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Gautam Kaul

Global rank #3764 95%

Institution: University of Michigan

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1987

Most Recent: 1998

RePEc ID: pka319 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 12.07 2.01 0.00 26.14

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 14.14

Publications (14)

Year Article Journal Tier Authors
1998 An Anatomy of Trading Strategies. The Review of Financial Studies A 2
1996 Oil and the Stock Markets. Journal of Finance A 2
1994 Information, trading, and volatility Journal of Financial Economics A 3
1994 Transactions, Volume, and Volatility. The Review of Financial Studies A 3
1994 Trading Volume and Transaction Costs in Specialist Markets. Journal of Finance A 3
1993 Long-Term Market Overreaction or Biases in Computed Returns? Journal of Finance A 2
1991 Components of short-horizon individual security returns Journal of Financial Economics A 3
1991 Asymmetric Predictability of Conditional Variances. The Review of Financial Studies A 3
1991 Estimation of the Bid-Ask Spread and Its Components: A New Approach. The Review of Financial Studies A 3
1990 Price reversals *1: Bid-ask errors or market overreaction? Journal of Financial Economics A 2
1990 Relative Price Variability, Real Shocks, and the Stock Market. Journal of Finance A 2
1990 Monetary Regimes and the Relation between Stock Returns and Inflationary Expectations Journal of Financial and Quantitative Analysis B 1
1989 Mean Reversion in Short-Horizon Expected Returns. The Review of Financial Studies A 2
1987 Stock returns and inflation : The role of the monetary sector Journal of Financial Economics A 1