Paul Koch

18 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-3554-1224

Iowa State University

Publications

• Initial Margin Requirements and Market Efficiency — Journal of Financial and Quantitative Analysis 2024
• Operating Leverage and Stock Returns under Different Aggregate Funding Conditions — The Accounting Review 2024
• Indirect Insider Trading — Journal of Financial and Quantitative Analysis 2023
• Overnight returns, daytime reversals, and future stock returns — Journal of Financial Economics 2022
• Do Mutual Fund Investors Overweight the Probability of Extreme Payoffs in the Return Distribution? — Journal of Financial and Quantitative Analysis 2020 (name-matched, not ORCID-linked)
• Insider Investment Horizon — The Journal of Finance 2020
• Determinants and consequences of information processing delay: Evidence from the Thomson Reuters Institutional Brokers’ Estimate System — Journal of Financial Economics 2018 (name-matched, not ORCID-linked)
• The Trend in Firm Profitability and the Cross-Section of Stock Returns — The Accounting Review 2017 (name-matched, not ORCID-linked)
• DRIPs and the Dividend Pay Date Effect — Journal of Financial and Quantitative Analysis 2017
• Capital Market Efficiency and Arbitrage Efficacy — Journal of Financial and Quantitative Analysis 2016 (name-matched, not ORCID-linked)
• Director networks and informed traders — Journal of Accounting and Economics 2016 (name-matched, not ORCID-linked)
• The Calm before the Storm — The Journal of Finance 2016 (name-matched, not ORCID-linked)
• Smart money, dumb money, and capital market anomalies — Journal of Financial Economics 2015 (name-matched, not ORCID-linked)
• Informed Trading through the Accounts of Children — The Journal of Finance 2014
• Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open — Journal of Financial and Quantitative Analysis 2012
• Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements — Journal of Financial Economics 2009
• The Temporal Price Relationship between S&P 500 Futures and the S&P 500 Index — The Journal of Finance 1987
• A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function — Journal of the American Statistical Association 1986