Amit Goyal
Université de Lausanne
H-index: 29
Europe-Switzerland
Top articles of Amit Goyal
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
A comprehensive 2021 look at the empirical performance of equity premium prediction II | Swiss Finance Institute Research Paper | Amit Goyal Ivo Welch Athanasse Zafirov | 2023 |
R&D, Innovation, and the Stock Market | Available at SSRN 4568392 | Amit Goyal Sunil Wahal | 2023/9/11 |
Implied volatility changes and corporate bond returns | Management Science | Jie Cao Amit Goyal Xiao Xiao Xintong Zhan | 2023/3 |
A Joint Factor Model for Bonds, Stocks, and Options | Stocks, and Options (October 1, 2023) | Turan G Bali Heiner Beckmeyer Amit Goyal | 2023/10/1 |
Empirical Determinants of Momentum: A Perspective Using International Data | Unpublished Working Paper | Amit Goyal Narasimhan Jegadeesh Avanidhar Subrahmanyam | 2023/9/11 |
R&D, Expected Profitability, and Expected Returns | Available at SSRN 4339765 | Amit Goyal Sunil Wahal | 2023 |
Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for US data | Review of Financial Economics | Amit Goyal Avanidhar Subrahmanyam Bhaskaran Swaminathan | 2023/10 |
Forbearance in Institutional Investment Management: Evidence from Survey Data | Financial Analysts Journal | Amit Goyal Ramon Tol Sunil Wahal | 2023/4/3 |
Empirical Determinants of Momentum: A Perspective From International Data | Available at SSRN 4012902 | Amit Goyal Narasimhan Jegadeesh Avanidhar Subrahmanyam | 2022 |
Limited Attention and Option Prices | Swiss Finance Institute Research Paper | Alex Boulatov Assaf Eisdorfer Amit Goyal Alexei Zhdanov | 2022 |
Price Impact: Continuous Trading, Closing Auctions, and Opening Auctions | Closing Auctions, and Opening Auctions (December 12, 2022) | Amit Goyal Narasimhan Jegadeesh Yanbin Wu | 2022/12/12 |
Are Equity Option Returns Abnormal? IPCA Says No | IPCA Says No (August 19, 2022) | Amit Goyal Alessio Saretto | 2022/8/19 |
What Explains Momentum? A Perspective From International Data | Amit Goyal Narasimhan Jegadeesh Avanidhar Subrahmanyam | 2022/2 | |
Digital Identity in India | The Palgrave handbook of technological finance | Bhagwan Chowdhry Amit Goyal Syed Anas Ahmed | 2021 |
A Comprehensive Look at the Empirical Performance ofEquity Premium Prediction II | Available at SSRN 2677212 | Valeriy Zakamulin | 2015/12/11 |
Picking Partners: Manager Selection in Private Equity | Swiss Finance Institute Research Paper | Amit Goyal Sunil Wahal M Deniz Yavuz | 2021/8/24 |
Unlocking ESG Premium from Options | Available at SSRN 3878123 | Jie Cao Amit Goyal Xintong Zhan Weiming Elaine Zhang | 2021/7/1 |
Pricing Event Risk: Evidence from Concave Implied Volatility Curves | Available at SSRN 3840081 | Lykourgos Alexiou Amit Goyal Alexandros Kostakis Leonidas Rompolis | 2021/4/20 |
Anomalies and false rejections | The Review of Financial Studies | Tarun Chordia Amit Goyal Alessio Saretto | 2020/5/1 |
Options trading and stock price informativeness | Journal of Financial and Quantitative Analysis | Jie Cao Amit Goyal Sai Ke Xintong Zhan | 2020 |