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 0 9 63 2,299
Asymmetric Predictability of Conditional Variances 0 0 2 104 0 0 6 342
Components of short-horizon individual security returns 0 0 0 101 0 0 1 384
Estimation of the Bid-Ask Spread and Its Components: A New Approach 0 1 3 511 1 2 11 1,583
Information, trading, and volatility 0 0 0 244 0 1 5 547
Long-Term Market Overreaction or Biases in Computed Returns? 0 0 4 387 0 2 15 891
Mean Reversion in Short-Horizon Expected Returns 0 2 8 268 1 4 13 829
Monetary Regimes and the Relation between Stock Returns and Inflationary Expectations 0 0 1 55 0 1 3 132
Oil and the Stock Markets 2 5 30 1,266 6 16 85 3,183
Price reversals *1: Bid-ask errors or market overreaction? 0 0 2 144 0 0 2 328
Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency 0 0 0 0 1 2 3 836
Relative Price Variability, Real Shocks, and the Stock Market 0 1 2 121 0 1 3 360
Stock returns and inflation: The role of the monetary sector 1 2 17 353 3 9 35 787
Time-Variation in Expected Returns 4 6 25 443 10 18 70 1,218
Trading Volume and Transaction Costs in Specialist Markets 0 0 0 37 0 0 1 135
Transactions, Volume, and Volatility 1 5 16 444 2 8 32 1,135
Total Journal Articles 8 22 110 4,486 24 73 348 14,989


Statistics updated 2022-12-04