Amit Goyal

University of Lausanne

Batiment Extranef 226

Lausanne, Vaud CH-1015

Switzerland

http://www.hec.unil.ch/agoyal/

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

  • University of Lausanne

    • Email
    • Tel: +41 21 692 3676
    • Fax: +41 21 692 3435

  • Swiss Finance Institute

SCHOLARLY PAPERS

46

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63,374

SSRN CITATIONS
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1,676

CROSSREF CITATIONS

1,847

Scholarly Papers (46)

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1.

A Comprehensive Look at the Empirical Performance of Equity Premium Prediction

Downloads 4,971 ( 3,078)
Citation 960

A Comprehensive Look at the Empirical Performance of Equity Premium Prediction

Yale ICF Working Paper No. 04-11
Number of pages: 59 Posted: 30 Apr 2004
Amit Goyal and Ivo Welch
University of Lausanne and University of California, Los Angeles (UCLA)
Downloads 4,741 (3,286)
Citation 7

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Equity Premium, Prediction, Stock Market

A Comprehensive Look at the Empirical Performance of Equity Premium Prediction

NBER Working Paper No. w10483
Number of pages: 53 Posted: 26 May 2004 Last Revised: 25 Aug 2022
Amit Goyal and Ivo Welch
University of Lausanne and University of California, Los Angeles (UCLA)
Downloads 230 (219,858)
Citation 167

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A Comprehensive Look at the Empirical Performance of Equity Premium Prediction

The Review of Financial Studies, Vol. 21, Issue 4, pp. 1455-1508, 2008
Posted: 08 Aug 2008
Ivo Welch and Amit Goyal
University of California, Los Angeles (UCLA) and University of Lausanne

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G12, G14

2.

Option Returns and Volatility Mispricing

Number of pages: 38 Posted: 14 Mar 2006
Amit Goyal and Alessio Saretto
University of Lausanne and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 4,793 (3,268)
Citation 4

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option returns, implied volatility

3.

Predicting the Equity Premium with Dividend Ratios

Downloads 4,087 ( 4,276)
Citation 242

Predicting the Equity Premium with Dividend Ratios

Yale ICF Working Paper No. 02-04
Number of pages: 36 Posted: 28 Apr 1999
Amit Goyal and Ivo Welch
University of Lausanne and University of California, Los Angeles (UCLA)
Downloads 3,832 (4,647)
Citation 11

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Predicting the Equity Premium with Dividend Ratios

NBER Working Paper No. w8788
Number of pages: 33 Posted: 14 Feb 2002 Last Revised: 08 Jul 2022
Amit Goyal and Ivo Welch
University of Lausanne and University of California, Los Angeles (UCLA)
Downloads 255 (198,639)
Citation 25

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4.

Anomalies and False Rejections

Swiss Finance Institute Research Paper No. 17-37
Number of pages: 66 Posted: 14 Aug 2017 Last Revised: 23 Jan 2020
Tarun Chordia, Amit Goyal and Alessio Saretto
Emory University - Department of Finance, University of Lausanne and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 3,604 (5,303)
Citation 61

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Hypothesis testing, False discoveries, Trading strategies

5.

Predicting Corporate Bond Returns: Merton Meets Machine Learning

Georgetown McDonough School of Business Research Paper No. 3686164, Swiss Finance Institute Research Paper No. 20-110
Number of pages: 70 Posted: 17 Sep 2020 Last Revised: 25 Aug 2022
Turan G. Bali, Amit Goyal, Dashan Huang, Fuwei Jiang and Quan Wen
Georgetown University - McDonough School of Business, University of Lausanne, Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) and McDonough School of Business, Georgetown University
Downloads 3,601 (5,325)
Citation 10

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machine learning, big data, corporate bond returns, cross-sectional return predictability

6.

A Comprehensive 2021 Look at the Empirical Performance of Equity Premium Prediction II

Swiss Finance Institute Research Paper No. 21-85
Number of pages: 102 Posted: 24 Sep 2021 Last Revised: 09 Feb 2023
Amit Goyal, Ivo Welch and Athanasse Zafirov
University of Lausanne, University of California, Los Angeles (UCLA) and University of California
Downloads 3,592 (5,342)
Citation 17

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equity premium, prediction, out-of-sample, skepticism

7.

