Amit Goyal

Publications | Phd and Masters theses

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25 publications

In press | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2012 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2000 |
 
Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?
Goyal A., Jegadeesh N. The Review of Financial Studies. Peer-reviewed.
 
Equity Misvaluation and Default Options
EISDORFER A., GOYAL A., ZHDANOV A., 2019/04. The Journal of Finance, 74 (2) pp. 845-898. Peer-reviewed.
 
Distress Anomaly and Shareholder Risk: International Evidence : Distress Anomaly and Shareholder Risk
Eisdorfer A., Goyal A., Zhdanov A., 2018/01/11. Financial Management. Peer-reviewed.
 
Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation
Chordia T., Goyal A., Nozawa Y., Subrahmanyam A., Tong Q., 2017/08. Journal of Financial and Quantitative Analysis, 52 (04) pp. 1301-1342. Peer-reviewed.
 
Buyers Versus Sellers: Who Initiates Trades And When?
Chordia T., Goyal A., Jegadeesh N., 2016/10. Journal of Financial and Quantitative Analysis, 51 (5) pp. 1467-1490. Peer-reviewed.
 
Is Momentum an Echo?
Goyal A., Wahal S., 2015/12. Journal of Financial and Quantitative Analysis, 50 (6) pp. 1237-1267. Peer-reviewed.
 
Bad Habits and Good Practices
Goyal A., Ilmanen A., Kabiller D., 2015. Journal of Portfolio Management, 41 (4) pp. 97-107. Peer-reviewed.
 
Investing in a Global World
Busse J., Goyal A., Wahal S., 2014/04. Review of Finance, 18 (2) pp. 561-590. Peer-reviewed.
 
Asset Allocation and Bad Habits
Ang A., Goyal A., Ilmanen A. S., 2014. Rotman International Journal of Pension Management, 7 (2) pp. 16-27.
 
Assessing Project Risk
Bernardo A., Chowdhry B., Goyal A., 2012/09. Journal of Applied Corporate Finance, 24 (3) pp. 94-100. Peer-reviewed.
Empirical Cross-Sectional Asset Pricing: A Survey
Goyal A., 2012/03. Financial Markets and Portfolio Management, 26 (1) pp. 3-38. Peer-reviewed.
 
Performance Persistence in Institutional Investment Management
Busse J., Goyal A., Wahal S., 2010/04. Journal of Finance, 65 (2) pp. 765-790. Peer-reviewed.
 
Cross-Section of Option Returns and Volatility
Goyal A., Saretto A., 2009/11. Journal of Financial Economics, 94 (2) pp. 310-326. Peer-reviewed.
 
Liquidity and the Post-Earnings-Announcement-Drift
Chordia T., Goyal A., Sadka G., Sadka R., Shivakumar L., 2009/07. Financial Analyst Journal, 65 (4) pp. 18-32. Peer-reviewed.
 
How Common are Common Return Factors Across Nyse and Nasdaq?
Goyal A., Pérignon C., Villa C., 2008/12. Journal of Financial Economics, 90 (3) pp. 252-271. Peer-reviewed.
 
The Selection and Termination of Investment Managers by Plan Sponsors
Goyal A., Wahal S., 2008/08. Journal of Finance, 63 (4) pp. 1805-1847. Peer-reviewed.
 
A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
Goyal A., Welch I., 2008/07. Review of Financial Studies, 21 (4) pp. 1455-1508. Peer-reviewed.
 
Growth Options, Beta, and the Cost of Capital
Bernardo A., Chowdhry B., Goyal A., 2007. Financial Management, 36 (2) pp. 5-17. Peer-reviewed.
 
Liquidity and Autocorrelations in Individual Stock Returns
Avramov D., Chordia T., Goyal A., 2006/10. Journal of Finance, 61 (5) pp. 2365-2394. Peer-reviewed.
 
The Impact of Trades on Daily Volatility
Avramov D., Chordia T., Goyal A., 2006. Review of Financial Studies, 19 (4) pp. 1241-1277. Peer-reviewed.
 
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
Brandt M. W., Goyal A., Santa-Clara P., Stroud J. R., 2005. Review of Financial Studies, 18 (3) pp. 831-873. Peer-reviewed.
 
Demographics, Stock Market Flows, and Stock Returns
Goyal A., 2004/03. Journal of Financial and Quantitative Analysis, 39 (1) pp. 115-142. Peer-reviewed.
 
Idiosyncratic Risk Matters!
Goyal A., Santa-Clara P., 2003/06. Journal of Finance, 58 (3) pp. 975-1007. Peer-reviewed.
 
Predicting the Equity Premium with Dividend Ratios
Goyal A., Welch I., 2003/05. Management Science, 49 (5) pp. 639-654. Peer-reviewed.
 
Understanding the Financial Crisis in Asia
Chowdhry B., Goyal A., 2000/05. Pacific-Basin Finance Journal, 8 (2) pp. 135-152. Peer-reviewed.
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