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

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

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SCHOLARLY PAPERS

40

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1,024

CROSSREF CITATIONS

1,854

Scholarly Papers (40)

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1.

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 4,248 (2,784)
Citation 4

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option returns, implied volatility

2.

Predicting the Equity Premium with Dividend Ratios

Downloads 3,911 ( 3,220)
Citation 222

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 3,770 (3,342)
Citation 9

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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 2021
Amit Goyal and Ivo Welch
University of Lausanne and University of California, Los Angeles (UCLA)
Downloads 141 (257,325)
Citation 25

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3.

A Comprehensive Look at the Empirical Performance of Equity Premium Prediction

Downloads 3,565 ( 3,755)
Citation 789

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 3,418 (3,962)
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 2021
Amit Goyal and Ivo Welch
University of Lausanne and University of California, Los Angeles (UCLA)
Downloads 147 (248,801)
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

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 3,113 (4,758)
Citation 39

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Hypothesis testing, False discoveries, Trading strategies

5.

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 2,430 (7,150)

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6.

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 2,341 (7,616)
Citation 40

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

7.

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 2,174 (8,537)
Citation 11

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8.

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 1,963 (10,121)
Citation 28

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Momentum, market timing, return predictability

9.

Liquidity and the Post-Earnings-Announcement Drift

Downloads 1,848 ( 11,166)
Citation 44

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 1,477 (15,642)
Citation 47

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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 371 (100,534)

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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

10.

Liquidity and Autocorrelations in Individual Stock Returns

Downloads 1,737 ( 12,309)

Liquidity and Autocorrelations in Individual Stock Returns

Number of pages: 41 Posted: 13 Jun 2004
Doron Avramov, Tarun Chordia and Amit Goyal
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne
Downloads 1,737 (12,097)
Citation 50

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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
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne

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11.

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 1,491 (15,668)
Citation 3

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

12.

Choosing Investment Managers

Swiss Finance Institute Research Paper No. 20-63
Number of pages: 65 Posted: 16 Sep 2020 Last Revised: 27 Apr 2021
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 1,470 (16,039)
Citation 2

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13.

Different Strokes: Return Predictability Across Stocks and Bonds with Machine Learning and Big Data

Georgetown McDonough School of Business Research Paper No. 3686164, Swiss Finance Institute Research Paper No. 20-110
Number of pages: 81 Posted: 17 Sep 2020 Last Revised: 19 Feb 2021
Turan G. Bali, Amit Goyal, Dashan Huang, Fuwei Jiang and Quan Wen
Georgetown University - Robert Emmett McDonough School of Business, University of Lausanne, Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) and Georgetown University - Department of Finance
Downloads 1,307 (19,136)
Citation 4

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

14.

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 1,108 (24,454)
Citation 10

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Asymmetric Correlations, Downside correlations, Retail Investors

15.

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 1,044 (26,671)
Citation 18

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Momentum, Market Efficiency, Return Predictability

16.

Idiosyncratic Risk Matters!

Downloads 1,036 ( 26,970)
Citation 166

Idiosyncratic Risk Matters!

Number of pages: 43 Posted: 17 Oct 2002
Amit Goyal and Pedro Santa-Clara
University of Lausanne and New University of Lisbon - Nova School of Business and Economics
Downloads 1,036 (26,570)
Citation 166

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Idiosyncratic Risk Matters!

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

Abstract:

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17.

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 974 (29,442)
Citation 77

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18.

The Impact of Trades on Daily Volatility

Downloads 899 ( 33,006)

The Impact of Trades on Daily Volatility

Number of pages: 46 Posted: 21 Mar 2004
Doron Avramov, Tarun Chordia and Amit Goyal
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne
Downloads 899 (32,524)
Citation 21

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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
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
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance and University of Lausanne

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19.

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 893 (33,284)
Citation 34

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20.

Misvaluation and Return Anomalies in Distress Stocks

Downloads 726 ( 44,217)
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 390 (94,837)
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 336 (112,459)
Citation 2

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financial distress, return anomalies, misvaluation

21.

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 New University of Lisbon - Nova School of Business and Economics
Downloads 715 (45,107)
Citation 8

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22.

