Gautam Kaul

15 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-4410-7494

National Dairy Research Institute

Publications

• Value versus Glamour — The Journal of Finance 2003
• An Anatomy of Trading Strategies — The Review of Financial Studies 1998
• Oil and the Stock Markets — The Journal of Finance 1996
• Transactions, Volume, and Volatility — The Review of Financial Studies 1994 (name-matched, not ORCID-linked)
• Trading Volume and Transaction Costs in Specialist Markets — The Journal of Finance 1994
• Information, trading, and volatility — Journal of Financial Economics 1994
• Long-Term Market Overreaction or Biases in Computed Returns? — The Journal of Finance 1993
• Asymmetric Predictability of Conditional Variances — The Review of Financial Studies 1991 (name-matched, not ORCID-linked)
• Estimation of the Bid–Ask Spread and Its Components: A New Approach — The Review of Financial Studies 1991 (name-matched, not ORCID-linked)
• Components of short-horizon individual security returns — Journal of Financial Economics 1991
• Monetary Regimes and the Relation between Stock Returns and Inflationary Expectations — Journal of Financial and Quantitative Analysis 1990
• Relative Price Variability, Real Shocks, and the Stock Market — The Journal of Finance 1990
• Price reversals — Journal of Financial Economics 1990
• Mean Reversion in Short-Horizon Expected Returns — The Review of Financial Studies 1989 (name-matched, not ORCID-linked)
• Stock returns and inflation — Journal of Financial Economics 1987