IN for Faculty and Staff IN for MBA Students
 
"Theoretical financial models are important, but they do not exist in a vacuum. We need to understand the link between these models and the business world, both for our own academic research and for the classroom."

 

 

 

 
Jennifer Koski
Associate Professor of Finance
John B. and Delores L. Fery Faculty Fellow

PhD, Stanford University, 1991
MBA, Harvard University, 1987
BS, Brown University, 1983



Phone:   
 206-543-7975 Mailing Address:
Fax:
 206-543-7472 Michael G. Foster School of Business
Office:
Email:
 325 Mackenzie Hall
jkoski@u.washington.edu
 Finance Department
Box 353200
Seattle, WA 98195-3200
     
Faculty Personal Web Page:   http://faculty.washington.edu/~jkoski/


Specialties

    Market microstructure, corporate finance

Positions Held

    At the University of Washington since 1991
    Financial analyst at Goldman Sachs & Company (1983-85)

Selected Publications

  • "Does Volatility Decrease after Reverse Stock Splits?" Journal of Financial Research, Vol. 30, 2007, pp. 217-235.

  • "Information Flow and Liquidity Around Anticipated and Unanticipated Dividend Announcements," with J. Graham and U. Loewenstein, Journal of Business, Vol. 79, 2006, pp. 2301-2336.

  • "Volatility, Autocorrelations, and Trading Activity After Stock Splits," with A. Kamara, Journal of Financial Markets, Vol. 4, 2001, pp. 163-184.

  • "Prices, Liquidity, and The Information Content of Trades," with R. Michaely, Review of Financial Studies, Vol. 13, Fall 2000, pp. 659-696.

  • "How are Derivatives Used? Evidence from the Mutual Fund Industry," with J. Pontiff, Journal of Finance, Vol. 54, April 1999, pp. 791-816.

  • "Who Trades Around the Ex-Dividend Day? Evidence from NYSE Audit File Data," with John Scruggs, Financial Management, Vol. 27, 1998, pp. 58-72.

  • "Measurement Effects and the Variance of Returns After Stock Splits and Stock Dividends," Review of Financial Studies, Vol. 11, 1998, pp. 143-162.

  • "A Microstructure Analysis of Ex-Dividend Stock Price Behavior Before and After the 1984 and 1986 Tax Reform Acts," Journal of Business, Vol. 69, 1996, pp. 313-338.

Current Research

    Stock splits, dividend policy, market microstructure, stock market volatility, information processing in securities markets, equity offerings, short selling.

Honors and Awards

    PACCAR Award for Excellence in Teaching (2001, 2008)
    MBA Elective Professor of the Quarter for Autumn (2006, 2009)
    MBA Core Professor of the Quarter for:
    Winter (2001, 2002, 2003, 2004, 2006, 2007, 2008)
    Spring (1992, 1993, 1994, 1996)

    Charles E. Summer Outstanding Teaching Award (2000, 2003, 2005, 2007)
    MBA Core Professor of the Year (1994, 1996, 2001-2008)
    Daniel R. Siegel Service Award (2000, 2005, 2006, 2007)
    Evening MBA Professor of the Quarter for Autumn (2005)
    Dean's Citizenship Award (2004)
    Andrew V. Smith Faculty Development Award (2003)
    PhD Mentor of the Year Award (2001)
    MBA Core Teaching Team of the Year (1997, 1998, 2000)
    Burlington Northern Foundation Faculty Achievement Award (1993)






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