Amit Goyal : Citation Profile

Are you Amit Goyal?

Swiss Finance Institute (50% share)
Université de Lausanne (50% share)

18

H index

19

i10 index

2815

Citations

RESEARCH PRODUCTION:

23

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 127
   Journals where Amit Goyal has often published
   Relations with other researchers
   Recent citing documents: 600.    Total self citations: 5 (0.18 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo419
   Updated: 2023-03-25    RAS profile: 2023-01-08    
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Relations with other researchers

Works with:

Saretto, Alessio (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Amit Goyal.

Is cited by:

GUPTA, RANGAN (34)

Wang, Yudong (33)

Guidolin, Massimo (29)

Pettenuzzo, Davide (28)

Ravazzolo, Francesco (26)

Wohar, Mark (25)

Zhang, Yaojie (23)

Sarno, Lucio (22)

Schrimpf, Andreas (21)

Menkhoff, Lukas (15)

Rossi, Barbara (15)

Cites to:

Campbell, John (29)

Fama, Eugene (20)

French, Kenneth (18)

Shanken, Jay (12)

Stambaugh, Robert (12)

merton, robert (10)

Titman, Sheridan (9)

Connor, Gregory (8)

Jagannathan, Ravi (8)

Viceira, Luis (8)

Korajczyk, Robert (8)

Main data

Where Amit Goyal has published?

Journals with more than one article published# docs
Review of Financial Studies5
Journal of Finance5
Journal of Financial and Quantitative Analysis4
Financial Management2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute13
Yale School of Management Working Papers / Yale School of Management3
NBER Working Papers / National Bureau of Economic Research, Inc3

Recent works citing Amit Goyal (2022 and 2021)

YearTitle of citing document
2021Multifactorial analysis of the price formation in the terms of a risk-free rate. (2021). Radu, Iulian ; Anghel, Mdlina-Gabriela ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(628):y:2021:i:3(628):p:33-44.

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2023Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria. In: Papers. RePEc:arx:papers:1602.02542.

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2022News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2021On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

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2022A Note on Bayesian Long-Term S&P 500 Factor Investing. (2019). Sarantsev, Andrey ; Reshad, Akram ; Grove, Taran. In: Papers. RePEc:arx:papers:1905.04603.

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2021An approximate solution for the power utility optimization under predictable returns. (2019). Ivasiuk, Dmytro. In: Papers. RePEc:arx:papers:1911.06552.

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2021Asymptotic Marginal Propensity to Consume. (2020). Toda, Alexis Akira ; Ma, Qingyin. In: Papers. RePEc:arx:papers:2002.09108.

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2021Machine Learning Portfolio Allocation. (2020). Ruppert, David ; Pinelis, Michael. In: Papers. RePEc:arx:papers:2003.00656.

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2021A Theory of the Saving Rate of the Rich. (2020). Toda, Alexis Akira ; Ma, Qingyin. In: Papers. RePEc:arx:papers:2005.02379.

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2021Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2022Forecasting financial markets with semantic network analysis in the COVID-19 crisis. (2020). Violante, Francesco ; Ravazzolo, F ; Grassi, S ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2009.04975.

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2021Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2009.14278.

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2022Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach. (2021). Choi, Jaehyuk ; Sohn, Sungbin ; Ge, Desheng. In: Papers. RePEc:arx:papers:2101.09394.

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2021Uncertainty Network Risk and Currency Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

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2022Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Papers. RePEc:arx:papers:2101.11568.

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2021Time-varying properties of asymmetric volatility and multifractality in Bitcoin. (2021). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2102.07425.

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2022A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

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2021Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552.

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2021Closed-form portfolio optimization under GARCH models. (2021). Zagst, Rudi ; Gollart, Maximilian ; Escobar-Anel, Marcos. In: Papers. RePEc:arx:papers:2109.00433.

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2021Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility. (2021). Jos'e Javier N'u~nez-Vel'azquez, ; Alonso-Gonz, Pablo J ; Ramos, Eduardo. In: Papers. RePEc:arx:papers:2109.12621.

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2021A New Multivariate Predictive Model for Stock Returns. (2021). Xie, Jianying. In: Papers. RePEc:arx:papers:2110.01873.

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2021Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice. (2021). Peng, Bin ; Gao, Jiti ; Dong, Chaohua ; Tu, Yundong. In: Papers. RePEc:arx:papers:2111.02023.

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2021Decrease of capital guarantees in life insurance products: can reinsurance stop it?. (2021). Kschonnek, Michel ; Havrylenko, Yevhen ; Escobar-Anel, Marcos ; Zagst, Rudi. In: Papers. RePEc:arx:papers:2111.03603.

