Amit Goyal : Citation Profile

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

19

H index

22

i10 index

3860

Citations

RESEARCH PRODUCTION:

34

Articles

27

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (2000 - 2025). See details.
   Cites by year: 154
   Journals where Amit Goyal has often published
   Relations with other researchers
   Recent citing documents: 565.    Total self citations: 6 (0.16 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo419
   Updated: 2026-08-29    RAS profile: 2026-01-12    
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Relations with other researchers

Works with:

Cao, Jie (4)

Zhan, Xintong (4)

Saretto, Alessio (3)

KOSTAKIS, ALEXANDROS (2)

welch, ivo (2)

Smajlbegovic, Esad (2)

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

Is cited by:

Wang, Yudong (54)

Zhang, Yaojie (49)

GUPTA, RANGAN (41)

Guidolin, Massimo (32)

Pettenuzzo, Davide (29)

Ravazzolo, Francesco (26)

Wohar, Mark (25)

Rossi, Barbara (23)

Sarno, Lucio (23)

Schrimpf, Andreas (21)

Prokopczuk, Marcel (20)

Cites to:

Campbell, John (29)

French, Kenneth (22)

Fama, Eugene (21)

Stambaugh, Robert (12)

Shanken, Jay (12)

merton, robert (10)

Titman, Sheridan (9)

Jagannathan, Ravi (8)

Korajczyk, Robert (8)

Viceira, Luis (8)

Connor, Gregory (8)

Main data

Where Amit Goyal has published?

Journals with more than one article published# docs
The Review of Financial Studies7
Journal of Financial and Quantitative Analysis6
Journal of Finance5
Journal of Financial Economics3
Review of Finance3
Financial Analysts Journal2
Financial Management2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute19
Yale School of Management Working Papers / Yale School of Management3
NBER Working Papers / National Bureau of Economic Research, Inc3

Recent works citing Amit Goyal (2025 and 2024)

YearTitle of citing document
2025Joint News, Attention Spillover,and Market Returns. (2022). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2025A New Stock Market Valuation Measure with Applications to Retirement Planning. (2025). Grove, Taran ; Sarantsev, Andrey ; Reshad, Akram. In: Papers. RePEc:arx:papers:1905.04603.

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2024Volatility Depends on Market Trades and Macro Theory. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

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2026Deep Learning, Predictability, and Optimal Portfolio Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2026Currency Network Risk. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

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2025Most claimed statistical findings in cross-sectional return predictability are likely true. (2025). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365.

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2024Beta-Sorted Portfolios. (2024). Crump, Richard ; Cattaneo, Matias ; Wang, Weining. In: Papers. RePEc:arx:papers:2208.10974.

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2024Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets. (2024). Lu, Yutong ; Cucuringu, Mihai ; Reinert, Gesine. In: Papers. RePEc:arx:papers:2209.10334.

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2025DeFi vs TradFi: Valuation Using Multiples and Discounted Cash Flow. (2022). Xu, Jiahua ; Lommers, Kristof. In: Papers. RePEc:arx:papers:2210.16846.

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2024Bayesian Neural Networks for Macroeconomic Analysis. (2024). Marcellino, Massimiliano ; Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2211.04752.

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2024On LASSO for High Dimensional Predictive Regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2212.07052.

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2026Arrow-Debreu Meets Kyle: Price Discovery Across Derivatives. (2025). Tseng, Michael ; Keller, Christian. In: Papers. RePEc:arx:papers:2302.13426.

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2024Inference in Predictive Quantile Regressions. (2024). Maynard, Alex ; Kuriyama, Nina ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:2306.00296.

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2025High-Throughput Asset Pricing. (2024). Dim, Chukwuma ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2311.10685.

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2025Regressions under Adverse Conditions. (2025). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2026Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Shi, Zhentao ; Liao, Yuan ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593.

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2024Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches. (2024). Jeleskovic, Vahidin ; Chinazzo, Cristina. In: Papers. RePEc:arx:papers:2401.02049.

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2024Reference-dependent asset pricing with a stochastic consumption-dividend ratio. (2024). Yang, Yuting ; He, Xuedong ; Strub, Moris Simon ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2401.12856.

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2024From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing. (2024). Ye, Junyi ; Gu, Jingyi ; Wang, Guiling ; Goswami, Bhaskar ; Uddin, Ajim. In: Papers. RePEc:arx:papers:2403.06779.

