Concepedia

Author

Gautam Kaul

University of Michigan

Also Known As

Gautam Kaul

17

Publications

2.9K

Citations

13

H-Index

36

Concepts

All Affiliations

University of MichiganRoss SchoolUniversity of FloridaUniversity of Houston
GK

About

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

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

7

7

2K

2

Economics

7

7

2K

3

Management

3

3

448

4

Engineering

2

2

1.3K

5

Accounting

2

2

1K

Gautam Kaul

×

12

Publications

2.7K

Citations

12

H-Index

YearCitations

Transactions, Volume, and Volatility

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

Review of Financial Studies

1994

875

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

Time-Variation in Expected Returns

Jennifer Conrad, Gautam Kaul

The Journal of Business

1988

466

Asymmetric Predictability of Conditional Variances

Jennifer Conrad, Mustafa Gültekin, Gautam Kaul

Review of Financial Studies

1991

202

Mean Reversion in Short-Horizon Expected Returns

Jennifer Conrad, Gautam Kaul

Review of Financial Studies

1989

201

Oil and the Stock Markets

Charles M. Jones, Gautam Kaul

The Journal of Finance

1996

143

Transactions, Volume and Volatility

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

SSRN Electronic Journal

2000

81

Informed Trading and Option Spreads

Gautam Kaul, Mahendrarajah Nimalendran, Donghang Zhang

SSRN Electronic Journal

2004

58

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

Gautam Kaul, Thomas J. George, Mahendrarajah Nimalendran

2008

45

Aiming at Pin: Order Flow, Information, and Liquidity

Gautam Kaul, Qin Lei, Noah Stoffman

SSRN Electronic Journal

2008

21

Page 1