[an error occurred while processing this directive]
paul koch

Paul D. Koch

O. Maurice Joy Professor of Business
School of Business
University of Kansas
Lawrence, KS 66045

Email: pkoch@ku.edu

Curriculum Vitae


Research Papers
Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open

The Effect of the Hedge Horizon On Optimal Hedge Size and Effectiveness When Prices Are Cointegrated

Divergent Investment Skills Across Investor Types Before and After Earnings Announcements

Problems with Using the Internal Rate of Return in Making Decisions About Granting TIFs

Increment Financing Encourages Development

Sell on the News: Differences of Opinion, Short Sales Constraints, and Returns Around Earnings Announcements

Overpricing and Earnings Announcements," September 2006 (with Henk Berkman)

Disagreement, Short Sale Constraints, and Speculative Trading Before Earnings Announcements.," June 2008 (with Henk Berkman)

Dispersion of Opinions, Short Sale Constraints, and Overnight Returns," July 2008 (with Henk Berkman, Laura Tuttle, & Ying Zhang)

Stock Returns and Trading Activity Around Earnings Announcements for Chinese A-Shares," September 2006 (with Henk Berkman & Ying "Jenny" Zhang)

Anomalous stock returns around internet firms' earnings announcements: The role of disagreement, short sales constraints, and retail trading," October 2006 (with Henk Berkman)


Noise Trading and the Price Formation Process," (with Henk Berkman)

Sensitivity of Investor Reaction to Market Direction and Volatility: Dividend Change Announcements," The Journal of Financial Research 28.1, (Spring 2005), 21-40 (with Diane Scott Docking)

Measuring Hedge Effectiveness for FAS 133 Compliance," Journal of Applied Corporate Finance 2003(with John Charnes and Henk Berkman)

Calendar Spreads, Outright Futures Positions, and Risk," The Journal of Alternative Investments (Winter 2002) (with Ira Kawaller and Ludan Liu)


Volume and Volatility Surrounding Quarterly Redesignation of the Lead S&P 500 Futures Contract," The Journal of Futures Markets 21.12 (2001), 1119-1149 (with Ira G. Kawaller and John E. Peterson)

Meeting the 'Highly Effective Expectation' Criterion for Hedge Accounting," Journal of Derivatives 7 (Summer 2000), 79-87 (with Ira Kawaller)


The Information Content of Dividend and Capital Structure Policies," Financial Management 28 (Winter 1999), 5-27 (with Catherine Shenoy)

Mid-Day Volatility Spikes in U.S. Futures Markets," The Journal of Futures Markets 19.2 (1999), 195-216 (with Diane Scott Docking and Ira G. Kawaller)
Course Syllabi

Links

JSTOR

SSRN

NBER

Short Biography

[an error occurred while processing this directive]