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2024Pairs Trading Using a Novel Graphical Matching Approach. (2024). Zaman, Tauhid ; Qureshi, Khizar. In: Papers. RePEc:arx:papers:2403.07998.

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2024Application of Deep Learning for Factor Timing in Asset Management. (2024). Chen, Xilin ; Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari ; Lyu, Haoshu. In: Papers. RePEc:arx:papers:2404.18017.

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2025Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks. (2025). Zhou, Zhong-Guo ; Deng, QI. In: Papers. RePEc:arx:papers:2407.00813.

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2026Macroeconomic Forecasting with Large Language Models. (2025). Shekhar, Shubhranshu ; Carriero, Andrea ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2407.00890.

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2024Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management. (2024). Hwang, Yoontae ; Lee, Yongjae ; Zohren, Stefan. In: Papers. RePEc:arx:papers:2407.13751.

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2024Deep Learning for Options Trading: An End-To-End Approach. (2024). Tan, Wee Ling ; Roberts, Stephen ; Zohren, Stefan. In: Papers. RePEc:arx:papers:2407.21791.

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2024Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens. (2024). Gao, Zhan ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:2408.03930.

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2024What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts. (2024). Gulen, Huseyin ; Zhou, Dexin ; Green, Clifton T ; Chen, Shuaiyu. In: Papers. RePEc:arx:papers:2409.11540.

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2026Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2025Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels. (2025). Schneider, Paul ; Filipovic, Damir. In: Papers. RePEc:arx:papers:2410.21858.

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2026Probabilistic Targeted Factor Analysis. (2025). Montoya-Bland, Santiago ; Herculano, Miguel C. In: Papers. RePEc:arx:papers:2412.06688.

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2025ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2025Detecting multiple change points in linear models with heteroscedastic errors. (2025). Horvath, Lajos ; Zhao, Yuqian ; Rice, Gregory. In: Papers. RePEc:arx:papers:2505.01296.

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2025NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks. (2025). Wang, Shunyao ; Cheng, Ming. In: Papers. RePEc:arx:papers:2505.06864.

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2025Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles. (2025). Sherwood, Ben ; Li, Shaobo. In: Papers. RePEc:arx:papers:2505.16019.

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2025High-Dimensional Learning in Finance. (2025). Fallahgoul, Hasan. In: Papers. RePEc:arx:papers:2506.03780.

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2025Predicting Realized Variance Out of Sample: Can Anything Beat The Benchmark?. (2025). Pollok, Austin. In: Papers. RePEc:arx:papers:2506.07928.

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2026Overparametrized models with posterior drift. (2025). Coqueret, Guillaume ; Laguerre, Martial. In: Papers. RePEc:arx:papers:2506.23619.

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2025Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy. (2025). Cai, Jinbo ; Wang, Wenjie ; Li, Wenze. In: Papers. RePEc:arx:papers:2507.07477.

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2026Solving dynamic portfolio selection problems via score-based diffusion models. (2025). Bayraktar, Erhan ; Yuan, Fengyi ; Aghapour, Ahmad. In: Papers. RePEc:arx:papers:2507.09916.

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2026Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

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2025Interpretable Factors of Firm Characteristics. (2025). Zhu, Yingzi ; Zhou, Guofu ; Jiao, Yuxiao. In: Papers. RePEc:arx:papers:2508.02253.

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2025Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE. (2025). Liu, Rongwei ; Zheng, Jin ; Cartlidge, John. In: Papers. RePEc:arx:papers:2508.20103.

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2025Controllable Generation of Implied Volatility Surfaces with Variational Autoencoders. (2025). Wang, Jing ; Vuik, Cornelis ; Liu, Shuaiqiang. In: Papers. RePEc:arx:papers:2509.01743.

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2025Joint calibration of the volatility surface and variance term structure. (2025). Yoo, Jiwook. In: Papers. RePEc:arx:papers:2509.08096.

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2025Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior. (2025). Ausloos, Marcel ; Un, Kuok Sin. In: Papers. RePEc:arx:papers:2509.10483.

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2025Regression Model Selection Under General Conditions. (2025). Lusompa, Amaze. In: Papers. RePEc:arx:papers:2510.14822.

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2025Prediction Intervals for Model Averaging. (2025). Qu, Zhongjun ; Zhang, Xiaomeng ; Wang, Wendun. In: Papers. RePEc:arx:papers:2510.16224.

