.
Goyal, Amit's
Scholarly Papers
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Aggregate Statistics
Total 18,543
Total Citations 908
1.
Predicting the Equity Premium with Dividend Ratios
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Goyal, Amit University of Lausanne
Welch, Ivo University of California, Los Angeles (UCLA)
Posted:
28 Apr 99
Last Revised:
26 Oct 10
3,600(999)
174
Goyal, Amit University of Lausanne
Welch, Ivo University of California, Los Angeles (UCLA)
54
174
Goyal, Amit University of Lausanne
Welch, Ivo University of California, Los Angeles (UCLA)
3,546
173
2.
A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
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Welch, Ivo University of California, Los Angeles (UCLA)
Goyal, Amit University of Lausanne
Posted:
30 Apr 04
Last Revised:
25 Aug 10
2,806(1,533)
262
Welch, Ivo University of California, Los Angeles (UCLA)
Goyal, Amit University of Lausanne
0
G12, G14
Goyal, Amit University of Lausanne
Welch, Ivo University of California, Los Angeles (UCLA)
60
262
Goyal, Amit University of Lausanne
Welch, Ivo University of California, Los Angeles (UCLA)
2,746
262
Equity Premium, Prediction, Stock Market
3.
Goyal, Amit University of Lausanne
Saretto, Alessio University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
2,404(2,060)
29
option returns, implied volatility
4.
Welch, Ivo University of California, Los Angeles (UCLA)
Goyal, Amit University of Lausanne
2,024(2,767)
1
5.
Liquidity and Autocorrelations in Individual Stock Returns
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Avramov, Doron Hebrew University of Jerusalem
Chordia, Tarun Emory University - Department of Finance
Goyal, Amit University of Lausanne
Posted:
13 Jun 04
Last Revised:
07 Feb 07
1,477(4,796)
64
Avramov, Doron Hebrew University of Jerusalem
Chordia, Tarun Emory University - Department of Finance
Goyal, Amit University of Lausanne
0
Avramov, Doron Hebrew University of Jerusalem
Chordia, Tarun Emory University - Department of Finance
Goyal, Amit University of Lausanne
1,477
64
6.
Liquidity and the Post-Earnings-Announcement Drift
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Chordia, Tarun Emory University - Department of Finance
Sadka, Ronnie Boston College - Carroll School of Management
Goyal, Amit University of Lausanne
Sadka, Gil Columbia Business School - Accounting, Business Law & Taxation
Shivakumar, Lakshmanan London Business School
Posted:
20 Mar 07
Last Revised:
11 Nov 11
1,435(5,047)
56
Chordia, Tarun Emory University - Department of Finance
Goyal, Amit University of Lausanne
Sadka, Gil Columbia Business School - Accounting, Business Law & Taxation
Sadka, Ronnie Boston College - Carroll School of Management
Shivakumar, Lakshmanan London Business School
0
Equity Investments, Research Sources, Investment Theory, Efficient Market Theory, Portfolio Management, Equity Strategies
Chordia, Tarun Emory University - Department of Finance
Goyal, Amit University of Lausanne
Sadka, Gil Columbia Business School - Accounting, Business Law & Taxation
Sadka, Ronnie Boston College - Carroll School of Management
Shivakumar, Lakshmanan London Business School
258
56
Research Sources, Equity Investments, Technical Analysis, Investment Theory, Efficient Market Theory, Portfolio Management, Equity Strategies
Chordia, Tarun Emory University - Department of Finance
Sadka, Ronnie Boston College - Carroll School of Management
Goyal, Amit University of Lausanne
Sadka, Gil Columbia Business School - Accounting, Business Law & Taxation
Shivakumar, Lakshmanan London Business School
Posted:
20 Mar 07
Last Revised:
24 Aug 11
1,177
56
G11, G12, C11
7.
The Impact of Trades on Daily Volatility
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Avramov, Doron Hebrew University of Jerusalem
Chordia, Tarun Emory University - Department of Finance
Goyal, Amit University of Lausanne
Posted:
21 Mar 04
Last Revised:
29 Jul 10
798(13,185)
23
Avramov, Doron Hebrew University of Jerusalem
Chordia, Tarun Emory University - Department of Finance
Goyal, Amit University of Lausanne
0
Avramov, Doron Hebrew University of Jerusalem
Chordia, Tarun Emory University - Department of Finance
Goyal, Amit University of Lausanne
0
Avramov, Doron Hebrew University of Jerusalem
Chordia, Tarun Emory University - Department of Finance
Goyal, Amit University of Lausanne
798
23
asymmetric volatility, informed trades, liquidity based trades
8.
Idiosyncratic Risk Matters!
