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Reexamining intraday simultaneity in stock index futures markets

Koch, Paul Douglas - In: Journal of banking & finance 17 (1993) 6, pp. 1191-1205

Persistent link: https://www.econbiz.de/10001156856

Informed trading through the accounts of children

Berkman, Henk; Koch, Paul Douglas; Westerholm, P. Joakim - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 363-404

Persistent link: https://www.econbiz.de/10010372415

Anomalous stock returns around internet firms' earnings announcements : the role of disagreement, short sales constraints, and retail trading

Berkman, Henk; Koch, Paul Douglas - 2006

Persistent link: https://www.econbiz.de/10003361088

Evolution in dynamic linkages across daily national stock indexes

Koch, Paul Douglas - In: Journal of international money and finance 10 (1991) 2, pp. 231-251

Persistent link: https://www.econbiz.de/10001106497

Index and non-index stock price volatilities around the 1987 market crash

Koch, Paul Douglas - In: Journal of business research : JBR 26 (1993) 2, pp. 189-199

Persistent link: https://www.econbiz.de/10001136363

DRIPs and the Dividend Pay Date Effect

Berkman, Henk - 2015

On the day that dividends are paid we find a significant positive mean abnormal return that is completely reversed over the following days. This dividend pay date effect has strengthened since the 1970s, and is consistent with the temporary price pressure hypothesis. The pay date effect is...

Persistent link: https://www.econbiz.de/10013036302

DRIPs and the dividend pay date effect

Berkman, Henk; Koch, Paul Douglas - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1765-1795

Persistent link: https://www.econbiz.de/10011928408

The trend in firm profitability and the cross-section of stock returns

Akbas, Ferhat; Jiang, Chao; Koch, Paul Douglas - In: The accounting review : a publication of the American … 92 (2017) 5, pp. 1-32

Persistent link: https://www.econbiz.de/10011762772