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Amit Goyal

Personal Details

First Name:Amit
Middle Name:
Last Name:Goyal
Suffix:
RePEc Short-ID:pgo419
https://sites.google.com/view/agoyal145

Affiliation

(50%) Swiss Finance Institute

Genève/Zürich, Switzerland
http://www.swissfinanceinstitute.ch/
RePEc:edi:fameech (more details at EDIRC)

(50%) Institut de Banque et Finance (IBF)
Faculté des Hautes Études Commerciales (HEC)
Université de Lausanne

Lausanne, Switzerland
http://www.hec.unil.ch/ibf/
RePEc:edi:ibflsch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Amit Goyal & Alessio Saretto, 2022. "Are Equity Option Returns Abnormal? IPCA Says No," Working Papers 2214, Federal Reserve Bank of Dallas.
  2. Lykourgos Alexiou & Amit Goyal & Alexandros Kostakis & Leonidas Rompolis, 2021. "Pricing Event Risk: Evidence from Concave Implied Volatility Curves," Swiss Finance Institute Research Paper Series 21-48, Swiss Finance Institute.
  3. Jie Cao & Amit Goyal & Xintong Zhan & Weiming Elaine Zhang, 2021. "Unlocking ESG Premium from Options," Swiss Finance Institute Research Paper Series 21-39, Swiss Finance Institute.
  4. Amit Goyal & Sunil Wahal & M. Deniz Yavuz, 2021. "Picking Partners: Manager Selection in Private Equity," Swiss Finance Institute Research Paper Series 21-86, Swiss Finance Institute.
  5. Amit Goyal & Avanidhar Subrahmanyam & Bhaskaran Swaminathan, 2021. "Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data," Swiss Finance Institute Research Paper Series 21-87, Swiss Finance Institute.
  6. Turan G. Bali & Amit Goyal & Dashan Huang & Fuwei Jiang & Quan Wen, 2020. "The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning," Swiss Finance Institute Research Paper Series 20-110, Swiss Finance Institute.
  7. Amit Goyal & Sunil Wahal & M. Deniz Yavuz, 2020. "Choosing Investment Managers," Swiss Finance Institute Research Paper Series 20-63, Swiss Finance Institute.
  8. Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov, 2020. "Cheap Options Are Expensive," Swiss Finance Institute Research Paper Series 20-64, Swiss Finance Institute.
  9. Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2019. "Implied Volatility Changes and Corporate Bond Returns," Swiss Finance Institute Research Paper Series 19-75, Swiss Finance Institute.
  10. Jie Cao & Amit Goyal & Sai Ke & Xintong Zhan, 2019. "Option Trading and Stock Price Informativeness," Swiss Finance Institute Research Paper Series 19-74, Swiss Finance Institute.
  11. Tarun Chordia & Amit Goyal & Alessio Saretto, 2017. "p-Hacking: Evidence from Two Million Trading Strategies," Swiss Finance Institute Research Paper Series 17-37, Swiss Finance Institute, revised Apr 2018.
  12. Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov, 2012. "Misvaluation and Return Anomalies in Distress Stocks," Swiss Finance Institute Research Paper Series 12-12, Swiss Finance Institute.
  13. Tarun CHORDIA & Amit GOYAL & Narasimhan JEGADEESH, 2011. "Buyers Versus Sellers: Who Initiates Trades And When?," Swiss Finance Institute Research Paper Series 11-43, Swiss Finance Institute.
  14. Christophe Villa & Amit Goyal & Christophe Pérignon, 2008. "How common are common return factors across NYSE and Nasdaq?," Post-Print hal-00796909, HAL.
  15. Amit Goval & Ivo Welch, 2004. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction," NBER Working Papers 10483, National Bureau of Economic Research, Inc.
  16. Ivo Welch & Amit Goyal, 2004. "A Note On 'Predicting Returns With Financial Ratios'," Yale School of Management Working Papers amz2465, Yale School of Management.
  17. Michael W. Brandt & Amit Goyal & Pedro Santa-Clara & Jonathan Storud, 2004. "A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability," NBER Working Papers 10934, National Bureau of Economic Research, Inc.
  18. Amit Goyal & Ivo Welch, 2002. "Predicting the Equity Premium With Dividend Ratios," NBER Working Papers 8788, National Bureau of Economic Research, Inc.

