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Faculty and Staff

Faculty and Staff 2018-01-23T16:36:39+00:00

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pkoch

Paul Koch

Title: Kent Corporation Chair in Business
Department: Finance

Office: 3311 Gerdin Business Building
Phone number: (515) 294-2491




Selected Publications

  • Ferhat Akbas and Chao Jiang "Insider Investment Horizon", Journal of Finance, Link to Paper
  • Ferhat Akbas and Chao Jiang (2017) "The Trend in Firm Profitability and the Cross Section of Stock Returns", The Accounting Review, 92 (5):1-32. Link to Paper
  • Henk Berkman (2017) "DRIPs and the Dividend Pay Date Effect", Journal of Financial and Quantitative Analysis, 52 (4):1765-1795. Link to Paper
  • Chao Jiang and Ira Kawaller (2016) "Designing a Proper Hedge: Theory versus Practice", Journal of Financial Research, 39 (2, Summer):123-144. Link to Paper
  • Henk Berkman and Joakim Westerholm (2014) "Informed Trading through the Accounts of Children", Journal of Finance, 69 (1):363-404. Link to Paper
  • Ira Kawaller (2013) "Hedge Effectiveness Tests Revisited", Journal of Derivatives, 21 (1, Fall):1-12. Link to Paper
  • Ted Juhl and Ira Kawaller (2012) "The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness when Prices are Cointegrated ", Journal of Futures Markets, 32 (9):837-876. Link to Paper
  • Henk Berkman, Laura Tuttle, and Ying Zhang (2012) "Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open", Journal of Financial and Quantitative Analysis, 47 (4):715-741. Link to Paper
  • Henk Berkman, Valentin Dimitrov, Prem Jain, and Sheri Tice (2009) "Sell on the News: Differences of Opinion, Short Sales Constraints, and Returns around Earnings Announcements ", Journal of Financial Economics, 92 (3):376-399. Link to Paper