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2026Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction. (2025). Cho, So-Yoon ; Ban, Kayoung ; Kim, Jin-Young ; Koo, Hyeng Keun. In: Papers. RePEc:arx:papers:2511.07014.

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2026Robust Cauchy-Based Methods for Predictive Regressions. (2025). Ibragimov, Rustam ; Kim, Jihyun ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.09249.

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2025Real Option AI: Reversibility, Silence, and the Release Ladder. (2025). Buhai, Sebastian I. In: Papers. RePEc:arx:papers:2511.16958.

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2026Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model. (2025). Jeong, Younwoo ; Kim, Changeun ; Jang, Bong-Gyu. In: Papers. RePEc:arx:papers:2512.16251.

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2025The Aligned Economic Index & The State Switching Model. (2025). Aarab, Ilias. In: Papers. RePEc:arx:papers:2512.20460.

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2025Switching between states and the COVID-19 turbulence. (2025). Aarab, Ilias. In: Papers. RePEc:arx:papers:2512.20477.

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2026When the Rules Change: Adaptive Signal Extraction via Kalman Filtering and Markov-Switching Regimes. (2026). Kang, Sungwoo. In: Papers. RePEc:arx:papers:2601.05716.

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2026Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO. (2026). Ulrich, Maxim ; Indu, J ; Walter, Alexander. In: Papers. RePEc:arx:papers:2601.06499.

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2026MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks. (2026). Lim, Byung Hwa ; Koo, Hyeng Keun ; Kim, Hyun-Gyoon ; Jeong, Seungwon ; Huh, Jeonggyu. In: Papers. RePEc:arx:papers:2601.17773.

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2026A Nontrivial Upper Bound on the Out-of-Sample $R^2$ in Return Forecasting. (2026). Zhang, Cheng. In: Papers. RePEc:arx:papers:2602.07841.

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2026An Infinite-Dimensional Insider Trading Game. (2026). Tseng, Michael C ; Keller, Christian. In: Papers. RePEc:arx:papers:2602.21125.

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2026Optimal Savings under Transition Uncertainty and Learning Dynamics. (2026). Zhang, Xinxin ; Ma, Qingyin. In: Papers. RePEc:arx:papers:2603.08663.

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2026Forecast collapse of transformer-based models under squared loss in financial time series. (2026). Andreoletti, Pierre. In: Papers. RePEc:arx:papers:2604.00064.

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2026The Co-Pricing Factor Zoo. (2026). Mueller, Philippe ; Julliard, Christian ; Dickerson, Alexander. In: Papers. RePEc:arx:papers:2604.04430.

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2026Skewness Dispersion and Stock Market Returns. (2026). Kurka, Josef ; Barunik, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2604.07870.

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2026The Corporate Bond Factor Replication Crisis. (2026). Rossetti, Giulio ; Robotti, Cesare ; Dickerson, Alexander. In: Papers. RePEc:arx:papers:2604.07880.

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2026Machine Learning Forecasts of Asymmetric Betas Using Firm-Specific Information. (2026). cotter, john ; Kynigakis, Iason ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2604.22933.

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2026Continuous Timing Signals for Growth-Defensive Style Allocation: Factor Attribution, Risk Matching, and Out-of-Sample Evidence. (2026). Xiong, Zheli. In: Papers. RePEc:arx:papers:2605.20636.

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2026Continuous Cash-Overlay Filters for a Static Growth--Defensive Risk Sleeve: Slow-Tail Compensation, V-Shape Crash Brakes, Walk-Forward Validation, and Max-Cash Combination. (2026). Xiong, Zheli. In: Papers. RePEc:arx:papers:2606.09025.

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2026Volatility Forecasting and Return Prediction under Market Regimes: Evidence from High-Frequency Chinese Equity Data. (2026). Ślepaczuk, Robert ; Fang, Xinyue. In: Papers. RePEc:arx:papers:2606.09478.

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2026Non-Spanning Identification of Scheduled Event Risk in Option Pricing. (2026). Zhong, Tenghan. In: Papers. RePEc:arx:papers:2606.12872.

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2026Relief-Gated Relative Rotation for QQQ-DIA Allocation: Globally Screened Relative States, Fixed Position Mapping, Incremental Interaction Admission, and Walk-Forward Validation. (2026). Xiong, Zheli. In: Papers. RePEc:arx:papers:2607.06117.