Cross-Sectional Asset Pricing with Individual Stocks: Betas versus Characteristics

Number of pages: 61 Posted: 15 Jan 2015 Last Revised: 14 Jan 2019
Tarun Chordia, Amit Goyal and Jay A. Shanken
Emory University - Department of Finance, University of Lausanne and Emory University - Goizueta Business School
Downloads 2,877 (7,645)
Citation 38

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Asset Pricing, Individual Stocks, Factor Loadings, Characteristics, Errors-in-Variables

8.

High-Frequency Trading

Johnson School Research Paper Series No. #20-2013
Number of pages: 15 Posted: 13 Jun 2013
Tarun Chordia, Amit Goyal, Bruce N. Lehmann and Gideon Saar
Emory University - Department of Finance, University of Lausanne, University of California, San Diego and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 2,636 (8,731)
Citation 19

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9.

A Note on 'Predicting Returns with Financial Ratios'

Number of pages: 12 Posted: 27 Jan 2004
Ivo Welch and Amit Goyal
University of California, Los Angeles (UCLA) and University of Lausanne
Downloads 2,563 (9,122)

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10.

Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?

Swiss Finance Institute Research Paper No. 15-13
Number of pages: 72 Posted: 25 May 2015 Last Revised: 18 Oct 2017
Amit Goyal and Narasimhan Jegadeesh
University of Lausanne and Emory University - Department of Finance
Downloads 2,364 (10,378)
Citation 40

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Momentum, market timing, return predictability

11.

Choosing Investment Managers

Swiss Finance Institute Research Paper No. 20-63
Number of pages: 67 Posted: 16 Sep 2020 Last Revised: 22 Feb 2022
Amit Goyal, Sunil Wahal and M. Deniz Yavuz
University of Lausanne, Arizona State University (ASU) - Finance Department and Purdue University - Krannert School of Management
Downloads 1,961 (14,030)
Citation 2

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12.

Liquidity and the Post-Earnings-Announcement Drift

Downloads 1,948 (14,164)
Citation 52

Liquidity and the Post-Earnings-Announcement Drift

AFA 2008 New Orleans Meetings Paper
Number of pages: 35 Posted: 20 Mar 2007 Last Revised: 24 Aug 2011
Tarun Chordia, Ronnie Sadka, Amit Goyal, Gil Sadka and Lakshmanan Shivakumar
Emory University - Department of Finance, Boston College - Carroll School of Management, University of Lausanne, University of Texas at Dallas and London Business School
Downloads 1,526 (20,287)
Citation 55

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G11, G12, C11

Liquidity and the Post-Earnings-Announcement Drift

Financial Analysts Journal, Forthcoming
Number of pages: 36 Posted: 18 May 2009
Tarun Chordia, Amit Goyal, Gil Sadka, Ronnie Sadka and Lakshmanan Shivakumar
Emory University - Department of Finance, University of Lausanne, University of Texas at Dallas, Boston College - Carroll School of Management and London Business School
Downloads 422 (114,981)

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Research Sources, Equity Investments, Technical Analysis, Investment Theory, Efficient Market Theory, Portfolio Management, Equity Strategies

Liquidity and the Post-Earnings-Announcement Drift

Financial Analysts Journal, Vol. 65, No. 4, 2009
Posted: 09 Aug 2009
Tarun Chordia, Amit Goyal, Gil Sadka, Ronnie Sadka and Lakshmanan Shivakumar
Emory University - Department of Finance, University of Lausanne, University of Texas at Dallas, Boston College - Carroll School of Management and London Business School

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Equity Investments, Research Sources, Investment Theory, Efficient Market Theory, Portfolio Management, Equity Strategies

13.

Liquidity and Autocorrelations in Individual Stock Returns

Downloads 1,874 (15,061)

Liquidity and Autocorrelations in Individual Stock Returns

Number of pages: 41 Posted: 13 Jun 2004
Doron Avramov, Tarun Chordia and Amit Goyal
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne
Downloads 1,874 (14,818)
Citation 83

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Liquidity and Autocorrelations in Individual Stock Returns

Journal of Finance, Forthcoming
Posted: 04 Aug 2005
Doron Avramov, Tarun Chordia and Amit Goyal
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne

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14.

