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GND: 170349500


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share pricecapital incomestock marketstrading volumeexpected returnstrading strategiesoil stockcontrarian strategiesstock returnsreal cashcash flowsportfolio managementportfolio selectionanatomy tradingvolume transactiontransaction costscosts specialistspecialist marketsmarkets oilmarket overreactionshort horizonbid askprice reversalsstrategies implementedstatistically significantsignificant profitscross sectionalsectional variationoil shockschanges realstock pricesforecasting modeloil price1962 1985strategies oilmarkets tradingmarkets valuevalue versusversus glamourglamour anatomystrategies profitabilityprofitability shortshort termterm contrarianstrategies implicationsimplications marketmarket efficiencyefficiency predictablepredictable componentscomponents stockreturns oilmarkets informationinformation tradingtrading volatilityvolatility tradingmarkets transactionstransactions volumevolume volatilityvolatility longlong termterm marketoverreaction biasesbiases computedcomputed returnsreturns componentshorizon individualsecurity returnsestimation bidask spreadspread componentsnew approachasymmetric predictabilityask errorsreal shocksstock marketpaper useuse singlesingle unifyingsources profits
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Years of publications: 1987 - 2014

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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Gautam Kaul


B: 1954
Biblio: Univ. of Michigan, Ann Arbor (1987), Professor of Finance
Gautam Kaul is a John C. and Sally S. Morley Professor of Finance in the Ross School of Business, University of Michigan. Kaul's research focuses on the behavior of stock and bond prices including asset pricing models, market microstructure and the time-series behavior of stock prices. He uses computer-intensive methodologies to gauge the effectiveness of trading strategies commonly proposed on Wall Street and in academic literature. Kaul has published widely in top finance journals and was awarded the Senior Faculty Research Award in 2003 for sustained, exceptional, and continuing contributions to scholarly research in the field of business, and noteworthy contributions to building and maintaining a strong research environment at RSB. Kaul is also involved in University of Michigan Social Venture Fund helping new innovative businesses create a greater social impact. (Source: DBPedia)

External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Wikipedia (English)
  • NACO Authority File
  • Virtual International Authority File (VIAF)
  • Wikidata
  • International Standard Name Identifier (ISNI)

  • REPEC logo RePEc

    Publishing years

    1
      2012
    1
      2011
    1
      2008
    1
      2003
    1
      1998
    1
      1997
    2
      1996
    1
      1995
    3
      1994
    1
      1993
    3
      1991
    3
      1990
    1
      1989
    1
      1988
    1
      1987

    Series

    1. Financial Research Center memorandum (1)