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Paul D. Koch · Study
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Author
Paul D. Koch
20 works
· latest 2021
· 4 institutions
cluster: provisional
ORCID 0000-0002-3554-1224
Works
20 shown
Overnight returns, daytime reversals, and future stock returns
Journal of Financial Economics
·
2021
·
4 authors
98
citations
The Trend in Firm Profitability and the Cross-Section of Stock Returns
The Accounting Review
·
2017
·
3 authors
·
Open access
66
citations
Insider Investment Horizon
The Journal of Finance
·
2017
·
3 authors
·
Open access
89
citations
Informed Trading through the Accounts of Children
The Journal of Finance
·
2013
·
3 authors
·
Open access
80
citations
The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated
Journal of Futures Markets
·
2011
·
3 authors
44
citations
Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open
Journal of Financial and Quantitative Analysis
·
2011
·
3 authors
·
Open access
233
citations
Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements☆
Journal of Financial Economics
·
2009
·
5 authors
341
citations
SENSITIVITY OF INVESTOR REACTION TO MARKET DIRECTION AND VOLATILITY: DIVIDEND CHANGE ANNOUNCEMENTS
The Journal of Financial Research
·
2005
·
2 authors
·
Open access
86
citations
MEASURING HEDGE EFFECTIVENESS FOR FAS 133 COMPLIANCE
Journal of applied corporate finance
·
2003
·
3 authors
·
Open access
24
citations
Meeting the “Highly Effective Expectation” Criterion for Hedge Accounting
The Journal of Derivatives
·
2000
·
2 authors
31
citations
Economic determinants of the correlation structure across international equity markets
Journal of Economics and Business
·
1999
·
2 authors
95
citations
Economic determinants of evolution in international stock market integration
Journal of Empirical Finance
·
1999
·
3 authors
223
citations
The Information Content of Dividend and Capital Structure Policies
Financial Management
·
1999
·
2 authors
·
Open access
90
citations
The firm's leverage-cash flow relationship
Journal of Empirical Finance
·
1996
·
2 authors
64
citations
INTRADAY MARKET BEHAVIOR AND THE EXTENT OF FEEDBACK BETWEEN S&P 500 FUTURES PRICES AND THE S&P 500 INDEX
The Journal of Financial Research
·
1993
·
3 authors
42
citations
Evolution in dynamic linkages across daily national stock indexes
Journal of International Money and Finance
·
1991
·
2 authors
286
citations
Intraday relationships between volatility in S&P 500 futures prices and volatility in the S&P 500 index
Journal of Banking & Finance
·
1990
·
3 authors
71
citations
The U.S. dollar and the \\"delayed J-curve.\\"
Econometric Reviews
·
1988
·
2 authors
24
citations
The U.S. dollar and the "delayed J curve."
RePEc: Research Papers in Economics
·
1988
·
2 authors
·
preprint
21
citations
The Temporal Price Relationship Between S&P 500 Futures and the S&P 500 Index
The Journal of Finance
·
1987
·
3 authors
503
citations