Author Page for Gautam Kaul

1.

Informed Trading and Option Spreads

Number of pages: 34 Posted: 19 May 2004

Gautam Kaul, Mahendrarajah Nimalendran and Donghang Zhang

University of Michigan, Stephen M. Ross School of Business, University of Florida - Department of Finance, Insurance and Real Estate and University of South Carolina - Darla Moore School of Business

Downloads 606 (30,160)

Citation 10

Abstract:

2.

Momentum is Not an Anomaly

Number of pages: 46 Posted: 04 Nov 2007

Robert F. Dittmar, Gautam Kaul and Qin Lei

University of Michigan, Stephen M. Ross School of Business, University of Michigan, Stephen M. Ross School of Business and University of Michigan at Ann Arbor

Downloads 505 (40,222)

Citation 2

Abstract:

3.

Aiming at Pin: Order Flow, Information, and Liquidity

Number of pages: 33 Posted: 02 Jan 2006 Last Revised: 14 May 2014

Gautam Kaul, Qin Lei and Noah Stoffman

University of Michigan, Stephen M. Ross School of Business, University of Michigan at Ann Arbor and Indiana University - Kelley School of Business - Department of Finance

Downloads 191 (112,698)

Citation 4

Abstract:

4.

Is it a Factor? Time Series Restrictions on Factors

Number of pages: 43 Posted: 27 Apr 2004

David Heike and Gautam Kaul

Lehman Brothers, Inc. and University of Michigan, Stephen M. Ross School of Business

Downloads 189 (118,491)

Abstract:

5.

Trading Volume and Transaction Costs in Specialist Markets

Journal of Finance, Vol. 49, No. 4, pp. 1489-1505, September 1994

Posted: 09 Mar 2008

Thomas J. George, Gautam Kaul and Mahendrarajah Nimalendran

University of Houston - Department of Finance, University of Michigan, Stephen M. Ross School of Business and University of Florida - Department of Finance, Insurance and Real Estate

Abstract:

6.

Estimation of the Bid-Ask Spread and its Components: A New Approach

Review of Financial Studies, Vol. 4, pp. 623-656, 1991

Posted: 09 Mar 2008

Gautam Kaul, Thomas J. George and Mahendrarajah Nimalendran

University of Michigan, Stephen M. Ross School of Business, University of Houston - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate

Abstract:

7.

Transactions, Volume and Volatility

REVIEW OF FINANCIAL STUDIES, Vol 7 No 4, 1994

Posted: 03 May 2000

Charles M. Jones, Gautam Kaul and Marc L. Lipson

Columbia Business School - Finance and Economics, University of Michigan, Stephen M. Ross School of Business and University of Virginia - Darden School of Business

Abstract:

8.

An Anatomy of Trading Strategies

REVIEW OF FINANCIAL STUDIES Vol. 11, No. 3

Posted: 15 Jun 1998

Jennifer S. Conrad and Gautam Kaul

University of North Carolina Kenan-Flagler Business School and University of Michigan, Stephen M. Ross School of Business

Abstract:

9.

Oil and the Stock Markets

J. OF FINANCE, Vol. 51 No. 2, June 1996

Posted: 10 Oct 1996

Charles M. Jones and Gautam Kaul

Columbia Business School - Finance and Economics and University of Michigan, Stephen M. Ross School of Business

Gautam Kaul

University of Michigan, Stephen M. Ross School of Business

John C. and Sally S. Professor of Finance

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Scholarly Papers (9)

Informed Trading and Option Spreads

Abstract:

Momentum is Not an Anomaly

Abstract:

Aiming at Pin: Order Flow, Information, and Liquidity

Abstract:

Is it a Factor? Time Series Restrictions on Factors

Abstract:

Trading Volume and Transaction Costs in Specialist Markets

Abstract:

Estimation of the Bid-Ask Spread and its Components: A New Approach

Abstract:

Transactions, Volume and Volatility

Abstract:

An Anatomy of Trading Strategies

Abstract:

Oil and the Stock Markets

Abstract:

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