Aditya Kaul

University of Alberta — Canada

Economics, Econometrics and Finance · Social Sciences

13h-index1.1kcitations39works0.02yr avg
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Research Topics

Financial Markets and Investment Strategies(34), Monetary Policy and Economic Impact(11), Corporate Finance and Governance(11), Market Dynamics and Volatility(8), Complex Systems and Time Series Analysis(8)

Publications39 total

The Twilight Zone: OTC Regulatory Regimes and Market Quality
Review of Financial Studies·2017· 54 cited
Flight-to-Quality, Economic Fundamentals, and Stock Returns
2017
Flight-to-quality, economic fundamentals, and stock returns
Journal of Banking & Finance·2017· 11 citedOpen Access
Are Cash Flows Better Stock Return Predictors Than Profits
SSRN Electronic Journal·2016Open Access
Location and excess comovement
Journal of Empirical Finance·2015· 5 cited
The Twilight Zone: OTC Regulatory Regimes and Market Quality
2013· 20 citedOpen Access
The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions
Journal of Banking & Finance·2013· 74 cited
The Twilight Zone: OTC Regulatory Regimes and Market Quality
SSRN Electronic Journal·2013· 11 citedOpen Access
The Dynamics of Trading in Commodity Futures
SSRN Electronic Journal·2013Open Access
The Wisdom of Crowds: Mutual Fund Investors' Aggregate Asset Allocation Decisions
SSRN Electronic Journal·2011· 25 citedOpen Access
Liquidity Comovement in the Foreign Exchange Market
SSRN Electronic Journal·2011· 2 citedOpen Access
To What Extent are Future Earnings Related to Earnings and Dividend Changes?
SSRN Electronic Journal·2011Open Access
Are Future Earnings Related to Past Earnings Performance and Dividend Changes?
SSRN Electronic Journal·2011Open Access
Economic Conditions, Flight-to-Quality and Mutual Fund Flow
SSRN Electronic Journal·2010· 7 citedOpen Access
Trading activity, dealer concentration and foreign exchange market quality
Journal of Banking & Finance·2009· 4 cited
Forecasting Economic Fundamentals and Stock Returns with Equity Market Order Flows
SSRN Electronic Journal·2009· 2 citedOpen Access
Liquidity Comovement in the Foreign Exchange Market
SSRN Electronic Journal·2009Open Access
Forecasting Economic Fundamentals and Expected Stock Returns Using Equity Market Order Flows: Macro Information in a Micro Measure?
SSRN Electronic Journal·2009· 9 citedOpen Access
Trading time and trading activity: evidence from extensions of the NYSE trading day
European Journal of Finance·2008· 3 cited
Common Effects in Imbalances and Returns: Style-Based Comovement and Flight-to-Quality
SSRN Electronic Journal·2008Open Access
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Frequent Co-authors

Vikas Mehrotra(8), Nuri Volkan Kayaçetin(7), Blake Phillips(5), Carmen Stefanescu(4), Ebenezer Asem(4), Eli Bartov(3), Jarrad Harford(3), John Chalmers(3), Stephen G. Sápp(3), Ulf Brüggemann(3), Christian Leuz(3), Ingrid M. Werner(3), Randall Mørck(2), Gordon M. Bodnar(2), G.M. Bodmar(1), Carmen Stefanescu(1), Rossana Di Lieto(1), Melanie Foerster(1), K.R. Godfrey(1), Matthias X. Hanauer(1)