Amit Goyal
Names
Identifer
Contact
Affiliations
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Swiss Finance Institute (weight: 50%)
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Université de Lausanne
/ Faculté des Hautes Études Commerciales (HEC)
/ Institut de Banque et Finance (IBF) (weight: 50%)
Research profile
author of:
- Growth Options, Beta, and the Cost of Capital (RePEc:bla:finmgt:v:36:y:2007:i:2:p:1-13)
by Antonio E. Bernardo & Bhagwan Chowdhry & Amit Goyal - Distress Anomaly and Shareholder Risk: International Evidence (RePEc:bla:finmgt:v:47:y:2018:i:3:p:553-581)
by Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov - Assessing Project Risk (RePEc:bla:jacrfn:v:24:y:2012:i:3:p:94-100)
by Antonio E. Bernardo & Bhagwan Chowdhry & Amit Goyal - Idiosyncratic Risk Matters! (RePEc:bla:jfinan:v:58:y:2003:i:3:p:975-1007)
by Amit Goyal & Pedro Santa‐Clara - Liquidity and Autocorrelations in Individual Stock Returns (RePEc:bla:jfinan:v:61:y:2006:i:5:p:2365-2394)
by Doron Avramov & Tarun Chordia & Amit Goyal - The Selection and Termination of Investment Management Firms by Plan Sponsors (RePEc:bla:jfinan:v:63:y:2008:i:4:p:1805-1847)
by Amit Goyal & Sunil Wahal - Performance and Persistence in Institutional Investment Management (RePEc:bla:jfinan:v:65:y:2010:i:2:p:765-790)
by Jeffrey A. Busse & Amit Goyal & Sunil Wahal - Equity Misvaluation and Default Options (RePEc:bla:jfinan:v:74:y:2019:i:2:p:845-898)
by Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov - Buyers Versus Sellers: Who Initiates Trades And When? (RePEc:chf:rpseri:rp1143)
by Tarun CHORDIA & Amit GOYAL & Narasimhan JEGADEESH - Misvaluation and Return Anomalies in Distress Stocks (RePEc:chf:rpseri:rp1212)
by Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov - p-Hacking: Evidence from Two Million Trading Strategies (RePEc:chf:rpseri:rp1737)
by Tarun Chordia & Amit Goyal & Alessio Saretto - Option Trading and Stock Price Informativeness (RePEc:chf:rpseri:rp1974)
by Jie Cao & Amit Goyal & Sai Ke & Xintong Zhan - Implied Volatility Changes and Corporate Bond Returns (RePEc:chf:rpseri:rp1975)
by Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan - The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning (RePEc:chf:rpseri:rp20110)
by Turan G. Bali & Amit Goyal & Dashan Huang & Fuwei Jiang & Quan Wen - Choosing Investment Managers (RePEc:chf:rpseri:rp2063)
by Amit Goyal & Sunil Wahal & M. Deniz Yavuz - Cheap Options Are Expensive (RePEc:chf:rpseri:rp2064)
by Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov - Unlocking ESG Premium from Options (RePEc:chf:rpseri:rp2139)
by Jie Cao & Amit Goyal & Xintong Zhan & Weiming Elaine Zhang - Pricing Event Risk: Evidence from Concave Implied Volatility Curves (RePEc:chf:rpseri:rp2148)
by Lykourgos Alexiou & Amit Goyal & Alexandros Kostakis & Leonidas Rompolis - A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II (RePEc:chf:rpseri:rp2185)
by Amit Goyal & Ivo Welch & Athanasse Zafirov - Picking Partners: Manager Selection in Private Equity (RePEc:chf:rpseri:rp2186)
by Amit Goyal & Sunil Wahal & M. Deniz Yavuz - Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data (RePEc:chf:rpseri:rp2187)
by Amit Goyal & Avanidhar Subrahmanyam & Bhaskaran Swaminathan - A Joint Factor Model for Bonds, Stocks, and Options (RePEc:chf:rpseri:rp23106)
by Turan G. Bali & Heiner Beckmeyer & Amit Goyal - R&D, Innovation, and the Stock Market (RePEc:chf:rpseri:rp23107)