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2026When and Why Na\ive Diversification Works: A Simple Diagnostic Strategy. (2026). Huang, Difang ; Feng, Han ; Zhang, Zhengjun ; Wang, Jue. In: Papers. RePEc:arx:papers:2607.11054.

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2025Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles. (2025). Magnani, Monia ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25252.

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2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Svec, Jiri ; Aspris, Angelo ; Flezvias, Ester ; Foley, Sean ; Malloch, Hamish. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

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2024Does image sentiment of major public emergency affect the stock market performance? New insight from deep learning techniques. (2024). Liu, Yun ; Huang, Dengshi ; Zhou, Jianan ; Wang, Sirui. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4447-4472.

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2025Cross‐asset time‐series momentum strategy: A new perspective. (2025). Singh, Tarlok ; Park, Jung Chul ; Xu, Dezhong ; Li, Bin. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:2387-2419.

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2025The leaders shadow: Excessive information spillover in the Chinese stock market. (2025). Wei, Yixin ; Lu, Lei ; Duan, Jiaxin ; Yin, Fangyi. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:2454-2486.

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2025The Effectiveness of News‐Based ESG Sentiment for Predicting Stock Returns: Evidence From China. (2025). Liu, Zhaohua ; Cui, Xue ; Yu, Haixu ; Liang, Chuanyu. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:2724-2732.

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2026Is Corporate Bond Market (In)attentive to Earnings News on Busy Reporting Days?. (2026). Yu, Pohsiang ; Li, Qin ; Chiu, Pengchia ; Chen, XI. In: Accounting and Finance. RePEc:bla:acctfi:v:66:y:2026:i:1:p:48-79.

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2026Systematic Risk Factors in Chinas Stock Market: A High‐Frequency PCA Approach. (2026). Zhou, Chunyang ; Zhu, Shunwei. In: Accounting and Finance. RePEc:bla:acctfi:v:66:y:2026:i:1:p:602-620.

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2024The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war. (2024). Lu, Ran ; Zeng, Hongjun ; Ahmed, Abdullahi D. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:68:y:2024:i:3:p:653-677.

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2026Spotting the Predictive Dynamics of Cyclically‐Adjusted Financial Ratios in the US Stock Market. (2026). Fassas, Athanasios ; Georgiou, Catherine. In: Economic Notes. RePEc:bla:ecnote:v:55:y:2026:i:1:n:e70018.

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2024Institutional investor network and idiosyncratic volatility of stocks. (2024). Toh, Moau Yong ; Wang, Peijun ; Zhang, Yongmin ; Ma, Huiping ; Zhai, Xiaoying. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:3:p:1261-1288.

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2025Predicting the equity premium with a high‐threshold risk level and the price of risk. (2025). Bansal, Naresh ; Stivers, Chris. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:1:p:123-145.

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2025Projects with no cost of capital. (2025). Levy, Moshe. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:1:p:177-191.

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2025Probability weighting and equity premium prediction: Investing with optimism. (2025). Ghazi, Soroush ; Azimi, Mehran ; Schneider, Mark. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:3:p:455-491.

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2025Intrinsic Value, Transaction Price Movement, and Cointegration. (2025). Wu, Zhongua ; Jiang, Xiaoquan ; Hardin, William G ; Zhang, Qianying. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:4:p:741-760.

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2025The U.S. Dollar and variance risk premia imbalances. (2025). Kjr, Mads Markvart ; Posselt, Anders Merrild. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:1:p:173-200.

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2025Time‐varying group common factors in the stock market anomalies. (2025). Sakemoto, Ryuta. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:2:p:481-507.

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2025Optimizing Currency Factors. (2025). Li, Youwei ; Fan, Minyou ; Liu, Jiadong ; Kearney, Fearghal. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:4:p:1389-1414.

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2026Exposure to Left‐Tail Risk, Risk Appetite, and Mutual Fund Flows. (2026). Malik, Ali K. In: The Financial Review. RePEc:bla:finrev:v:61:y:2026:i:3:p:831-866.

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2024Different demands for almost the same assets? Demographic structures different effect on direct and indirect equity purchase. (2024). Kim, Seiwan ; Hyung, Namwon. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:104-127.

