Aditya Kaul

University of Alberta - Department of Finance and Statistical Analysis

Associate Professor of Finance

2-32M Business

Edmonton, Alberta T6G 2R6

Canada

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 21,906

SSRN RANKINGS

Top 21,906

in Total Papers Downloads

4,823

TOTAL CITATIONS
Rank 14,948

SSRN RANKINGS

Top 14,948

in Total Papers Citations

68

Scholarly Papers (18)

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 1,370 (29,739)
Citation 6

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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: 25 May 2023
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 78 (646,027)
Citation 12

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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 Işık University
Downloads 470 (126,670)
Citation 3

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

3.

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 427 (142,044)
Citation 12

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mutual funds, mutual fund flow, asset allocation

4.

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 426 (142,439)
Citation 3

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

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 383 (160,697)
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 328 (190,467)
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
University of Alberta - Department of Finance and Statistical Analysis, Washington University in St. Louis - John M. Olin Business School and ESSEC Business School
Downloads 318 (196,725)

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Speculation, Trading, Futures Markets, Futures Prices, Commodities

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 244 (258,580)
Citation 1

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comovement, liquidity, currencies

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 197 (316,833)
Citation 2

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order flow, predictability, business cycles

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 116 (495,017)

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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 Işık University
Downloads 79 (641,437)
Citation 1

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Order Imbalance, Order Flow, Comovement, Business Conditions

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 160 (381,026)
Citation 12

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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: 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 100 (552,921)
Citation 9

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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.

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 70 (674,459)

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Market quality, Market microstructure, Foreign exchange

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 57 (746,289)

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

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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Order Flow, Flight-to-Quality, Economic Conditions, Hedging, Liquidity

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

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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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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