Aditya Kaul

University of Alberta - Department of Finance and Statistical Analysis

Assistant Professor of Finance

2-32C Business Building

Edmonton, Alberta T6G 2R6

Canada

SCHOLARLY PAPERS

17

DOWNLOADS
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Top 13,884

in Total Papers Downloads

3,414

CITATIONS
Rank 16,064

SSRN RANKINGS

Top 16,064

in Total Papers Citations

44

Scholarly Papers (17)

The Twilight Zone: OTC Regulatory Regimes and Market Quality

IGM Working Paper #95, Fisher College of Business Working Paper No. 2013-03-09, European Corporate Governance Institute (ECGI) - Law Working Paper No. 224/2013, Charles A. Dice Center Working Paper No. 2013-09
Number of pages: 112 Posted: 06 Jul 2013 Last Revised: 27 Jun 2017
Humboldt University of Berlin - School of Business and Economics, University of Alberta - Department of Finance and Statistical Analysis, University of Chicago - Booth School of Business and The Ohio State University - Fisher College of Business
Downloads 994 (21,294)

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Securities Regulation, Disclosure, Liquidity, Crash Risk, Blue Sky Laws, Pink Sheets, Bulletin Board, JOBS Act

The Twilight Zone: OTC Regulatory Regimes and Market Quality

NBER Working Paper No. w19358
Number of pages: 100 Posted: 24 Aug 2013 Last Revised: 30 Aug 2013
Humboldt University of Berlin - School of Business and Economics, University of Alberta - Department of Finance and Statistical Analysis, University of Chicago - Booth School of Business and The Ohio State University - Fisher College of Business
Downloads 9 (610,643)

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The Twilight Zone: OTC Regulatory Regimes and Market Quality

The Review of Financial Studies, Vol. 31, Issue 3, pp. 898-942, 2018, University of Alberta School of Business Research Paper No. 3126379
Posted: 01 Mar 2018 Last Revised: 12 Jun 2018
Humboldt University of Berlin - School of Business and Economics, University of Alberta - Department of Finance and Statistical Analysis, University of Chicago - Booth School of Business and The Ohio State University - Fisher College of Business

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Securities Regulation, Disclosure, Liquidity, Crash Risk, Blue Sky Laws, Pink Sheets, Bulletin Board, JOBS Act

2.

Forecasting Economic Fundamentals and Expected Stock Returns Using Equity Market Order Flows: Macro Information in a Micro Measure?

Number of pages: 29 Posted: 16 Feb 2009 Last Revised: 27 Jan 2013
Aditya Kaul and Nuri Volkan Kayacetin
University of Alberta - Department of Finance and Statistical Analysis and Ozyegin University
Downloads 368 (79,738)
Citation 1

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Marketwide order flow, order imbalance, equity returns, business cycle, macroeconomic fundamentals

3.

Economic Conditions, Flight-to-Quality and Mutual Fund Flow

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 44 Posted: 26 Aug 2008 Last Revised: 27 Jan 2013
John Chalmers, Aditya Kaul and Blake Phillips
University of Oregon, University of Alberta - Department of Finance and Statistical Analysis and University of Waterloo
Downloads 336 (88,505)
Citation 3

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Mutual funds, mutual fund flow, flight-to-quality, risk aversion

4.

The Wisdom of Crowds: Mutual Fund Investors' Aggregate Asset Allocation Decisions

Journal of Banking and Finance, Vol. 37, 2013
Number of pages: 57 Posted: 24 Jan 2011 Last Revised: 21 Aug 2013
John Chalmers, Aditya Kaul and Blake Phillips
University of Oregon, University of Alberta - Department of Finance and Statistical Analysis and University of Waterloo
Downloads 290 (104,012)
Citation 4

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mutual funds, mutual fund flow, asset allocation

5.

Do Concentrated Trading Equilibria Exist? The Migration of Informed Trading Following Index Addition

Number of pages: 39 Posted: 30 Nov 1998
Jarrad Harford and Aditya Kaul
University of Washington and University of Alberta - Department of Finance and Statistical Analysis
Downloads 286 (105,576)
Citation 3

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6.

The Dynamics of Trading in Commodity Futures

26th Australasian Finance and Banking Conference 2013
Number of pages: 37 Posted: 18 Aug 2013
University of Alberta - Department of Finance and Statistical Analysis, University of Miami - Department of Finance and ESSEC Business School
Downloads 249 (122,032)

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Speculation, Trading, Futures Markets, Futures Prices, Commodities

7.

Correlated Order Flow: Pervasiveness, Sources, and Pricing Effects

EFMA 2003 Helsinki Meetings
Number of pages: 43 Posted: 23 Jun 2003
Jarrad Harford and Aditya Kaul
University of Washington and University of Alberta - Department of Finance and Statistical Analysis
Downloads 245 (124,081)
Citation 1

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Common Effects in Imbalances and Returns: Style-Based Comovement and Flight-to-Quality

Number of pages: 32 Posted: 19 Mar 2008
Nuri Volkan Kayacetin and Aditya Kaul
Independent and University of Alberta - Department of Finance and Statistical Analysis
Downloads 87 (290,867)

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Order Imbalance, Order Flow, Size and Value Effects, Comovement

Common Effects in Imbalances and Returns: Style-Based Comovement and Flight-to-Quality

Number of pages: 32 Posted: 08 Oct 2008
Aditya Kaul and Nuri Volkan Kayacetin
University of Alberta - Department of Finance and Statistical Analysis and Ozyegin University
Downloads 51 (389,398)
Citation 1

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Order Imbalance, Order Flow, Comovement, Business Conditions

9.