Asset Allocation and Bad Habits

Rotman International Journal of Pension Management, Vol. 7, No. 2, 2014, Columbia Business School Research Paper No. 14-42
Number of pages: 13 Posted: 17 Sep 2014
Andrew Ang, Amit Goyal and Antti Ilmanen
BlackRock, Inc, University of Lausanne and AQR Capital Management
Downloads 1,767 (16,490)
Citation 3

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Asset Allocation, Mean Reversion, Momentum Investing, Pension Fund, Return Attribution

15.

Options Trading and Stock Price Informativeness

Swiss Finance Institute Research Paper No. 19-74, Journal of Financial and Quantitative Analysis (JFQA), accepted
Number of pages: 42 Posted: 18 Jun 2019 Last Revised: 13 Jan 2023
Jie Cao, Amit Goyal, Sai Ke and Xintong Zhan
The Hong Kong Polytechnic University - School of Accounting and Finance, University of Lausanne, University of Mississippi - Department of Finance and Department of Finance, School of Management, Fudan University
Downloads 1,408 (23,330)
Citation 4

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option trading, price informativeness, stock synchronicity, information acquisition and production

16.

Unlocking ESG Premium from Options

Swiss Finance Institute Research Paper No. 21-39
Number of pages: 48 Posted: 24 Mar 2023 Last Revised: 28 Mar 2023
Jie Cao, Amit Goyal, Xintong Zhan and Weiming Elaine Zhang
The Hong Kong Polytechnic University - School of Accounting and Finance, University of Lausanne, Department of Finance, School of Management, Fudan University and IE Business School - IE University
Downloads 1,342 (25,167)
Citation 1

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ESG, risk premium, delta-hedged option return

17.

Empirical Determinants of Momentum: A Perspective From International Data

Number of pages: 65 Posted: 20 Jan 2022 Last Revised: 15 Mar 2023
Amit Goyal, Narasimhan Jegadeesh and Avanidhar Subrahmanyam
University of Lausanne, Emory University - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,331 (25,374)

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momentum; information diffusion, market efficiency

18.

Pairwise Correlations

Number of pages: 33 Posted: 15 Mar 2011 Last Revised: 14 Nov 2013
Tarun Chordia, Amit Goyal and Qing Tong
Emory University - Department of Finance, University of Lausanne and Shanghai LiLi Technology Co.,Ltd.
Downloads 1,279 (26,855)
Citation 10

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Asymmetric Correlations, Downside correlations, Retail Investors

19.

Is Momentum an Echo?

Number of pages: 51 Posted: 01 Oct 2011 Last Revised: 27 Apr 2013
Amit Goyal and Sunil Wahal
University of Lausanne and Arizona State University (ASU) - Finance Department
Downloads 1,174 (30,493)
Citation 18

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Momentum, Market Efficiency, Return Predictability

20.

Idiosyncratic Risk Matters!

Downloads 1,135 (32,070)

Idiosyncratic Risk Matters!

Number of pages: 43 Posted: 17 Oct 2002
Amit Goyal and Pedro Santa-Clara
University of Lausanne and Nova School of Business and Economics
Downloads 1,135 (31,578)
Citation 166

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Idiosyncratic Risk Matters!

Posted: 04 Aug 2003
Amit Goyal and Pedro Santa-Clara
University of Lausanne and Nova School of Business and Economics

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21.

Performance Persistence in Institutional Investment Management

EFA 2006 Zurich Meetings Paper
Number of pages: 46 Posted: 14 Jun 2006
Jeffrey A. Busse, Amit Goyal and Sunil Wahal
Emory University - Department of Finance, University of Lausanne and Arizona State University (ASU) - Finance Department
Downloads 1,085 (34,091)
Citation 95

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22.

Implied Volatility Changes and Corporate Bond Returns

Management Science accepted, Swiss Finance Institute Research Paper No. 19-75
Number of pages: 70 Posted: 18 Jun 2019 Last Revised: 03 Jun 2021
Jie Cao, Amit Goyal, Xiao Xiao and Xintong Zhan
The Hong Kong Polytechnic University - School of Accounting and Finance, University of Lausanne, City University London - Bayes Business School and Department of Finance, School of Management, Fudan University
Downloads 1,083 (34,254)
Citation 14

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Corporate bonds, implied volatility changes, default risk, information diffusion

23.

Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 55 Posted: 11 Aug 2014 Last Revised: 09 Jun 2017
Tarun Chordia, Amit Goyal, Yoshio Nozawa, Avanidhar Subrahmanyam and Qing Tong
Emory University - Department of Finance, University of Lausanne, University of Toronto, University of California, Los Angeles (UCLA) - Finance Area and Shanghai LiLi Technology Co.,Ltd.
Downloads 1,054 (35,520)
Citation 34

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24.

