-816 View citations (179)
   See also Working Paper How Are Derivatives Used? Evidence from the Mutual Fund Industry, Center for Financial Institutions Working Papers (1996) View citations (61) (1996)

1998

10. Measurement Effects and the Variance of Returns after Stock Splits and Stock Dividends
    The Review of Financial Studies, 1998, 11, (1), 143-62 View citations (28)

1996

11. A Microstructure Analysis of Ex-dividend Stock Price Behavior before and after the 1984 and 1986 Tax Reform Acts
    The Journal of Business, 1996, 69, (3), 313-38 View citations (19)

1992

12. Are stock prices excessively sensitive to current information?: Comment
    Journal of Economic Behavior & Organization, 1992, 18, (1), 127-131