| The temporal price relationship between S&P 500 futures and the S&P 500 index IG Kawaller, PD Koch, TW Koch The Journal of Finance 42 (5), 1309-1329, 1987 | 975 | 1987 |
| Evolution in dynamic linkages across daily national stock indexes PD Koch, TW Koch Journal of international money and finance 10 (2), 231-251, 1991 | 521 | 1991 |
| Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements H Berkman, V Dimitrov, PC Jain, PD Koch, S Tice Journal of Financial Economics 92 (3), 376-399, 2009 | 425 | 2009 |
| Economic determinants of evolution in international stock market integration K Bracker, DS Docking, PD Koch Journal of empirical finance 6 (1), 1-27, 1999 | 354 | 1999 |
| Paying attention: overnight returns and the hidden cost of buying at the open H Berkman, PD Koch, L Tuttle, YJ Zhang Journal of Financial and Quantitative Analysis 47 (4), 715-741, 2012 | 255 | 2012 |
| The information content of dividend and capital structure policies PD Koch, C Shenoy Financial Management, 16-35, 1999 | 176 | 1999 |
| Intraday relationships between volatility in S&P 500 futures prices and volatility in the S&P 500 index IG Kawaller, PD Koch, TW Koch Journal of Banking & Finance 14 (2-3), 373-397, 1990 | 160 | 1990 |
| Sensitivity of investor reaction to market direction and volatility: dividend change announcements DS Docking, PD Koch Journal of Financial Research 28 (1), 21-40, 2005 | 151 | 2005 |
| Economic determinants of the correlation structure across international equity markets K Bracker, PD Koch Journal of Economics and Business 51 (6), 443-471, 1999 | 142 | 1999 |
| The firm's leverage-cash flow relationship C Shenoy, PD Koch Journal of Empirical Finance 2 (4), 307-331, 1996 | 131 | 1996 |
| The US dollar and the\" delayed J-curve.\" PD Koch, JA Rosensweig Economic Review, 2-15, 1988 | 103 | 1988 |
| Informed trading through the accounts of children H Berkman, PD Koch, PJ Westerholm The Journal of Finance 69 (1), 363-404, 2014 | 94 | 2014 |
| Insider investment horizon F Akbas, C Jiang, PD Koch The Journal of Finance 75 (3), 1579-1627, 2020 | 79 | 2020 |
| The trend in firm profitability and the cross-section of stock returns F Akbas, C Jiang, PD Koch The Accounting Review 92 (5), 1-32, 2017 | 74 | 2017 |
| Intraday market behavior and the extent of feedback between S&P 500 futures prices and the S&P 500 index IG Kawaller, PD Koch, TW Koch Journal of Financial Research 16 (2), 107-121, 1993 | 73 | 1993 |
| The Relationship between the S & P 500 Index and S & P 500 Index Futures Prices IG Kawaller, PD Koch, TW Koch Chicago Mercantile Exchange, 1987 | 66 | 1987 |
| A method for testing the independence of two time series that accounts for a potential pattern in the cross-correlation function PD Koch, SS Yang Journal of the American Statistical Association 81 (394), 533-544, 1986 | 63 | 1986 |
| Meeting the" highly effective expectation" criterion for hedge accounting IG Kawaller, PD Koch Journal of Derivatives 7 (4), 79-87, 2000 | 54 | 2000 |
| Overnight returns, daytime reversals, and future stock returns F Akbas, E Boehmer, C Jiang, PD Koch Journal of Financial Economics 145 (3), 850-875, 2022 | 53 | 2022 |
| The effect of the hedge horizon on optimal hedge size and effectiveness when prices are cointegrated T Juhl, IG Kawaller, PD Koch Journal of Futures Markets 32 (9), 837-876, 2012 | 52 | 2012 |