Limited Attention and Option Prices

Swiss Finance Institute Research Paper No. 20-64
Number of pages: 76 Posted: 06 Aug 2020 Last Revised: 10 May 2022
Alex Boulatov, Alex Boulatov, Assaf Eisdorfer, Amit Goyal and Alexei Zhdanov
University of Houston - C.T. Bauer College of BusinessHSE Moscow, University of Connecticut - Department of Finance, University of Lausanne and Pennsylvania State University
Downloads 1,033 (36,552)
Citation 3

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Option Returns, Investor Inattention

25.

The Impact of Trades on Daily Volatility

Downloads 956 (40,785)

The Impact of Trades on Daily Volatility

Number of pages: 46 Posted: 21 Mar 2004
Doron Avramov, Tarun Chordia and Amit Goyal
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne
Downloads 956 (40,174)
Citation 25

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asymmetric volatility, informed trades, liquidity based trades

The Impact of Trades on Daily Volatility

Review of Financial Studies, Forthcoming
Posted: 12 Aug 2005
Doron Avramov, Tarun Chordia and Amit Goyal
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne

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The Impact of Trades on Daily Volatility

The Review of Financial Studies, Vol. 19, Issue 4, pp. 1241-1277, 2006
Posted: 29 Feb 2008
Doron Avramov, Tarun Chordia and Amit Goyal
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne

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26.

Pricing Event Risk: Evidence from Concave Implied Volatility Curves

Swiss Finance Institute Research Paper No. 21-48, Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 62 Posted: 07 May 2021 Last Revised: 07 Aug 2023
Lykourgos Alexiou, Amit Goyal, Alexandros Kostakis and Leonidas Rompolis
University of Liverpool - Management School (ULMS), University of Lausanne, University of Liverpool - Management School (ULMS) and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 807 (51,516)
Citation 3

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Earnings Announcement, Event Risk, Risk-Neutral Distribution, Implied Volatility Curve

27.

Misvaluation and Return Anomalies in Distress Stocks

Downloads 779 (54,010)
Citation 2

Misvaluation and Return Anomalies in Distress Stocks

Swiss Finance Institute Research Paper No. 12-12
Number of pages: 50 Posted: 16 Mar 2012
Assaf Eisdorfer, Amit Goyal and Alexei Zhdanov
University of Connecticut - Department of Finance, University of Lausanne and Pennsylvania State University
Downloads 423 (114,637)
Citation 1

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Financial Distress, Return Anomalies, Misvaluation

Misvaluation and Return Anomalies in Distress Stocks

AFA 2013 San Diego Meetings Paper
Number of pages: 47 Posted: 17 Mar 2012
Assaf Eisdorfer, Amit Goyal and Alexei Zhdanov
University of Connecticut - Department of Finance, University of Lausanne and Pennsylvania State University
Downloads 356 (139,845)
Citation 2

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financial distress, return anomalies, misvaluation

28.

Dynamic Portfolio Choice: A Simulation Approach

Number of pages: 43 Posted: 05 Jun 2001
Michael W. Brandt, Amit Goyal and Pedro Santa-Clara
Duke University - Fuqua School of Business, University of Lausanne and Nova School of Business and Economics
Downloads 756 (56,212)
Citation 8

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29.

Buyers Versus Sellers: Who Initiates Trades and When?

Downloads 742 (57,661)
Citation 3

Buyers Versus Sellers: Who Initiates Trades and When?

Swiss Finance Institute Research Paper No. 11-43
Number of pages: 45 Posted: 23 Aug 2011 Last Revised: 10 Mar 2015
Tarun Chordia, Amit Goyal and Narasimhan Jegadeesh
Emory University - Department of Finance, University of Lausanne and Emory University - Department of Finance
Downloads 704 (60,963)
Citation 3

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Order imbalance, disposition effect, tax-loss selling

Buyers versus Sellers: Who Initiates Trades and When?

Number of pages: 37 Posted: 10 Mar 2011
Tarun Chordia, Amit Goyal and Narasimhan Jegadeesh
Emory University - Department of Finance, University of Lausanne and Emory University - Department of Finance
Downloads 38 (727,357)
Citation 3

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Order imbalance, turnover, disposition effect, momentum, tax-loss selling, flight-to-quality

30.

