Expression quantitative trait loci (eQTL) studies typically consider exon expression of genes and discard intronic RNA sequencing reads despite their information on RNA metabolism. Here, we quantify genetic effects on exon and intron levels of genes and their ratio in lymphoblastoid cell lines, revealing thousands of cis-QTLs of each type. While genetic effects are often shared between cis-QTL types, 7814 (47%) are not detected as top cis-QTLs at exon levels. We show that exon levels preferentially capture genetic effects on transcriptional regulation, while exon-intron-ratios better detect those on co- and post-transcriptional processes. Considering all cis-QTL types substantially increases (by 71%) the number of colocalizing variants identified by genome-wide association studies (GWAS). It further allows dissecting the potential gene regulatory processes underlying GWAS associations, suggesting comparable contributions by transcriptional (50%) and co- and post-transcriptional regulation (46%) to complex traits. Overall, integrating intronic RNA sequencing reads in eQTL studies expands our understanding of genetic effects on gene regulatory processes.