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Details about Amit Goyal

E-mail:
Homepage:http://www.hec.unil.ch/people/agoyal
Workplace:Swiss Finance Institute, (more information at EDIRC)
Institut de Banque et Finance (IBF) (Institute of Banking and Finance), Faculté des Hautes Études Commerciales (HEC) (Business School), Université de Lausanne (University of Lausanne), (more information at EDIRC)

Access statistics for papers by Amit Goyal.

Last updated 2019-06-11. Update your information in the RePEc Author Service.

Short-id: pgo419


Jump to Journal Articles

Working Papers

2018

  1. Distance-Based Metrics: A Bayesian Solution to the Power and Extreme-Error Problems in Asset-Pricing Tests
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
  2. p-Hacking: Evidence from Two Million Trading Strategies
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads

2012

  1. Misvaluation and Return Anomalies in Distress Stocks
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads

2011

  1. Buyers Versus Sellers: Who Initiates Trades And When?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    See also Journal Article in Journal of Financial and Quantitative Analysis (2016)

2008

  1. How common are common return factors across NYSE and Nasdaq?
    Post-Print, HAL View citations (4)
    See also Journal Article in Journal of Financial Economics (2008)

2006

  1. A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (23)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (44)

    See also Journal Article in Review of Financial Studies (2008)

2004

  1. A Note On 'Predicting Returns With Financial Ratios'
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (2)
  2. A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Review of Financial Studies (2005)

2002

  1. Predicting the Equity Premium With Dividend Ratios
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (58)
    Also in Yale School of Management Working Papers, Yale School of Management (2002) Downloads View citations (6)

    See also Journal Article in Management Science (2003)

Journal Articles

2019

  1. Equity Misvaluation and Default Options
    Journal of Finance, 2019, 74, (2), 845-898 Downloads

2018

  1. Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?
    Review of Financial Studies, 2018, 31, (5), 1784-1824 Downloads View citations (3)
  2. Distress Anomaly and Shareholder Risk: International Evidence
    Financial Management, 2018, 47, (3), 553-581 Downloads View citations (2)

2017

  1. Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation
    Journal of Financial and Quantitative Analysis, 2017, 52, (4), 1301-1342 Downloads View citations (7)

2016

  1. Buyers versus Sellers: Who Initiates Trades, and When?
    Journal of Financial and Quantitative Analysis, 2016, 51, (5), 1467-1490 Downloads View citations (1)
    See also Working Paper (2011)

2015

  1. Is Momentum an Echo?
    Journal of Financial and Quantitative Analysis, 2015, 50, (6), 1237-1267 Downloads View citations (7)

2014

  1. Investing in a Global World
    Review of Finance, 2014, 18, (2), 561-590 Downloads View citations (9)

2012

  1. Assessing Project Risk
    Journal of Applied Corporate Finance, 2012, 24, (3), 94-100 Downloads View citations (2)
  2. Empirical cross-sectional asset pricing: a survey
    Financial Markets and Portfolio Management, 2012, 26, (1), 3-38 Downloads View citations (20)

2010

  1. Performance and Persistence in Institutional Investment Management
    Journal of Finance, 2010, 65, (2), 765-790 Downloads View citations (52)

2009

  1. Cross-section of option returns and volatility
    Journal of Financial Economics, 2009, 94, (2), 310-326 Downloads View citations (49)

2008

  1. A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
    Review of Financial Studies, 2008, 21, (4), 1455-1508 Downloads View citations (803)
    See also Working Paper (2006)
  2. How common are common return factors across the NYSE and Nasdaq?
    Journal of Financial Economics, 2008, 90, (3), 252-271 Downloads View citations (10)
    See also Working Paper (2008)
  3. The Selection and Termination of Investment Management Firms by Plan Sponsors
    Journal of Finance, 2008, 63, (4), 1805-1847 Downloads View citations (27)

2007

  1. Growth Options, Beta, and the Cost of Capital
    Financial Management, 2007, 36, (2), 1-13 Downloads View citations (10)

2006

  1. Liquidity and Autocorrelations in Individual Stock Returns
    Journal of Finance, 2006, 61, (5), 2365-2394 Downloads View citations (92)
  2. The Impact of Trades on Daily Volatility
    Review of Financial Studies, 2006, 19, (4), 1241-1277 Downloads View citations (65)

2005

  1. A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
    Review of Financial Studies, 2005, 18, (3), 831-873 Downloads View citations (106)
    See also Working Paper (2004)

2004

  1. Demographics, Stock Market Flows, and Stock Returns
    Journal of Financial and Quantitative Analysis, 2004, 39, (1), 115-142 Downloads View citations (33)

2003

  1. Predicting the Equity Premium with Dividend Ratios
    Management Science, 2003, 49, (5), 639-654 Downloads View citations (207)
    See also Working Paper (2002)

2000

  1. Understanding the financial crisis in Asia
    Pacific-Basin Finance Journal, 2000, 8, (2), 135-152 Downloads View citations (23)
 
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