Details about Jennifer Lynch Koski
Access statistics for papers by Jennifer Lynch Koski.
Last updated 2021-01-15. Update your information in the RePEc Author Service.
Short-id: pko508
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Working Papers
1996
- 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 in Journal of Finance (1999)
Journal Articles
2019
- Do upgrades matter? Evidence from trading volume
Journal of Financial Markets, 2019, 43, (C), 54-77 View citations (3)
2017
- Ex-Dividend Profitability and Institutional Trading Skill
Journal of Finance, 2017, 72, (1), 461-494 View citations (6)
2010
- Short Selling Around Seasoned Equity Offerings
Review of Financial Studies, 2010, 23, (12), 4389-4418 View citations (46)
2007
- DOES VOLATILITY DECREASE AFTER REVERSE STOCK SPLITS?
Journal of Financial Research, 2007, 30, (2), 217-235 View citations (5)
2006
- Information Flow and Liquidity around Anticipated and Unanticipated Dividend Announcements
The Journal of Business, 2006, 79, (5), 2301-2336 View citations (25)
2001
- Volatility, autocorrelations, and trading activity after stock splits
Journal of Financial Markets, 2001, 4, (2), 163-184 View citations (11)
2000
- Prices, Liquidity, and the Information Content of Trades
Review of Financial Studies, 2000, 13, (3), 659-96 View citations (39)
1999
- How Are Derivatives Used? Evidence from the Mutual Fund Industry
Journal of Finance, 1999, 54, (2), 791-816 View citations (141)
See also Working Paper (1996)
1998
- Measurement Effects and the Variance of Returns after Stock Splits and Stock Dividends
Review of Financial Studies, 1998, 11, (1), 143-62 View citations (25)
1996
- 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 (16)
1992
- Are stock prices excessively sensitive to current information?: Comment
Journal of Economic Behavior & Organization, 1992, 18, (1), 127-131
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