In 1995, she participated in an NEH Summer Institute on "The Image and Reality of Women in Ancient Near Eastern Societies," which explored topics related to Jewish women in antiquity, as well as women in ancient Egypt and Mesopotamia. McCoskey has published articles exploring various dimensions of social life and social identity in the Greco-Roman world, including "Disapora in the Reading of Jewish History, Identity, and Difference" and "Naming the Fault in Question: Theorizing Racism Among the Greeks and Romans." Her study of ancient and modern ideas of race — Race: Antiquity and its Legacy — and she is currently at work on a co-authored introduction to Roman Love Poetry. In the Jewish Studies Program, she teaches CLS 310.J Jews Among the Greeks and Romans.