SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Gautam Kaul · Study

Home/Author

Gautam Kaul

6 works· latest 2004· 1 institutionscluster: provisional

h-index6

i106

Citations2,368

Works here6

88

89

91

94

04

Most cited in this library

Transactions, Volume, and Volatility1994 · 870 citations
Estimation of the Bid–Ask Spread and Its Components: A New Approach1991 · 594 citations
Time-Variation in Expected Returns1988 · 465 citations
Asymmetric Predictability of Conditional Variances1991 · 197 citations
Mean Reversion in Short-Horizon Expected Returns1989 · 191 citations

Works

6 shown

Informed Trading and Option Spreads

SSRN Electronic Journal·2004·3 authors·preprint·Open access

51citations

Transactions, Volume, and Volatility

Review of Financial Studies·1994·3 authors·Open access

870citations

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

Review of Financial Studies·1991·3 authors

594citations

Asymmetric Predictability of Conditional Variances

Review of Financial Studies·1991·3 authors

197citations

Mean Reversion in Short-Horizon Expected Returns

Review of Financial Studies·1989·2 authors

191citations

Time-Variation in Expected Returns

The Journal of Business·1988·2 authors

465citations