Amit Goyal

Publications | Phd and Masters theses

Advanced search is available through Serval

Publications can be managed by accessing Serval via MyUnil


34 publications

En préparation
 
Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes
Goyal Amit, Saretto Alessio Review of Financial Studies.
[serval:BIB_32006C8C5E94]
2024
 
Choosing Investment Managers
Goyal Amit, Wahal Sunil, Yavuz M. Deniz, 2024/12/31. Journal of Financial and Quantitative Analysis, 59 (8) pp. 3531-3563. Peer-reviewed.
[DOI][serval:BIB_D826647BCCD4]
 
A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction
Goyal Amit, Welch Ivo, Zafirov Athanasse, 2024/11/30. Review of Financial Studies, 37 (11) pp. 3490-3557. Peer-reviewed.
[DOI][WoS][serval:BIB_17D2C9A6AA39]
 
Empirical Determinants of Momentum: A Perspective Using International Data
Goyal Amit, Jegadeesh Narasimhan, Subrahmanyam Avanidhar, 2024/09/24. Review of Finance. Peer-reviewed.
[DOI][serval:BIB_69D249F7CFAC]
 
Options Trading and Stock Price Informativeness
Cao Jie, Goyal Amit, Ke Sai, Zhan Xintong, 2024/06/01. Journal of Financial and Quantitative Analysis, 59 (4) pp. 1516-1540. Peer-reviewed.
[DOI][serval:BIB_69CDDE2FD259]
2023
 
Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data
Goyal Amit, Subrahmanyam Avanidhar, Swaminathan Bhaskaran, 2023/10. Review of Financial Economics, 41 (4) pp. 364-391. Peer-reviewed.
[DOI][WoS][serval:BIB_065DA13EC51E]
 
Forbearance in Institutional Investment Management: Evidence from Survey Data
Goyal Amit, Tol Ramon, Wahal Sunil, 2023/04/03. Financial Analysts Journal, 79 (2) pp. 7-20. Peer-reviewed.
[DOI][WoS][serval:BIB_54D20E9BF45D]
 
Implied Volatility Changes and Corporate Bond Returns
Cao Jie, Goyal Amit, Xiao Xiao, Zhan Xintong, 2023/03. Management Science, 69 (3) pp. 1375-1397. Peer-reviewed.
[DOI][WoS][serval:BIB_229800962AAB]
2020
 
Anomalies and False Rejections
Chordia T., Goyal A., Saretto A., 2020/05/01. The Review of Financial Studies, 33 (5) pp. 2134-2179.
[DOI][serval:BIB_28845976B9F8]
2019
 
Equity Misvaluation and Default Options
Eisdorfer A., Goyal A., Zhdanov A., 2019/04. The Journal of Finance, 74 (2) pp. 845-898. Peer-reviewed.
[DOI][WoS][serval:BIB_DF85604152D0]
2018
 
Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?
Goyal A., Jegadeesh N., 2018/05. The Review of Financial Studies, 31 (5) pp. 1784-1824. Peer-reviewed.
[DOI][serval:BIB_03CCC0B82778]
 
Distress Anomaly and Shareholder Risk: International Evidence : Distress Anomaly and Shareholder Risk
Eisdorfer A., Goyal A., Zhdanov A., 2018/01/11. Financial Management. Peer-reviewed.
[DOI][serval:BIB_E84CAD305ECB]
2017
 
Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation
Chordia T., Goyal A., Nozawa Y., Subrahmanyam A., Tong Q., 2017/08. Journal of Financial and Quantitative Analysis, 52 (04) pp. 1301-1342. Peer-reviewed.
[DOI][WoS][serval:BIB_B1A2448B5111]
2016
 
Buyers Versus Sellers: Who Initiates Trades And When?
Chordia T., Goyal A., Jegadeesh N., 2016/10. Journal of Financial and Quantitative Analysis, 51 (5) pp. 1467-1490. Peer-reviewed.
[DOI][WoS][serval:BIB_8F4541D5BBA7]
2015
 
Is Momentum an Echo?
Goyal A., Wahal S., 2015/12. Journal of Financial and Quantitative Analysis, 50 (6) pp. 1237-1267. Peer-reviewed.
[DOI][WoS][serval:BIB_0EB54A8208A6]
 
Bad Habits and Good Practices
Goyal A., Ilmanen A., Kabiller D., 2015. Journal of Portfolio Management, 41 (4) pp. 97-107. Peer-reviewed.
[DOI][WoS][serval:BIB_7D36AA504615]
2014
 
Investing in a Global World
Busse J., Goyal A., Wahal S., 2014/04. Review of Finance, 18 (2) pp. 561-590. Peer-reviewed.
[DOI][WoS][serval:BIB_E545315BEC8D]
 