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2021Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach. (2021). Medeiros, Marcelo C ; Ferreira, Iuri H. In: Papers. RePEc:arx:papers:2112.15108.

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2022Optimal market completion through financial derivatives with applications to volatility risk. (2022). Davison, Matt ; Zhu, Yichen ; Escobar-Anel, Marcos. In: Papers. RePEc:arx:papers:2202.08148.

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2022Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644.

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2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

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2022Most claimed statistical findings in cross-sectional return predictability are likely true. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365.

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2022Estimation of growth in fund models. (2022). Ruf, Johannes ; Koo, Hyeng Keun ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:2208.02573.

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2022Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2022150 Years of Return Predictability Around the World: A Holistic View. (2022). Bai, Yang. In: Papers. RePEc:arx:papers:2209.00121.

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2022Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets. (2022). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2209.10334.

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2022Asset Pricing and Deep Learning. (2022). Zhang, Chen. In: Papers. RePEc:arx:papers:2209.12014.

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2022Publication Bias in Asset Pricing Research. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2209.13623.

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2022DeFi vs TradFi: Valuation Using Multiples and Discounted Cash Flow. (2022). Lommers, Kristof ; Xu, Jiahua. In: Papers. RePEc:arx:papers:2210.16846.

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2022Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

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2022On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631.

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2023PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets. (2023). An, BO ; Wang, Xinrun ; Qin, Molei ; Sun, Shuo. In: Papers. RePEc:arx:papers:2302.00586.

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2023Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates. (2023). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2302.02866.

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2021Option-Implied Network Measures of Tail Contagion and Stock Return Predictability. (2021). Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20154.

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2021Option-Implied Network Measures of Tail Contagion and Stock Return Predictability. (2021). Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21154.

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2021Stock Price Dynamics Surrounding Company-Specific Shocks. (2021). Kudryavtsev, Andrey. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:7:p:32-45.

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2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

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2022Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section. (2022). Stalla-Bourdillon, Arthur ; Chinn, Menzie ; Chatelais, Nicolas. In: Working papers. RePEc:bfr:banfra:903.

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2021Evaluating Forecast Performance with State Dependence. (2021). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Working Papers. RePEc:bge:wpaper:1295.

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2022Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations. (2022). Wang, Yongli ; Tavlas, George S ; Hall, Stephen G. In: Discussion Papers. RePEc:bir:birmec:22-12.

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2022Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996.

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2022Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity. (2022). Wagner, Niklas ; Kinateder, Harald ; Batten, Jonathan A. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:567-588.

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2021Is the ex?ante equity risk premium always positive? Evidence from a new conditional expectations model. (2021). faff, robert ; Hoang, Khoa. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:95-124.

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2021Do outliers matter? The predictive ability of average skewness on market returns using robust skewness measures. (2021). Yan, WU ; Shi, Jing ; Liao, Yin ; Han, Jianlei ; Bo, Xu Chong. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:3977-4006.

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2021Implied volatility smirk in the Australian dollar market. (2021). Ruan, Xinfeng ; Zhang, Jin E ; Gehricke, Sebastian A. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4573-4599.

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2021Earnings momentum meets short?term return reversal. (2021). Tu, Jun ; Sun, Licheng ; Zhu, Zhaobo. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2379-2405.

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2022Global equity fund performance adjusted for equity and currency factors. (2022). Warren, Geoffrey J ; Schmidt, Camille H ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1535-1565.

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2021Semiparametric partial common principal component analysis for covariance matrices. (2021). Zhao, YI ; Luo, XI ; Wang, Bingkai ; Caffo, Brian. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:4:p:1175-1186.

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2022Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385.

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2021Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137.

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2021Relevance of the disposition effect on the options market: New evidence. (2021). Chou, Robin K ; Chiu, Hsinyu ; Chiang, Mihsiu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:75-106.

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2021Price anchors and short?term reversals. (2021). Stivers, Chris ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:425-454.

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2021Are the risk attitudes of professional investors affected by personal catastrophic experiences?. (2021). Kecskes, Ambrus ; Bhagwat, Vineet ; Bernile, Gennaro ; Nguyen, Phuong Anh. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:455-486.

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2021The impact of trading behavioral biases on market liquidity under different volatility levels: Evidence from the Chinese commodity futures market. (2021). Zheng, Kaixin ; Tse, Yiuman ; Liu, Qingfu. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:671-692.

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2022Shrinking return forecasts. (2022). Wang, Yudong ; Pan, Zhiyuan ; Liu, LI. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:641-661.