Articles

  1. Tarun Chordia & Amit Goyal & Alessio Saretto, 2020. "Anomalies and False Rejections," Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2134-2179.
  2. Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov, 2019. "Equity Misvaluation and Default Options," Journal of Finance, American Finance Association, vol. 74(2), pages 845-898, April.
  3. Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov, 2018. "Distress Anomaly and Shareholder Risk: International Evidence," Financial Management, Financial Management Association International, vol. 47(3), pages 553-581, September.
  4. Amit Goyal & Narasimhan Jegadeesh, 2018. "Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?," Review of Financial Studies, Society for Financial Studies, vol. 31(5), pages 1784-1824.
  5. Chordia, Tarun & Goyal, Amit & Nozawa, Yoshio & Subrahmanyam, Avanidhar & Tong, Qing, 2017. "Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(4), pages 1301-1342, August.
  6. Chordia, Tarun & Goyal, Amit & Jegadeesh, Narasimhan, 2016. "Buyers versus Sellers: Who Initiates Trades, and When?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(5), pages 1467-1490, October.
  7. Goyal, Amit & Wahal, Sunil, 2015. "Is Momentum an Echo?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 50(6), pages 1237-1267, December.
  8. Jeffrey A. Busse & Amit Goyal & Sunil Wahal, 2014. "Investing in a Global World," Review of Finance, European Finance Association, vol. 18(2), pages 561-590.
  9. Antonio E. Bernardo & Bhagwan Chowdhry & Amit Goyal, 2012. "Assessing Project Risk," Journal of Applied Corporate Finance, Morgan Stanley, vol. 24(3), pages 94-100, September.
  10. Amit Goyal, 2012. "Empirical cross-sectional asset pricing: a survey," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(1), pages 3-38, March.
  11. Jeffrey A. Busse & Amit Goyal & Sunil Wahal, 2010. "Performance and Persistence in Institutional Investment Management," Journal of Finance, American Finance Association, vol. 65(2), pages 765-790, April.
  12. Goyal, Amit & Saretto, Alessio, 2009. "Cross-section of option returns and volatility," Journal of Financial Economics, Elsevier, vol. 94(2), pages 310-326, November.
  13. Amit Goyal & Sunil Wahal, 2008. "The Selection and Termination of Investment Management Firms by Plan Sponsors," Journal of Finance, American Finance Association, vol. 63(4), pages 1805-1847, August.
  14. Goyal, Amit & Pérignon, Christophe & Villa, Christophe, 2008. "How common are common return factors across the NYSE and Nasdaq?," Journal of Financial Economics, Elsevier, vol. 90(3), pages 252-271, December.
  15. Ivo Welch & Amit Goyal, 2008. "A Comprehensive Look at The Empirical Performance of Equity Premium Prediction," Review of Financial Studies, Society for Financial Studies, vol. 21(4), pages 1455-1508, July.
  16. Antonio E. Bernardo & Bhagwan Chowdhry & Amit Goyal, 2007. "Growth Options, Beta, and the Cost of Capital," Financial Management, Financial Management Association International, vol. 36(2), pages 1-13, July.
  17. Doron Avramov & Tarun Chordia & Amit Goyal, 2006. "The Impact of Trades on Daily Volatility," Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1241-1277.
  18. Doron Avramov & Tarun Chordia & Amit Goyal, 2006. "Liquidity and Autocorrelations in Individual Stock Returns," Journal of Finance, American Finance Association, vol. 61(5), pages 2365-2394, October.
  19. Michael W. Brandt & Amit Goyal & Pedro Santa-Clara & Jonathan R. Stroud, 2005. "A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability," Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 831-873.
  20. Goyal, Amit, 2004. "Demographics, Stock Market Flows, and Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(1), pages 115-142, March.
  21. Amit Goyal & Ivo Welch, 2003. "Predicting the Equity Premium with Dividend Ratios," Management Science, INFORMS, vol. 49(5), pages 639-654, May.
  22. Amit Goyal & Pedro Santa‐Clara, 2003. "Idiosyncratic Risk Matters!," Journal of Finance, American Finance Association, vol. 58(3), pages 975-1007, June.
  23. Chowdhry, Bhagwan & Goyal, Amit, 2000. "Understanding the financial crisis in Asia," Pacific-Basin Finance Journal, Elsevier, vol. 8(2), pages 135-152, May.

Chapters

  1. Bhagwan Chowdhry & Amit Goyal & Syed Anas Ahmed, 2021. "Digital Identity in India," Springer Books, in: Raghavendra Rau & Robert Wardrop & Luigi Zingales (ed.), The Palgrave Handbook of Technological Finance, pages 837-853, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. h-index
  15. Number of Registered Citing Authors
  16. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  17. Number of Journal Pages, Weighted by Simple Impact Factor
  18. Number of Journal Pages, Weighted by Recursive Impact Factor
  19. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  20. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  21. Number of Abstract Views in RePEc Services over the past 12 months
  22. Number of Downloads through RePEc Services over the past 12 months
  23. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  24. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  25. Euclidian citation score
  26. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (6) 2017-02-12 2020-02-10 2020-02-10 2020-09-14 2022-01-03 2022-01-03. Author is listed
  2. NEP-FMK: Financial Markets (4) 2002-04-08 2017-02-12 2021-01-11 2022-09-12
  3. NEP-RMG: Risk Management (3) 2020-02-10 2021-07-26 2021-08-16
  4. NEP-BEC: Business Economics (1) 2020-09-14
  5. NEP-BIG: Big Data (1) 2021-01-11
  6. NEP-CMP: Computational Economics (1) 2021-01-11
  7. NEP-ECM: Econometrics (1) 2019-05-13
  8. NEP-FDG: Financial Development & Growth (1) 2022-01-03
  9. NEP-MST: Market Microstructure (1) 2020-02-10
  10. NEP-ORE: Operations Research (1) 2021-01-11
  11. NEP-SEA: South East Asia (1) 2021-01-11

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