Asset Allocation and Bad Habits
Ang A., Goyal A., Ilmanen A. S., 2014. Rotman International Journal of Pension Management, 7 (2) pp. 16-27.
[DOI][serval:BIB_133D75AE6429]
2012
 
Assessing Project Risk
Bernardo A., Chowdhry B., Goyal A., 2012/09. Journal of Applied Corporate Finance, 24 (3) pp. 94-100. Peer-reviewed.
[DOI][serval:BIB_0C0B3AD2C668]
Empirical Cross-Sectional Asset Pricing: A Survey
Goyal A., 2012/03. Financial Markets and Portfolio Management, 26 (1) pp. 3-38. Peer-reviewed.
[URN][DOI][serval:BIB_1F56F3516DBE]
2010
 
Performance Persistence in Institutional Investment Management
Busse J., Goyal A., Wahal S., 2010/04. Journal of Finance, 65 (2) pp. 765-790. Peer-reviewed.
[DOI][WoS][serval:BIB_CA26C8201D85]
2009
 
Cross-Section of Option Returns and Volatility
Goyal A., Saretto A., 2009/11. Journal of Financial Economics, 94 (2) pp. 310-326. Peer-reviewed.
[DOI][WoS][serval:BIB_D4C174641B9E]
 
Liquidity and the Post-Earnings-Announcement-Drift
Chordia T., Goyal A., Sadka G., Sadka R., Shivakumar L., 2009/07. Financial Analyst Journal, 65 (4) pp. 18-32. Peer-reviewed.
[DOI][WoS][serval:BIB_CDA531160162]
2008
 
How Common are Common Return Factors Across Nyse and Nasdaq?
Goyal A., Pérignon C., Villa C., 2008/12. Journal of Financial Economics, 90 (3) pp. 252-271. Peer-reviewed.
[DOI][WoS][serval:BIB_C7E3CEAEA750]
 
The Selection and Termination of Investment Managers by Plan Sponsors
Goyal A., Wahal S., 2008/08. Journal of Finance, 63 (4) pp. 1805-1847. Peer-reviewed.
[DOI][WoS][serval:BIB_1824DDF36121]
 
A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
Goyal A., Welch I., 2008/07. Review of Financial Studies, 21 (4) pp. 1455-1508. Peer-reviewed.
[DOI][WoS][serval:BIB_D1F52F96681D]
2007
 
Growth Options, Beta, and the Cost of Capital
Bernardo A., Chowdhry B., Goyal A., 2007. Financial Management, 36 (2) pp. 5-17. Peer-reviewed.
[WoS][serval:BIB_C86D0975F211]
2006
 
Liquidity and Autocorrelations in Individual Stock Returns
Avramov D., Chordia T., Goyal A., 2006/10. Journal of Finance, 61 (5) pp. 2365-2394. Peer-reviewed.
[DOI][WoS][serval:BIB_006A64422930]
 
The Impact of Trades on Daily Volatility
Avramov D., Chordia T., Goyal A., 2006. Review of Financial Studies, 19 (4) pp. 1241-1277. Peer-reviewed.
[DOI][WoS][serval:BIB_DD59D1A8332E]
2005
 
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
Brandt M. W., Goyal A., Santa-Clara P., Stroud J. R., 2005. Review of Financial Studies, 18 (3) pp. 831-873. Peer-reviewed.
[DOI][WoS][serval:BIB_5EC9EFA1BA2D]
2004
 
Demographics, Stock Market Flows, and Stock Returns
Goyal A., 2004/03. Journal of Financial and Quantitative Analysis, 39 (1) pp. 115-142. Peer-reviewed.
[DOI][WoS][serval:BIB_AC91C65EFC41]
2003
 
Idiosyncratic Risk Matters!
Goyal A., Santa-Clara P., 2003/06. Journal of Finance, 58 (3) pp. 975-1007. Peer-reviewed.
[DOI][WoS][serval:BIB_454297A06CA1]
 
Predicting the Equity Premium with Dividend Ratios
Goyal A., Welch I., 2003/05. Management Science, 49 (5) pp. 639-654. Peer-reviewed.
[DOI][WoS][serval:BIB_8B9BB7343FF3]
2000
 
Understanding the Financial Crisis in Asia
Chowdhry B., Goyal A., 2000/05. Pacific-Basin Finance Journal, 8 (2) pp. 135-152. Peer-reviewed.
[DOI][serval:BIB_76A45F37DF46]
Partagez:
Unicentre - CH-1015 Lausanne
Suisse
Tél. +41 21 692 11 11
Canton de Vaud
Swiss University