No Size Anomalies in U.S. Bank Stock Returns

Number of pages: 25 Posted: 19 Mar 2014 Last Revised: 15 Aug 2017
Amit Goyal
University of Lausanne
Downloads 697 (62,654)
Citation 1

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Government guarantees, banks, stock returns, size effect

31.

Picking Partners: Manager Selection in Private Equity

Swiss Finance Institute Research Paper No. 21-86
Number of pages: 60 Posted: 27 Aug 2021 Last Revised: 13 Jan 2023
Amit Goyal, Sunil Wahal and M. Deniz Yavuz
University of Lausanne, Arizona State University (ASU) - Finance Department and Purdue University - Krannert School of Management
Downloads 632 (71,040)
Citation 2

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private equity, manager selection

32.

How Common are Common Return Factors Across NYSE and NASDAQ?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 46 Posted: 27 Sep 2007 Last Revised: 14 Mar 2013
Christophe Pérignon, Amit Goyal and Christophe Villa
HEC Paris - Finance Department, University of Lausanne and Audencia Nantes School of Management
Downloads 517 (91,226)
Citation 9

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Risk Factors

33.

Equity Misvaluation and Default Options

Journal of Finance, Forthcoming
Number of pages: 62 Posted: 29 Oct 2016 Last Revised: 03 Feb 2018
Assaf Eisdorfer, Amit Goyal and Alexei Zhdanov
University of Connecticut - Department of Finance, University of Lausanne and Pennsylvania State University
Downloads 482 (99,382)
Citation 2

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Mispricing, Default Options, Stock Returns

34.

Price Impact: Continuous Trading, Closing Auctions, and Opening Auctions

Number of pages: 43 Posted: 23 Dec 2022 Last Revised: 21 Mar 2023
Amit Goyal, Narasimhan Jegadeesh and Yanbin Wu
University of Lausanne, Emory University - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 382 (130,279)

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Price Impact, Auctions, Continuous Trading, Trading Costs, Anomalies

35.

Are Equity Option Returns Abnormal? IPCA Says No

Number of pages: 59 Posted: 26 Aug 2022 Last Revised: 12 Dec 2022
Amit Goyal and Alessio Saretto
University of Lausanne and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 370 (134,947)

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Option returns, IPCA, Alpha

36.

Distance-Based Metrics: A Bayesian Solution to the Power and Extreme-Error Problems in Asset-Pricing Tests

Swiss Finance Institute Research Paper No. 18-78
Number of pages: 56 Posted: 11 Dec 2018 Last Revised: 09 Jan 2019
Amit Goyal, Zhongzhi Lawrence He and Sahn-Wook Huh
University of Lausanne, Brock University, Goodman School of Business and State University of New York (SUNY) - Department of Finance
Downloads 270 (188,396)
Citation 2

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Asset-Pricing Tests, Power Problem, Extreme-Error Problem, Distance-Based Metrics, Optimal Transport Theory, Bayesian Interpretations, Model Comparisons and Rankings

37.

Distress Anomaly and Shareholder Risk: International Evidence

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 36 Posted: 21 May 2013 Last Revised: 02 Oct 2015
Assaf Eisdorfer, Amit Goyal and Alexei Zhdanov
University of Connecticut - Department of Finance, University of Lausanne and Pennsylvania State University
Downloads 267 (190,522)
Citation 5

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Distress anomaly, International finance

38.

Forbearance in Institutional Investment Management: Evidence from Survey Data

Goyal, Amit and Tol, Ramon and Wahal, Sunil, Forbearance in Institutional Investment Management: Evidence from Survey Data (27 March 2023). Financial Analysts Journal, 2023, 79(2): 7–20. DOI: 10.1080/0015198X.2023.2176163. Available at SSRN: https://ssrn.com/abstract=4093140 or http://dx.doi.org/10.
Number of pages: 22 Posted: 10 May 2022 Last Revised: 04 May 2023
Amit Goyal, Ramon Tol and Sunil Wahal
University of Lausanne, Blue Sky Group and Arizona State University (ASU) - Finance Department
Downloads 266 (191,244)

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Institutional Investors, Investment

39.

Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data

Swiss Finance Institute Research Paper No. 21-87, Review of Financial Economics, Forthcoming
Number of pages: 56 Posted: 18 Aug 2021 Last Revised: 21 Feb 2023
Amit Goyal, Avanidhar Subrahmanyam and Bhaskaran Swaminathan
University of Lausanne, University of California, Los Angeles (UCLA) - Finance Area and LSV Asset Management
Downloads 259 (196,438)

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Trading Costs, Determinants of Equity Returns, Liquidity Premia

40.

A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability

Downloads 219 (231,130)

A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability

NBER Working Paper No. w10934
Number of pages: 50 Posted: 15 Dec 2004 Last Revised: 18 Nov 2022
Michael W. Brandt, Amit Goyal, Pedro Santa-Clara and Jonathan R Stroud
Duke University - Fuqua School of Business, University of Lausanne, Nova School of Business and Economics and McDonough School of Business, Georgetown University
Downloads 219 (230,502)
Citation 39

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A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability

The Review of Financial Studies, Vol. 18, Issue 3, pp. 831-873, 2005
Posted: 29 Feb 2008
Michael W. Brandt, Amit Goyal, Pedro Santa-Clara and Jonathan R Stroud
Duke University - Fuqua School of Business, University of Lausanne, Nova School of Business and Economics and McDonough School of Business, Georgetown University

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time optimal control problems, Neumann parabolic equations with an infinite number of variables, Dubovitskii-Milyutin theorem, conical approximations, optimality conditions, Weierstrass theorem

41.

Default Option and the Cross-Section of Stock Returns

Number of pages: 50 Posted: 18 Sep 2015
Assaf Eisdorfer, Amit Goyal and Alexei Zhdanov
University of Connecticut - Department of Finance, University of Lausanne and Pennsylvania State University
Downloads 217 (233,078)
Citation 129

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Asset pricing, Default option

42.

Are Equity Option Returns Abnormal? IPCA Says No

FRB of Dallas Working Paper No. 2214
Number of pages: 57 Posted: 31 Aug 2022
Amit Goyal and Alessio Saretto
University of Lausanne and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 113 (399,513)

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option returns, IPCA, Alpha

43.

Are Capital Market Anomalies Common to Equity and Corporate Bond Markets?

Number of pages: 52 Posted: 04 Aug 2015
Tarun Chordia, Amit Goyal, Yoshio Nozawa, Avanidhar Subrahmanyam and Qing Tong
Emory University - Department of Finance, University of Lausanne, University of Toronto, University of California, Los Angeles (UCLA) - Finance Area and Shanghai LiLi Technology Co.,Ltd.
Downloads 46 (658,731)
Citation 23

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44.

Assessing Project Risk

Journal of Applied Corporate Finance, Vol. 24, Issue 3, pp. 94-100, 2012
Number of pages: 9 Posted: 01 Mar 2023
Antonio E. Bernardo, Bhagwan Chowdhry and Amit Goyal
University of California, Los Angeles (UCLA) - Finance Area, UCLA Anderson and University of Lausanne
Downloads 33 (766,480)

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45.

R&D, Innovation, and the Stock Market

Number of pages: 61
Amit Goyal and Sunil Wahal
University of Lausanne and Arizona State University (ASU) - Finance Department
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Research & Development, Patents, Innovation, Intangibles, Profitability, Asset Pricing, Expected Returns, Accruals

46.

The Selection and Termination of Investment Managers By Plan Sponsors

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The Selection and Termination of Investment Managers By Plan Sponsors

Journal of Finance, Forthcoming
Posted: 18 Jun 2007
Amit Goyal and Sunil Wahal
University of Lausanne and Arizona State University (ASU) - Finance Department

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Pensions, Asset Management, Plan Sponsors

The Selection and Termination of Investment Managers by Plan Sponsors

Posted: 02 Mar 2005
Amit Goyal and Sunil Wahal
University of Lausanne and Arizona State University (ASU) - Finance Department

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Pensions, Asset Management, Plan Sponsors

Other Papers (1)

Total Downloads: 176
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1.

Investing in a Global World

AFA 2012 Chicago Meetings Paper
Number of pages: 48 Posted: 10 Mar 2011 Last Revised: 22 Jun 2011
Jeffrey A. Busse, Amit Goyal and Sunil Wahal
Emory University - Department of Finance, University of Lausanne and Arizona State University (ASU) - Finance Department
Downloads 176 (139,256)

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International, Portfolio Management, Performance