Faculty

Institution

Unit

Venue

Gautam Kaul

Professor of Finance

University of Michigan

Affiliations

Stephen M. Ross School of Business

Finance

Gautam Kaul is currently serving as a Finance Professor of Finance at University of Michigan.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Gautam Kaul

University of Michigan

Professor of Finance

You can click a keyword to filter the displayed items

finance financial economics empirical finance asset pricing economics social sciences social science research stock returns financial analysis international financial markets volatility modeling trading model orthopaedic surgery strategy international finance bias forecasting capital markets information management economic research finance research financial studies market analysis information economics reconstructive surgery predictability liquidity anomaly detection stock markets trading strategies bid-ask spread long-term market overreaction computed returns price reversals conditional variances asymmetric predictability mean reversion cost-utility analysis gustilo type iiib short-term contrarian strategies market efficiency monetary regimes inflationary expectations

Notable Scholarly Works

Notable Federal Grants

Collaborators

A Cost-Utility Analysis of Amputation Versus Salvage for Gustilo Type Iiib and Iiic Open Tibial Fractures. Plastic & Reconstructive Surgery (2009)

Kevin C. ChungDaniel Saddawi-KonefkaSteven C. HaaseGautam Kaul

reconstructive surgerycost-utility analysisgustilo type iiiborthopedic surgeryrecoveryorthopaedic surgery

Aiming at Pin: Order Flow, Information, and Liquidity. SSRN Electronic Journal (2008)

Gautam KaulQin LeiNoah Stoffman

order flowliquiditysocial sciencesfinancesocial science research

Momentum is Not an Anomaly. SSRN Electronic Journal (2007)

Robert F. DittmarGautam KaulQin Lei

sociologysocial sciencesfinancesocial science researchanomaly detection

Is It a Factor? Time Series Restrictions on Factors. SSRN Electronic Journal (2004)

David HeikeGautam Kaul

time seriessocial science researchsocial sciencestime series restrictions

Value Versus Glamour. The Journal of Finance (2003)

Jennifer ConradMichael CooperGautam Kaul

valuationvalue theoryfinance

Stock Returns and Inflation. Australian Economic Papers (2001)

Mark Crosby

financial economicsstock returnsfinanceempirical financeinflation

Transactions, Volume and Volatility. SSRN Electronic Journal (2000)

Charles M. JonesGautam KaulMarc L. Lipson

financial economicseconomic researchfinancial analysisfinance researchinternational financial marketseconomicsfinancial studiesvolatility modelingfinancepositive volatility-volumeinformation contenttrading modeltrade sizetradeasset pricing

An Anatomy of Trading Strategies. Review of Financial Studies (1998)

Jennifer ConradGautam Kaul

financial economicstrading strategiesstrategyempirical financefinance

Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency. Journal of Business and Economic Statistics (1997)

Jennifer ConradMustafa N. GultekinGautam Kaul

financial economicsshort-term contrarian strategieseconomicsfinancebusinessmarket efficiency

9 Predictable Components in Stock Returns. Handbook of statistics (1996)

Gautam Kaul

financial economicspredictable componentsstock returnspredictabilityempirical financestatistics

1
2
10 / page

Gautam Kaul

Professor of Finance

University of Michigan

Affiliations

Stephen M. Ross School of Business

Finance

Gautam Kaul is currently serving as a Finance Professor of Finance at University of Michigan.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Gautam Kaul

University of Michigan

Professor of Finance

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

A Cost-Utility Analysis of Amputation Versus Salvage for Gustilo Type Iiib and Iiic Open Tibial Fractures. Plastic & Reconstructive Surgery (2009)

Kevin C. ChungDaniel Saddawi-KonefkaSteven C. HaaseGautam Kaul

reconstructive surgerycost-utility analysisgustilo type iiiborthopedic surgeryrecoveryorthopaedic surgery

Aiming at Pin: Order Flow, Information, and Liquidity. SSRN Electronic Journal (2008)

Gautam KaulQin LeiNoah Stoffman

order flowliquiditysocial sciencesfinancesocial science research

Momentum is Not an Anomaly. SSRN Electronic Journal (2007)

Robert F. DittmarGautam KaulQin Lei

sociologysocial sciencesfinancesocial science researchanomaly detection

Is It a Factor? Time Series Restrictions on Factors. SSRN Electronic Journal (2004)

David HeikeGautam Kaul

time seriessocial science researchsocial sciencestime series restrictions

Value Versus Glamour. The Journal of Finance (2003)

Jennifer ConradMichael CooperGautam Kaul

valuationvalue theoryfinance

Stock Returns and Inflation. Australian Economic Papers (2001)

Mark Crosby

financial economicsstock returnsfinanceempirical financeinflation

Transactions, Volume and Volatility. SSRN Electronic Journal (2000)

Charles M. JonesGautam KaulMarc L. Lipson

An Anatomy of Trading Strategies. Review of Financial Studies (1998)

Jennifer ConradGautam Kaul

financial economicstrading strategiesstrategyempirical financefinance

Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency. Journal of Business and Economic Statistics (1997)

Jennifer ConradMustafa N. GultekinGautam Kaul

financial economicsshort-term contrarian strategieseconomicsfinancebusinessmarket efficiency

9 Predictable Components in Stock Returns. Handbook of statistics (1996)

Gautam Kaul

financial economicspredictable componentsstock returnspredictabilityempirical financestatistics

1
2
10 / page

Similar Faculty Members

Albert Kyle

Institution

University of Maryland, College Park

informational content

finance

Jun Zhang

Institution

Oklahoma State University–Stillwater

debt maturity

finance

Monika Piazzesi

Institution

Stanford University

economics

finance

Xi Li

Institution

University of Arkansas

corporate finance

investment

Martin Lettau

Institution

University of California, Berkeley

finance

financial economics

Christopher Lamoureux

Institution

University of Arizona

financial stability

international financial market

Viktor Todorov

Institution

Northwestern University

econometrics

statistics

Kenneth J. Singleton

Institution

Stanford University

financial stability

dynamic asset pricing

Terry Hendershott

Institution

University of California, Berkeley

finance

financial economics

Matthew Lorig

Institution

University of Washington

finance

financial mathematics

Similar Faculty Members

Albert Kyle

Institution

University of Maryland, College Park

informational content

finance

Jun Zhang

Institution

Oklahoma State University–Stillwater

debt maturity

finance

Monika Piazzesi

Institution

Stanford University

economics

finance

Xi Li

Institution

University of Arkansas

corporate finance

investment

Martin Lettau

Institution

University of California, Berkeley

finance

financial economics

Christopher Lamoureux

Institution

University of Arizona

financial stability

international financial market

Viktor Todorov

Institution

Northwestern University

econometrics

statistics

Kenneth J. Singleton

Institution

Stanford University

financial stability

dynamic asset pricing

Terry Hendershott

Institution

University of California, Berkeley

finance

financial economics

Matthew Lorig

Institution

University of Washington

finance

financial mathematics