“Arbitrage vs. Informed Short Selling: Evidence from Convertible Bond Issuers”
Hackney, J., Henry, T., & Koski, J., (2020). Journal of Corporate Finance, Vol. 65.

“Do Upgrades Matter? Evidence from Trading Volume”
Brogaard, J., Koski, J., & Siegel, A., (2019). Journal of Financial Markets, Vol. 43, pp. 54–77.

“Who Wins When Exchanges Compete? Evidence from Competition after Euro Conversion”
Dewenter, K., Han, X., & Koski, J., (2018). Review of Finance, Vol. 22(6), pp. 2037–2071.

“Ex-Dividend Profitability and Institutional Trading Skill”
Henry, T., & Koski, J., (2017). Journal of Finance, Vol. 72(1), pp. 461–494.

“Short Selling Around Seasoned Equity Offerings”
Henry, T., & Koski, J., (2010). Review of Financial Studies, Vol. 23(12), pp. 4389–4418.

“Does Volatility Decrease after Reverse Stock Splits?”
Koski, J., (2007). Journal of Financial Research, Vol. 30(2), pp. 217–235.

“Information Flow and Liquidity Around Anticipated and Unanticipated Dividend Announcements”
Graham, J., Koski, J., & Loewenstein, U., (2006). Journal of Business, Vol. 79(5), pp. 2301–2336.

“Volatility, Autocorrelations, and Trading Activity After Stock Splits”
Kamara, A., & Koski, J., (2001). Journal of Financial Markets, Vol. 4(2), pp. 163–184.

“Prices, Liquidity, and the Information Content of Trades”
Koski, J., & Michaely, R., (2000). Review of Financial Studies, Vol. 13(3), pp. 659–696.

“How are Derivatives Used? Evidence from the Mutual Fund Industry”
Koski, J., & Pontiff, J., (1999). Journal of Finance, Vol. 54(2), pp. 791–816.

“Measurement Effects and the Variance of Returns After Stock Splits and Stock Dividends”
Koski, J., (1998). Review of Financial Studies, Vol. 11(1), pp. 143–162.

“Who Trades Around the Ex-Dividend Day? Evidence from NYSE Audit File Data”
Koski, J., & Scruggs, J., (1998). Financial Management, Vol. 27(1), pp. 58–72.

“A Microstructure Analysis of Ex-Dividend Stock Price Behavior Before and After the 1984 and 1986 Tax Reform Acts”
Koski, J., (1996). Journal of Business, Vol. 69(3), pp. 313–338.