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Goyal, Amit University of Lausanne
Santa-Clara, Pedro Nova School of Business and Economics
Posted:
17 Oct 02
Last Revised:
04 Aug 03
737(14,818)
195
Goyal, Amit University of Lausanne
Santa-Clara, Pedro Nova School of Business and Economics
0
Goyal, Amit University of Lausanne
Santa-Clara, Pedro Nova School of Business and Economics
737
195
9.
Busse, Jeffrey A. Emory University - Department of Finance
Goyal, Amit University of Lausanne
Wahal, Sunil Arizona State University (ASU) - Finance Department
717(15,438)
38
10.
Brandt, Michael W. Duke University - Fuqua School of Business
Goyal, Amit University of Lausanne
Santa-Clara, Pedro Nova School of Business and Economics
637(18,328)
5
11.
Chordia, Tarun Emory University - Department of Finance
Goyal, Amit University of Lausanne
Tong, Qing Singapore Management University - School of Business
Posted:
15 Mar 11
Last Revised:
19 Aug 11
429(31,127)
1
Asymmetric Correlations, Downside correlations, Retail Investors
12.
Goyal, Amit University of Lausanne
Wahal, Sunil Arizona State University (ASU) - Finance Department
Posted:
01 Oct 11
Last Revised:
27 Apr 13
397(34,333)
Momentum, Market Efficiency, Return Predictability
13.
Perignon, Christophe HEC Paris (Groupe HEC) - Finance Department
Goyal, Amit University of Lausanne
Villa, Christophe Audencia Nantes School of Management
Posted:
27 Sep 07
Last Revised:
14 Mar 13
390(35,139)
Risk Factors
14.
Misvaluation and Return Anomalies in Distress Stocks
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Eisdorfer, Assaf University of Connecticut - Department of Finance
Goyal, Amit University of Lausanne
Zhdanov, Alexei University of Lausanne - Institute of Banking and Finance (IBF)
Posted:
16 Mar 12
Last Revised:
17 Mar 12
367(37,874)
1
Eisdorfer, Assaf University of Connecticut - Department of Finance
Goyal, Amit University of Lausanne
Zhdanov, Alexei University of Lausanne - Institute of Banking and Finance (IBF)
178
1
Financial Distress, Return Anomalies, Misvaluation
Eisdorfer, Assaf University of Connecticut - Department of Finance
Goyal, Amit University of Lausanne
Zhdanov, Alexei University of Lausanne - Institute of Banking and Finance (IBF)
189
1
financial distress, return anomalies, misvaluation
15.
Chordia, Tarun Emory University - Department of Finance
Goyal, Amit University of Lausanne
Jegadeesh, Narasimhan Emory University - Department of Finance
Posted:
23 Aug 11
Last Revised:
07 Oct 11
257(57,408)
1
Order imbalance, disposition effect, tax-loss selling
16.
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
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Brandt, Michael W. Duke University - Fuqua School of Business
Goyal, Amit University of Lausanne
Santa-Clara, Pedro Nova School of Business and Economics
Stroud, Jonathan R. University of Pennsylvania - Statistics Department
Posted:
15 Dec 04
Last Revised:
29 Jul 10
64(177,742)
58
Brandt, Michael W. Duke University - Fuqua School of Business
Goyal, Amit University of Lausanne
Santa-Clara, Pedro Nova School of Business and Economics
Stroud, Jonathan R. University of Pennsylvania - Statistics Department
0
time optimal control problems, Neumann parabolic equations with an infinite number of variables, Dubovitskii-Milyutin theorem, conical approximations, optimality conditions, Weierstrass theorem
Brandt, Michael W. Duke University - Fuqua School of Business
Goyal, Amit University of Lausanne
Santa-Clara, Pedro Nova School of Business and Economics
Stroud, Jonathan R. University of Pennsylvania - Statistics Department
64
58
17.
Eisdorfer, Assaf University of Connecticut - Department of Finance
Goyal, Amit University of Lausanne
Zhdanov, Alexei University of Lausanne - Institute of Banking and Finance (IBF)
3
Distress anomaly, International finance
18.
Bernardo, Antonio E. University of California, Los Angeles (UCLA) - Finance Area
Chowdhry, Bhagwan University of California, Los Angeles (UCLA) - Finance Area
Goyal, Amit University of Lausanne
1(343,238)
19.
The Selection and Termination of Investment Managers By Plan Sponsors
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Goyal, Amit University of Lausanne
Wahal, Sunil Arizona State University (ASU) - Finance Department
Posted:
02 Mar 05
Last Revised:
11 Jul 07
Goyal, Amit University of Lausanne
Wahal, Sunil Arizona State University (ASU) - Finance Department
0
Pensions, Asset Management, Plan Sponsors
Goyal, Amit University of Lausanne
Wahal, Sunil Arizona State University (ASU) - Finance Department
0
Pensions, Asset Management, Plan Sponsors
