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Amit Goyal
Amit Goyal
Swiss Finance Institute at HEC at the University of Lausanne
Verified email at unil.ch - Homepage
Title
Cited by
Cited by
Year
A comprehensive look at the empirical performance of equity premium prediction
I Welch, A Goyal
Review of Financial Studies 21 (4), 1455-1508, 2008
4589*2008
Idiosyncratic risk matters!
A Goyal, P Santa‐Clara
The Journal of Finance 58 (3), 975-1007, 2003
15092003
Predicting the equity premium with dividend ratios
A Goyal, I Welch
Management Science 49 (5), 639-654, 2003
9342003
Liquidity and autocorrelations in individual stock returns
D Avramov, T Chordia, A Goyal
The Journal of Finance 61 (5), 2365-2394, 2006
5512006
A simulation approach to dynamic portfolio choice with an application to learning about return predictability
MW Brandt, A Goyal, P Santa-Clara, JR Stroud
The Review of Financial Studies 18 (3), 831-873, 2005
4242005
Cross-section of option returns and volatility
A Goyal, A Saretto
Journal of Financial Economics 94 (2), 310-326, 2009
4232009
Performance and persistence in institutional investment management
JA Busse, A Goyal, S Wahal
The Journal of Finance 65 (2), 765-790, 2010
4142010
The impact of trades on daily volatility
D Avramov, T Chordia, A Goyal
The Review of Financial Studies 19 (4), 1241-1277, 2006
3272006
The selection and termination of investment management firms by plan sponsors
A Goyal, S Wahal
The Journal of Finance 63 (4), 1805-1847, 2008
2732008
Liquidity and the post-earnings-announcement drift
T Chordia, A Goyal, G Sadka, R Sadka, L Shivakumar
Financial Analysts Journal 65 (4), 18-32, 2009
2682009
Demographics, stock market flows, and stock returns
A Goyal
Journal of Financial and Quantitative Analysis 39 (1), 115-142, 2004
1742004
Empirical cross-sectional asset pricing: a survey
A Goyal
Financial Markets and Portfolio Management 26 (1), 3-38, 2012
1732012
Anomalies and false rejections
T Chordia, A Goyal, A Saretto
The Review of Financial Studies 33 (5), 2134-2179, 2020
147*2020
Are capital market anomalies common to equity and corporate bond markets? An empirical investigation
T Chordia, A Goyal, Y Nozawa, A Subrahmanyam, Q Tong
Journal of Financial and Quantitative Analysis 52 (4), 1301-1342, 2017
137*2017
Cross-sectional asset pricing with individual stocks: betas versus characteristics
T Chordia, A Goyal, JA Shanken
Available at SSRN 2549578, 2015
1322015
Growth options, beta, and the cost of capital
AE Bernardo, B Chowdhry, A Goyal
Financial Management 36 (2), 1-13, 2007
1252007
Understanding the financial crisis in Asia
B Chowdhry, A Goyal
Pacific-Basin Finance Journal 8 (2), 135-152, 2000
1252000
Cross-sectional and time-series tests of return predictability: What is the difference?
A Goyal, N Jegadeesh
The Review of Financial Studies 31 (5), 1784-1824, 2018
1122018
Is momentum an echo?
A Goyal, S Wahal
Journal of Financial and Quantitative Analysis 50 (6), 1237-1267, 2015
1012015
Investing in a global world
JA Busse, A Goyal, S Wahal
Review of Finance 18 (2), 561-590, 2014
772014
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