Author Page for Aditya Kaul

The Twilight Zone: OTC Regulatory Regimes and Market Quality

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Citation 14

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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

Ulf Brüggemann, Aditya Kaul, Christian Leuz and Ingrid M. Werner

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 1,273 (27,731)

Citation 6

Abstract:

The Twilight Zone: OTC Regulatory Regimes and Market Quality

NBER Working Paper No. w19358

Number of pages: 100 Posted: 24 Aug 2013 Last Revised: 25 May 2023

Ulf Brüggemann, Aditya Kaul, Christian Leuz and Ingrid M. Werner

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 51 (668,543)

Citation 12

Abstract:

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

Ulf Brüggemann, Aditya Kaul, Christian Leuz and Ingrid M. Werner

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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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 Işık University

Downloads 435 (116,372)

Citation 3

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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 396 (129,788)

Citation 3

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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 390 (132,062)

Citation 12

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5.

Correlated Order Flow: Pervasiveness, Sources, and Pricing Effects

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 318 (164,907)

Citation 4

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6.

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 314 (167,125)

Citation 3

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7.

The Dynamics of Trading in Commodity Futures

26th Australasian Finance and Banking Conference 2013

Number of pages: 37 Posted: 18 Aug 2013

Aditya Kaul, Lorenzo Naranjo and Carmen Stefanescu

University of Alberta - Department of Finance and Statistical Analysis, Washington University in St. Louis - John M. Olin Business School and ESSEC Business School

Downloads 296 (177,754)

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8.

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 184 (281,843)

Citation 1

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9.

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

Işık University and University of Alberta - Department of Finance and Statistical Analysis

Downloads 174 (294,654)

Citation 2

Abstract:

10.

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

Downloads 173 (296,213)

Citation 1

2

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 104 (442,729)

Abstract:

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 Işık University

Downloads 69 (573,056)

Citation 1

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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 141 (350,917)

Citation 10

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12.

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

Downloads 86 (497,993)

Citation 13

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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: 20 Jul 2022

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 86 (502,758)

Citation 8

Abstract:

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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13.

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 59 (612,032)

Abstract:

14.

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

Işık University and University of Alberta - Department of Finance and Statistical Analysis

Downloads 44 (696,894)

Abstract:

15.

Flight-to-Quality, Economic Fundamentals, and Stock Returns

Journal of Banking and Finance, Vol. 80, 2017

Posted: 09 Mar 2021

Nuri Volkan Kayacetin and Aditya Kaul

Işık University and University of Alberta - Department of Finance and Statistical Analysis

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16.

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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17.

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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18.

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

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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. 2013-214

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

Abstract:

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

Aditya Kaul

University of Alberta - Department of Finance and Statistical Analysis

Associate Professor of Finance

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Scholarly Papers (18)

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