by Amit Goyal & Sunil Wahal - Demographics, Stock Market Flows, and Stock Returns (RePEc:cup:jfinqa:v:39:y:2004:i:01:p:115-142_00)
by Goyal, Amit - Is Momentum an Echo? (RePEc:cup:jfinqa:v:50:y:2015:i:06:p:1237-1267_00)
by Goyal, Amit & Wahal, Sunil - Buyers versus Sellers: Who Initiates Trades, and When? (RePEc:cup:jfinqa:v:51:y:2016:i:05:p:1467-1490_00)
by Chordia, Tarun & Goyal, Amit & Jegadeesh, Narasimhan - Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation (RePEc:cup:jfinqa:v:52:y:2017:i:04:p:1301-1342_00)
by Chordia, Tarun & Goyal, Amit & Nozawa, Yoshio & Subrahmanyam, Avanidhar & Tong, Qing - How common are common return factors across the NYSE and Nasdaq? (RePEc:eee:jfinec:v:90:y:2008:i:3:p:252-271)
by Goyal, Amit & Pérignon, Christophe & Villa, Christophe - Cross-section of option returns and volatility (RePEc:eee:jfinec:v:94:y:2009:i:2:p:310-326)
by Goyal, Amit & Saretto, Alessio - Understanding the financial crisis in Asia (RePEc:eee:pacfin:v:8:y:2000:i:2:p:135-152)
by Chowdhry, Bhagwan & Goyal, Amit - Are Equity Option Returns Abnormal? IPCA Says No (RePEc:fip:feddwp:94684)
by Amit Goyal & Alessio Saretto - How common are common return factors across NYSE and Nasdaq? (RePEc:hal:journl:hal-00796909)
by Christophe Villa & Amit Goyal & Christophe Pérignon - Predicting the Equity Premium with Dividend Ratios (RePEc:inm:ormnsc:v:49:y:2003:i:5:p:639-654)
by Amit Goyal & Ivo Welch - Implied Volatility Changes and Corporate Bond Returns (RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1375-1397)
by Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan - Empirical cross-sectional asset pricing: a survey (RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38)
by Amit Goyal - A Comprehensive Look at the Empirical Performance of Equity Premium Prediction (RePEc:nbr:nberwo:10483)
by Amit Goval & Ivo Welch - A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability (RePEc:nbr:nberwo:10934)
by Michael W. Brandt & Amit Goyal & Pedro Santa-Clara & Jonathan Storud - Predicting the Equity Premium With Dividend Ratios (RePEc:nbr:nberwo:8788)
by Amit Goyal & Ivo Welch - Investing in a Global World (RePEc:oup:revfin:v:18:y:2014:i:2:p:561-590.)
by Jeffrey A. Busse & Amit Goyal & Sunil Wahal - A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability (RePEc:oup:rfinst:v:18:y:2005:i:3:p:831-873)
by Michael W. Brandt & Amit Goyal & Pedro Santa-Clara & Jonathan R. Stroud - The Impact of Trades on Daily Volatility (RePEc:oup:rfinst:v:19:y:2006:i:4:p:1241-1277)
by Doron Avramov & Tarun Chordia & Amit Goyal - A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (RePEc:oup:rfinst:v:21:y:2008:i:4:p:1455-1508)
by Ivo Welch & Amit Goyal - Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference? (RePEc:oup:rfinst:v:31:y:2018:i:5:p:1784-1824.)
by Amit Goyal & Narasimhan Jegadeesh - Anomalies and False Rejections (RePEc:oup:rfinst:v:33:y:2020:i:5:p:2134-2179.)
by Tarun Chordia & Amit Goyal & Alessio Saretto - Digital Identity in India (RePEc:spr:sprchp:978-3-030-65117-6_30)
by Bhagwan Chowdhry & Amit Goyal & Syed Anas Ahmed - A Comprehensive Look at the Empirical Performance of Equity Premium Prediction (RePEc:ysm:wpaper:amz2412)
by Amit Goyal & Ivo Welch - Predicting the Equity Premium with Dividend Ratios (RePEc:ysm:wpaper:amz2437)
by Amit Goyal & Ivo Welch - A Note On 'Predicting Returns With Financial Ratios' (RePEc:ysm:wpaper:amz2465)
by Ivo Welch & Amit Goyal