Liquidity Comovement in the Foreign Exchange Market

Number of pages: 44 Posted: 27 Aug 2011
Aditya Kaul and Carmen Stefanescu
University of Alberta - Department of Finance and Statistical Analysis and ESSEC Business School
Downloads 135 (211,828)
Citation 1

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comovement, liquidity, currencies

10.

Forecasting Economic Fundamentals and Stock Returns with Equity Market Order Flows

Number of pages: 29 Posted: 05 Mar 2012
Nuri Volkan Kayacetin and Aditya Kaul
Ozyegin University and University of Alberta - Department of Finance and Statistical Analysis
Downloads 134 (213,062)

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order flow, predictability, business cycles

11.

Y2k Fears and Safe Haven Trading of the U.S. Dollar

Journal of International Money and Finance, Forthcoming
Number of pages: 39 Posted: 15 Dec 2005
Aditya Kaul and Stephen G. Sapp
University of Alberta - Department of Finance and Statistical Analysis and University of Western Ontario - Richard Ivey School of Business
Downloads 114 (240,692)
Citation 1

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foreign exchange, safe haven, bid-ask spread

Exchange Rate Variability and the Riskiness of U.S. Multinational Firms:Evidence from the Breakdown of the Bretton Woods System

NBER Working Paper No. w5323
Number of pages: 33 Posted: 27 Aug 2000 Last Revised: 21 Nov 2013
Eli Bartov, Gordon M. Bodnar and Aditya Kaul
NYU Stern School of Business, Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and University of Alberta - Department of Finance and Statistical Analysis
Downloads 52 (385,976)
Citation 6

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Exchange Rate Variability and the Riskiness of U.S. Multinational Firms: Evidence from the Breakdown of the Bretton Woods System

Posted: 19 Jul 1998
Eli Bartov, Gordon M. Bodnar and Aditya Kaul
NYU Stern School of Business, Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and University of Alberta - Department of Finance and Statistical Analysis

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Exchange Rate Variability and the Riskiness of U.S. Multinational Firms: Evidence from the Breakdown of the Bretton Woods System

Journal of Financial Economics (JFE), Vol. 42, No. 1, 1996, University of Alberta School of Business Research Paper No. 2013-213
Posted: 26 May 2013 Last Revised: 21 Nov 2013
Eli Bartov, Gordon M. Bodnar and Aditya Kaul
NYU Stern School of Business, Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and University of Alberta - Department of Finance and Statistical Analysis

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Multinational firms, Exchange rate variability, Stock return volatility, Market risk

13.

Common Effects in Imbalances and Returns: Style-Based Comovement and Flight-to-Quality

Number of pages: 32 Posted: 05 Mar 2012
Nuri Volkan Kayacetin and Aditya Kaul
Ozyegin University and University of Alberta - Department of Finance and Statistical Analysis
Downloads 33 (451,141)

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order imbalance, size, value, flight-to-quality, style investing

14.

Trading Activity, Dealer Concentration and Foreign Exchange Market Quality

Journal of Banking and Finance, Vol. 33, 2009 , University of Alberta School of Business Research Paper No. 2013-217
Number of pages: 11 Posted: 26 May 2013
Aditya Kaul and Stephen G. Sapp
University of Alberta - Department of Finance and Statistical Analysis and University of Western Ontario - Richard Ivey School of Business
Downloads 31 (460,307)

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Market quality, Market microstructure, Foreign exchange

15.

Trading Time and Trading Activity: Evidence from Extensions of the NYSE Trading Day

European Journal of Finance, Vol. 14, No. 3, 2008, University of Alberta School of Business Research Paper No. 2013-216
Posted: 26 May 2013 Last Revised: 30 May 2013
Ebenezer Asem and Aditya Kaul
University of Lethbridge and University of Alberta - Department of Finance and Statistical Analysis

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trading hours, turnover, information, return variability, event study

16.

The Role of Trades in Price Convergence: A Study of Dual-Listed Canadian Stocks

Journal of Empirical Finance, 14 (2007) 196-219, University of Alberta School of Business Research Paper No. 2013-215
Posted: 26 May 2013 Last Revised: 30 May 2013
Aditya Kaul and Vikas Mehrotra
University of Alberta - Department of Finance and Statistical Analysis and University of Alberta - Department of Finance and Statistical Analysis

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Order flow, Multiple market trading, Price disparity

Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment

Journal of Finance, Vol. 55, No. 2, 2000, University of Alberta School of Business Research Paper No. 2013-214
Posted: 26 May 2013 Last Revised: 30 May 2013
Aditya Kaul, Vikas Mehrotra and Randall Morck
University of Alberta - Department of Finance and Statistical Analysis, University of Alberta - Department of Finance and Statistical Analysis and University of Alberta - Department of Finance and Statistical Analysis

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Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment

Journal of Finance, Vol. 55, No. 2, 2000, University of Alberta School of Business Research Paper No. 2013-225
Posted: 26 May 2013 Last Revised: 20 Feb 2014
Aditya Kaul, Vikas Mehrotra and Randall Morck
University of Alberta - Department of Finance and Statistical Analysis, University of Alberta - Department of Finance and Statistical Analysis and University of Alberta - Department of Finance and Statistical Analysis

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