Access Statistics for Gautam Kaul

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Anatomy of Trading Strategies 0 0 0 8 11 41 174 1,093
Asymmetric Predictability of Conditional Variances 2 2 10 56 3 4 23 192
Components of short-horizon individual security returns 1 7 17 56 8 24 75 173
Estimation of the Bid-Ask Spread and Its Components: A New Approach 2 10 39 439 4 16 72 1,375
Information, trading, and volatility 2 11 49 149 4 27 110 288
Long-Term Market Overreaction or Biases in Computed Returns? 2 10 45 142 5 19 89 356
Mean Reversion in Short-Horizon Expected Returns 1 4 21 166 3 13 63 545
Oil and the Stock Markets 7 22 124 367 18 55 277 696
Price reversals *1: Bid-ask errors or market overreaction? 3 3 10 92 3 9 22 168
Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency 0 0 0 0 2 13 63 575
Relative Price Variability, Real Shocks, and the Stock Market 2 3 19 66 3 8 49 175
Stock returns and inflation: The role of the monetary sector 4 15 58 145 7 26 100 279
Time-Variation in Expected Returns 2 7 39 216 9 19 88 541
Trading Volume and Transaction Costs in Specialist Markets 0 0 6 19 3 4 18 74
Transactions, Volume, and Volatility 2 10 46 254 4 20 97 626
Value versus Glamour 0 0 7 37 0 0 17 105
Total Journal Articles 30 104 490 2,212 87 298 1,337 7,261


Statistics updated 2009-11-04