| Tick size, NYSE rule 118, and ex-dividend day stock price behavior K Jakob, T Ma Journal of Financial Economics 72 (3), 605-625, 2004 | 116 | 2004 |
| Does culture influence IPO underpricing? BA Costa, A Crawford, K Jakob Journal of Multinational Financial Management 23 (1-2), 113-123, 2013 | 59 | 2013 |
| The ex‐dividend day: action on and off the Danish exchange U Akhmedov, K Jakob Financial Review 45 (1), 83-103, 2010 | 34 | 2010 |
| Are ex‐day dividend clientele effects dead? Dividend yield versus dividend size KJ Jakob, T Ma Journal of Empirical Finance 14 (5), 718-735, 2007 | 32 | 2007 |
| Order imbalance on ex‐dividend days K Jakob, T Ma Journal of Financial Research 26 (1), 65-75, 2003 | 32 | 2003 |
| The Chilean ex-dividend day A Castillo, K Jakob Global Finance Journal 17 (1), 105-118, 2006 | 31 | 2006 |
| Mutual fund performance and changing market trends 1990-2001: Does manager experience matter? BA Costa, K Jakob, GE Porter Journal of Investing 15 (2), 2006 | 31 | 2006 |
| Enhanced performance measurement of mutual funds: Running the benchmark index through the hurdles BA Costa, K Jakob Journal of Applied Finance (Formerly Financial Practice and Education) 20 (1), 2010 | 21 | 2010 |
| Limit order adjustment mechanisms and ex‐dividend day stock price behavior K Jakob, T Ma Financial Management 34 (3), 89-101, 2005 | 19 | 2005 |
| Are mutual fund managers selecting the right benchmark index? BA Costa, K Jako Financial Services Review 20 (2), 2011 | 17 | 2011 |
| Do stock indexes have abnormal performance? BA Costa, K Jakob The Journal of Performance Measurement 11, 8-22, 2006 | 17 | 2006 |
| Australian stock indexes and the four-factor model BA Costa, K Jakob, SJ Niblock, E Sinnewe Applied Finance Letters 3 (1), 10-21, 2014 | 16 | 2014 |
| The impact of nominal stock price on ex-dividend price responses K Jakob, R Whitby Review of Quantitative Finance and Accounting 48, 939-953, 2017 | 12 | 2017 |
| Heaping on dividends: The role of dividend size and information uncertainty K Jakob, Y Nam Journal of Behavioral Finance 21 (1), 14-26, 2020 | 9 | 2020 |
| Do cultures influence abnormal market reactions before official sovereign debt rating downgrade announcements? K Jakob, Y Nam Journal of International Financial Markets, Institutions and Money 47, 65-75, 2017 | 9 | 2017 |
| Risk-adjusted returns of socially responsible mutual funds II: How do they stack up in Australia? SJ Niblock, BA Costa, K Jakob, E Sinnewe The Journal of investing 29 (2), 80-97, 2020 | 8 | 2020 |
| The ex-dividend day stock price anomaly: Evidence from Denmark K Jakob, UM Akhmedov Available at SSRN 896987, 2005 | 8 | 2005 |
| ‘Benchmarking’the benchmarks: How do risk-adjusted returns of Australian mutual funds and indexes measure up? BA Costa, K Jakob, SJ Niblock, E Sinnewe Journal of Asset Management 16, 386-400, 2015 | 7 | 2015 |
| European Indexes and the Four-Factor Model BA Costa, K Jakob, L Tangedahl The Journal of Index Investing 4 (1), 82-89, 2013 | 6 | 2013 |
| Do corporate directors ‘heap’dividends? Evidence on dividend rounding and information uncertainty in Australian firms Y Nam, SJ Niblock, E Sinnewe, K Jakob Australian Journal of Management 43 (3), 421-438, 2018 | 5 | 2018 |
Bruce A. CostaProfessor of Finance, University of MontanaVerified email at business.umt.edu