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2026The Echo Effect of Momentum and Investor Trading Behavior. (2026). Park, Jong Won ; Eom, Cheoljun. In: International Review of Finance. RePEc:bla:irvfin:v:26:y:2026:i:2:n:e70072.

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2026Greenness in the Eye of Bond Short Sellers. (2026). Li, Shuting ; Cao, Jie ; Zhou, Linyu ; Zhang, Weiming. In: International Review of Finance. RePEc:bla:irvfin:v:26:y:2026:i:2:n:e70077.

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2024The Virtue of Complexity in Return Prediction. (2024). Zhou, Kangying ; Malamud, Semyon ; Kelly, Bryan. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:459-503.

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2024Disclosing to Informed Traders. (2024). Smith, Kevin ; Marinovic, Ivn ; Banerjee, Snehal. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1513-1578.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

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2024How Integrated are Credit and Equity Markets? Evidence from Index Options. (2024). Trolle, Anders B ; Junge, Benjamin ; Collindufresne, Pierre. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:949-992.

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2024Nonstandard Errors. (2024). Zhang, S. Sarah ; Xiu, Dacheng ; Xia, Shuo ; Wolff, Christian ; Wilhelmsson, Anders ; Walther, Thomas ; Vilkov, Grigory ; Verousis, Thanos ; van Kervel, Vincent ; Tonks, Ian ; Talavera, Oleksandr ; Stefanova, Denitsa ; Sojli, Elvira ; Smales, Lee ; Shachar, Or ; Schwarz, Marco ; Scaillet, Olivier ; Schuerhoff, Norman ; Sarno, Lucio ; Roy, Saurabh ; Rinne, Kalle ; Renault, Thomas ; Reitz, Stefan ; Ranaldo, Angelo ; Palan, Stefan ; Pasquariello, Paolo ; Pastor, Lubos ; Park, Andreas ; Ødegaard, Bernt ; Nielsson, Ulf ; Neszveda, Gabor ; Menkveld, Albert ; Lof, Matthijs ; LINTON, OLIVER ; Liew, Chee ; Koetter, Michael ; Korajczyk, Robert ; Jurkatis, Simon ; Johannesson, Magnus ; Jalkh, Naji ; Huang, Wenqian ; Holzmeister, Felix ; Horenstein, Alex ; Harris, Jeffrey ; Hasse, Jean-Baptiste ; Hautsch, Nikolaus ; Güçbilmez, Ufuk ; Gehrig, Thomas ; Gerritsen, Dirk ; Frömmel, Michael ; Frijns, Bart ; Foucault, Thierry ; Füllbrunn, Sascha ; Ferrara, Gerardo ; FERROUHI, EL MEHDI ; Eugster, Nicolas ; Dreber, Anna ; Dimpfl, Thomas ; Deev, Oleg ; Deku, Solomon ; Davies, Ryan ; Chernov, Mikhail ; Hurlin, Christophe ; Caporin, Massimiliano ; Brownlees, Christian ; Bos, Charles ; Bohorquez Correa, Santiago ; Alexeev, Vitali ; Aloosh, Arash ; Abudy, Menachem ; Eric, F Y ; Chincarini, Ludwig B ; Capelleblancard, Gunther ; Langlois, Hugues ; Drummond, Philip A ; Marchal, Alexis ; Snksen, Jantje ; Wrampelmeyer, Jan ; Neumeier, Christian ; Comertonforde, Carole ; Bao, LI ; Voigt, Stefan ; Longarela, Iaki Rodrguez ; Zoican, Marius ; Pearson, Neil D ; Klein, Olga ; Hoelscher, Seth A ; Adrian, Tobias ; Pelli, Michele ; Tran, Hai ; Prokopczuk, Marcel ; Yu, Shihao ; Glosten, Lawrence R ; Chordia, Tarun ; Pelster, Matthias ; Dong, Yun