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2022Global financial crisis versus COVID?19: Evidence from sentiment analysis. (2022). Abdoh, Hussein ; Maghyereh, Aktham. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:218-248.

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2021Asymmetric Correlations in Predicting Portfolio Returns. (2021). Huang, Zhuo ; Zhang, Lijie ; Wang, Nianling ; Li, Yong. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:97-120.

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2021Variants of consumption?wealth ratios and predictability of U.S. government bond risk premia. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Epni, Ouzhan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:661-674.

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2022Can technical indicators predict the Chinese equity risk premium?. (2022). Glabadanidis, Paskalis ; Sun, Mingwei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:114-142.

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2022Does the kitchen?sink model work forecasting the equity premium?. (2022). Yin, Anwen. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:223-247.

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2021Independent director attention and the cost of equity capital. (2021). Xie, Hong ; Wang, Chong ; He, Henry ; Zhou, Jian. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:7-8:p:1468-1493.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2021Liquidity Supply in the Corporate Bond Market. (2021). Nozawa, Yoshio ; Goldberg, Jonathan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:755-796.

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2021Asset Managers: Institutional Performance and Factor Exposures. (2021). Morse, Adair ; Linnainmaa, Juhani T ; Gerakos, Joseph. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:2035-2075.

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2021The Limits of p?Hacking: Some Thought Experiments. (2021). Chen, Andrew Y. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2447-2480.

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2021Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment. (2021). Martin, Ian ; Gao, Can. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3211-3254.

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2022Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681.

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2022Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966.

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2022Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence. (2022). Liu, Yan ; Harvey, Campbell R. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1921-1966.

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2021Which economic uncertainty measure matters for households portfolio decision?. (2021). Kim, Insik ; Jeon, Yoontae ; Lee, Kiryoung. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:2:p:343-369.

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2021When it rains, it pours: Multifactor asset management in good and bad times. (2021). Szafarz, Ariane ; Briere, Marie. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:641-669.

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2021Religious differences and households investment decisions. (2021). Han, Seung H ; Kim, Kyoung T. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:753-788.

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2022Mutual fund performance and changes in factor exposure. (2022). Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; de Mingolopez, Diego Victor ; Conlon, Thomas ; Bessler, Wolfgang. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:17-52.

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2021Insurer risk and performance before, during, and after the 2008 financial crisis: The role of monitoring institutional ownership. (2021). Ren, Yayuan ; Ma, YuLuen . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:2:p:351-380.

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2022The risk protection and redistribution effects of long?term care co?payments. (2022). Wong, Albert ; Hussem, Arjen ; Wouterse, Bram. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:1:p:161-186.

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2021Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions. (2021). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:713-741.

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2022Return predictability between industries and the stock market in China. (2022). Zhang, Gaiyan ; Tse, Yiuman. In: Pacific Economic Review. RePEc:bla:pacecr:v:27:y:2022:i:2:p:194-220.

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2022Revisiting the return?volatility relationship of exchange rates: New evidence from offshore RMB. (2022). Wu, Ximing ; Lin, Juan ; Chen, Yue. In: Pacific Economic Review. RePEc:bla:pacecr:v:27:y:2022:i:3:p:277-294.

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2021Does CSR Reduce Idiosyncratic Risk? Roles of Operational Efficiency and AI Innovation. (2021). Sethi, Suresh ; Li, NA ; Ali, N. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:7:p:2027-2045.

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2021Yield curve momentum. (2021). Sihvonen, Markus. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_015.

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2022Forecasting with panel data: estimation uncertainty versus parameter heterogeneity. (2022). Timmermann, A ; Pick, A ; Pesaran, M H. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2219.

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2021STATISTICAL-ECONOMETRIC METHODS FOR RISK DIVERSIFICATION. (2021). Iacob, Stefan Virgil ; Anghel, Madalina-Gabriela ; Madalina - Gabriela Anghel, ; Anghelache, Constantin. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2021:v:5:p:157-163.

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2021Uncertainty Network Risk and Currency Returns. (2021). Barunik, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp687.

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2022Trading Volume and Liquidity Provision in Cryptocurrency Markets. (2022). Dickerson, Alexander ; Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp730.

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2021Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8828.

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2022Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity. (2022). Timmermann, Allan ; Pick, Andreas ; Pesaran, Hashem M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9690.

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2022Dynamics of Subjective Risk Premia. (2022). Xu, Zhengyang ; Nagel, Stefan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9693.

