Concepedia

Gautam Kaul

GK

12

Publications

2.7K

Citations

12

H-Index

1988

Active since

Affiliations

University of Michigan(Current)

Ross School

University of Florida

University of Houston

Gautam Kaul is an author at University of Michigan specializing in asset pricing, economics, and business.

Top concepts

Publications per year

1988–2008

12

Publications

12

Transactions, Volume, and Volatility

Charles M. Jones, Gautam Kaul, Marc L. Lipson · Review of Financial Studies · 1994 · 875 citations

, , +16

Estimation of the Bid–Ask Spread and Its Components: A New Approach

Thomas J. George, Gautam Kaul, Mahendrarajah Nimalendran · Review of Financial Studies · 1991 · 617 citations

Time-Variation in Expected Returns

Jennifer Conrad, Gautam Kaul · The Journal of Business · 1988 · 466 citations

, , +14

Asymmetric Predictability of Conditional Variances

Jennifer Conrad, Mustafa Gültekin, Gautam Kaul · Review of Financial Studies · 1991 · 202 citations

, , +19

Mean Reversion in Short-Horizon Expected Returns

Jennifer Conrad, Gautam Kaul · Review of Financial Studies · 1989 · 201 citations

, , +13

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