Cheap Options Are Expensive

Swiss Finance Institute Research Paper No. 20-64
Number of pages: 52 Posted: 06 Aug 2020 Last Revised: 10 Aug 2020
Assaf Eisdorfer, Amit Goyal and Alexei Zhdanov
University of Connecticut - Department of Finance, University of Lausanne and Pennsylvania State University
Downloads 661 (50,028)
Citation 3

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Option Returns, Investor Inattention

23.

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 634 (52,921)
Citation 1

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Government guarantees, banks, stock returns, size effect

24.

Buyers Versus Sellers: Who Initiates Trades and When?

Downloads 629 ( 53,477)
Citation 2

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 626 (53,148)
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 3 (804,251)
Citation 3

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

25.

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 Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Lausanne, University of Amsterdam - Amsterdam Business School and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 552 (63,184)
Citation 2

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

26.

Options Trading and Stock Price Informativeness

Swiss Finance Institute Research Paper No. 19-74
Number of pages: 58 Posted: 18 Jun 2019 Last Revised: 21 Sep 2021
Jie Cao, Amit Goyal, Sai Ke and Xintong Zhan
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Lausanne, University of Houston - C.T. Bauer College of Business and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 505 (70,618)

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

27.

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 495 (72,211)
Citation 6

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Risk Factors

28.

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 425 (86,625)
Citation 2

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Mispricing, Default Options, Stock Returns

29.

Unlocking ESG Premium from Options

Swiss Finance Institute Research Paper No. 21-39
Number of pages: 63 Posted: 08 Jul 2021 Last Revised: 22 Jul 2021
Jie Cao, Amit Goyal, Xintong Zhan and Weiming Elaine Zhang
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Lausanne, The Chinese University of Hong Kong (CUHK) - CUHK Business School and The Chinese University of Hong Kong (CUHK)
Downloads 292 (132,073)

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ESG, implied volatility, delta-hedged option return

30.

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 237 (162,350)
Citation 5

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Distress anomaly, International finance

31.

Pricing Event Risk: Evidence from Concave Implied Volatility Curves

Swiss Finance Institute Research Paper No. 21-48
Number of pages: 47 Posted: 07 May 2021 Last Revised: 06 Aug 2021
Lykourgos Alexiou, Amit Goyal, Alexandros Kostakis and Leonidas Rompolis
Athens University of Economics and Business, University of Lausanne, University of Liverpool Management School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 229 (168,445)

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

32.

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 204 (187,019)
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

33.

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 190 (199,487)
Citation 95

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Asset pricing, Default option

34.

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

Number of pages: 62 Posted: 24 Sep 2021 Last Revised: 12 Oct 2021
Amit Goyal, Ivo Welch and Athanasse Zafirov
University of Lausanne, University of California, Los Angeles (UCLA) and affiliation not provided to SSRN
Downloads 125 (291,555)

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

35.

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

Downloads 119 (291,555)
Citation 23

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: 19 May 2021
Michael W. Brandt, Amit Goyal, Pedro Santa-Clara and Jonathan R Stroud
Duke University - Fuqua School of Business, University of Lausanne, New University of Lisbon - Nova School of Business and Economics and McDonough School of Business, Georgetown University
Downloads 119 (292,933)
Citation 23

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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, New University of Lisbon - 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

36.

Picking Partners: Manager Selection in Private Equity

Number of pages: 57 Posted: 27 Aug 2021 Last Revised: 04 Oct 2021
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 89 (356,189)

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37.

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

Number of pages: 54 Posted: 18 Aug 2021 Last Revised: 30 Aug 2021
Amit Goyal, Avanidhar Subrahmanyam and Bhaskaran Swaminathan
University of Lausanne, University of California, Los Angeles (UCLA) - Finance Area and LSV Asset Management
Downloads 77 (385,625)

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Trading Costs, Determinants of Equity Returns, Liquidity Premia

38.

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 12 (700,480)
Citation 3

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39.

Assessing Project Risk

Journal of Applied Corporate Finance, Vol. 24, Issue 3, pp. 94-100, 2012
Number of pages: 9 Posted: 13 Oct 2012
Antonio E. Bernardo, Bhagwan Chowdhry and Amit Goyal
University of California, Los Angeles (UCLA) - Finance Area, UCLA Anderson and University of Lausanne
Downloads 3 (771,047)
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40.

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: 155
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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 155 (139,256)

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International, Portfolio Management, Performance