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2021Does Sentiment Affect Stock Returns? A Meta-analysis Across Survey-based Measures. (2021). Gric, Zuzana ; Bajzik, Josef ; Badura, Ondrej. In: Working Papers. RePEc:cnb:wpaper:2021/10.

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2021Short-term Momentum. (2021). Schmeling, Maik ; Medhat, Mamdouh. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15857.

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2021Search and Predictability of Prices in the Housing Market. (2021). Schütte, Erik Christian ; Timmermann, Allan ; Montes, Erik Christian ; Pedersen, Thomas ; Moller, Stig. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15875.

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2021Conditional Rotation Between Forecasting Models. (2021). Zhu, Yinchu ; Timmermann, Allan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15917.

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2021Forecasting financial markets with semantic network analysis in the COVID—19 crisis. (2021). Violante, Francesco ; Ravazzolo, Francesco ; Grassi, Stefano ; Colladon, Andrea Fronzetti. In: Working Papers. RePEc:crs:wpaper:2021-06.

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2021Pension Funds and Drivers of Heterogeneous Investment Strategies. (2021). Jansen, Kristy ; Broeders, Dirk. In: Working Papers. RePEc:dnb:dnbwpp:712.

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More than 100 citations found, this list is not complete...

Works by Amit Goyal:

YearTitleTypeCited
2007Growth Options, Beta, and the Cost of Capital In: Financial Management.
[Full Text][Citation analysis]		article21
2018Distress Anomaly and Shareholder Risk: International Evidence In: Financial Management.
[Full Text][Citation analysis]		article5
2012Assessing Project Risk In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article3
2003Idiosyncratic Risk Matters! In: Journal of Finance.
[Full Text][Citation analysis]		article107
2006Liquidity and Autocorrelations in Individual Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article153
2008The Selection and Termination of Investment Management Firms by Plan Sponsors In: Journal of Finance.
[Full Text][Citation analysis]		article44
2010Performance and Persistence in Institutional Investment Management In: Journal of Finance.
[Full Text][Citation analysis]		article79
2019Equity Misvaluation and Default Options In: Journal of Finance.
[Full Text][Citation analysis]		article3
2011Buyers Versus Sellers: Who Initiates Trades And When? In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper4
2016Buyers versus Sellers: Who Initiates Trades, and When?.(2016) In: Journal of Financial and Quantitative Analysis.
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This paper has another version. Agregated cites: 4		article
2012Misvaluation and Return Anomalies in Distress Stocks In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2018p-Hacking: Evidence from Two Million Trading Strategies In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2019Option Trading and Stock Price Informativeness In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2019Implied Volatility Changes and Corporate Bond Returns In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2020The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2020Choosing Investment Managers In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2020Cheap Options Are Expensive In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2021Unlocking ESG Premium from Options In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2021Pricing Event Risk: Evidence from Concave Implied Volatility Curves In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2021A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1452
2004A Comprehensive Look at the Empirical Performance of Equity Premium Prediction.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1452		paper
2008A Comprehensive Look at The Empirical Performance of Equity Premium Prediction.(2008) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 1452		article
.() In: .
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This paper has another version. Agregated cites: 1452		paper
2021Picking Partners: Manager Selection in Private Equity In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2021Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2004Demographics, Stock Market Flows, and Stock Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article41
2015Is Momentum an Echo? In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article26
2017Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article30
2008How common are common return factors across the NYSE and Nasdaq? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article15
2008How common are common return factors across NYSE and Nasdaq?.(2008) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 15		paper
2009Cross-section of option returns and volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]		article81
2000Understanding the financial crisis in Asia In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article26
2022Are Equity Option Returns Abnormal? IPCA Says No In: Working Papers.
[Full Text][Citation analysis]		paper0
2003Predicting the Equity Premium with Dividend Ratios In: Management Science.
[Full Text][Citation analysis]		article342
2002Predicting the Equity Premium With Dividend Ratios.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 342		paper
.() In: .
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This paper has another version. Agregated cites: 342		paper
2012Empirical cross-sectional asset pricing: a survey In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article43
2004A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability In: NBER Working Papers.
[Full Text][Citation analysis]		paper143
2005A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability.(2005) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 143		article
2014Investing in a Global World In: Review of Finance.
[Full Text][Citation analysis]		article24
2006The Impact of Trades on Daily Volatility In: Review of Financial Studies.
[Full Text][Citation analysis]		article107
2018Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference? In: Review of Financial Studies.
[Full Text][Citation analysis]		article28
2020Anomalies and False Rejections In: Review of Financial Studies.
[Full Text][Citation analysis]		article27
2021Digital Identity in India In: Springer Books.
[Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		paper0

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