Amit Goyal

Amit Goyal

Université de Lausanne

H-index: 29

Europe-Switzerland

About Amit Goyal

Amit Goyal, With an exceptional h-index of 29 and a recent h-index of 25 (since 2020), a distinguished researcher at Université de Lausanne,

His recent articles reflect a diverse array of research interests and contributions to the field:

A comprehensive 2021 look at the empirical performance of equity premium prediction II

R&D, Innovation, and the Stock Market

Implied volatility changes and corporate bond returns

A Joint Factor Model for Bonds, Stocks, and Options

Empirical Determinants of Momentum: A Perspective Using International Data

R&D, Expected Profitability, and Expected Returns

Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for US data

Forbearance in Institutional Investment Management: Evidence from Survey Data

Amit Goyal Information

University

Position

Swiss Finance Institute at HEC at the

Citations(all)

13199

Citations(since 2020)

5288

Cited By

9948

hIndex(all)

29

hIndex(since 2020)

25

i10Index(all)

42

i10Index(since 2020)

36

Email

University Profile Page

Université de Lausanne

Google Scholar

View Google Scholar Profile

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Unpublished Working Paper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

See List of Professors in Amit Goyal University(Université de Lausanne)

Co-Authors

H-index: 47
ivo welch

ivo welch

University of California, Los Angeles

H-index: 34
Jay Shanken

Jay Shanken

Emory & Henry College

H-index: 22
Bhagwan Chowdhry

Bhagwan Chowdhry

University of California, Los Angeles

H-index: 17
Jeff Busse

Jeff Busse

Emory & Henry College

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