Gautam Kaul

University of Michigan, Stephen M. Ross School of Business

John C. and Sally S. Professor of Finance

701 Tappan Street

Ann Arbor, MI MI 48109-1234

United States

SCHOLARLY PAPERS

9

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1,784

SSRN CITATIONS
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Top 27,604

in Total Papers Citations

1

CROSSREF CITATIONS

23

Scholarly Papers (9)

1.

Informed Trading and Option Spreads

Number of pages: 34 Posted: 19 May 2004
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 731 (33,986)
Citation 24

Abstract:

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Options, spreads, informed trading

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 588 (45,522)
Citation 4

Abstract:

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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 244 (126,401)
Citation 5

Abstract:

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Stock Liquidity, Information Asymmetry, Information Content, Order Imbalance, PIN

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 221 (139,384)

Abstract:

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Factors, stock returns, strong exogeneity

5.

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
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:

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bid-ask spread, components, microstructure, adverse-selection

6.

Trading Volume and Transaction Costs in Specialist Markets

Journal of Finance, Vol. 49, No. 4, pp. 1489-1505, September 1994
Posted: 09 Mar 2008
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:

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

Abstract:

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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:

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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 and University of Michigan, Stephen M. Ross School of Business

Abstract:

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