Jiang ; Bouri, Elie ; Sokolov, Konstantin ; Moore, David ; Wong, Wingkeung ; Murphy, Dermot ; Colliard, Jeanedouard ; Bakalli, Gaetan ; Vogel, Sebastian ; Rittmannsberger, Thomas ; Zhu, Xingyu S ; Patton, Andrew J ; Hjalmarsson, Erik ; Stberg, Per ; Sankaran, Harikumar ; Prodromou, Tina ; Gomez, Thomas ; Chow, Sheungchi ; Prignon, Christophe ; van Dijk, Mathijs A ; Boschrosa, Ciril ; Sderlind, Paul ; Wolk, Leonard ; Sanford, Anthony ; Lindner, Thomas ; Franus, Tatiana ; Baidoo, Edwin ; Vladimirov, Vladimir ; Riordan, Ryan ; Zhou, Chen ; Patel, Vinay ; Iyer, Subramanian R ; Khomyn, Marta K ; Hibbert, Ann Marie ; Abaddaz, David ; Kassner, Bernhard ; Calamia, Anna ; Sarkar, Asani ; Thimme, Julian ; Press, Oliveralexander ; Gorbenko, Arseny ; Clapham, Benjamin ; Desagre, Christophe ; Bondarenko, Oleg ; Simion, Giorgia ; Muravyev, Dmitriy ; Wipplinger, Evert ; Rzenik, Aleksandra A ; Levin, Vladimir ; Fluhartyjaidee, Jonathan T ; Bach, Amadeus ; Vilhelmsson, Anders ; Rintamki, Paul ; Pascual, Roberto ; Frmmel, Michael ; Khan, Saad A ; Hendershott, Terrence ; Weitzel, Utz ; Lajaunie, Quentin ; Eksi, Asli ; Theissen, Erik ; Prakash, Puneet ; Yang, Antti ; O'Neill, Peter ; Grammig, Joachim ; Mohan, Vijay ; Schertler, Andrea ; Degryse, Hans ; Bogoev, Dimitar ; Sikic, Mario ; Nolte, Sven ; Wika, Hans C ; Rzayev, Khaladdin ; Leippold, Markus ; Flori, Andrea ; Avetikian, Alejandro T ; Verwijmeren, Patrick ; Riddiough, Steven J ; Zhong, Zhuo ; Fllbrunn, Sascha C ; Hediger, Simon ; Razen, Michael ; Jones, Charles M ; Dzieliski, Micha ; Lopezlira, Alejandro ; Tham, Wing Wah ; Plhal, Tom ; Yage, Jos ; Caskurlu, Tolga ; Hagstrmer, Bjrn ; Mihet, Roxana ; Schenkhopp, Klaus R ; Declerck, Fany ; Black, Bernard S ; Shui, Jessica ; Norden, Lars L ; Westheide, Christian ; Rush, Stephen R ; Lauter, Tobias ; Franzoni, Francesco ; Amaya, Diego ; Vasquez, Aurelio ; Reno, Roberto ; Zhao, LU ; Gan, Baoqing ; Kearney, Fearghal ; Ilczuk, Konrad ; Neusss, Sebastian ; Jylh, Petri ; Dyhrberg, Anne Haubo ; Longstaff, Francis ; Taylor, Nick ; Philip, Richard ; Yadav, Pradeep K ; Carrion, Allen ; Hambuckers, Julien ; Palit, Imon J ; Meloso, Debrah ; de Nard, Gianluca F ; Shkilko, Andriy ; Jahanshahloo, Hossein ; Westerholm, Joakim P ; Rudolf, Nicolas ; Lausen, Jens ; Kuhle, Paul ; Grgoire, Vincent ; Amato, Livia ; van Ness, Robert A ; Renjie, Rex W ; Zeisberger, Stefan M ; Gao, GE ; Kazak, Ekaterina ; Ivashchenko, Alexey ; Kirchler, Michael ; Kaeck, Andreas T ; Dyakov, Teodor ; Lohr, Ariel ; Tang, Yuehua ; Pfiffer, Cameron ; Xu, Caihong ; Capera, Laura M ; Hapnes, Erik ; Mazzola, Francesco ; de Blasis, Riccardo ; Bjnnes, Geir H ; Seeger, Norman J ; Scharnowski, Stefan ; Werner, Ingrid M ; Liu, Jiacheng ; Painter, Marcus ; Krahnen, Jan P ; Gbilmez, Ufuk ; el Kalak, Izidin ; Valente, Giorgio ; Regis, Luca ; Zareei, Abalfazl ; Gemayel, Roland ; Kaustia, Markku ; Huber, Juergen ; Kaiser, Gabriel ; Dumitrescu, Ariadna ; Llorente, Guillermo ; Szaszi, Barnabas ; Hartmann, Simon ; Martineau, Charles ; Bindra, Parampreet C ; Seasholes, Mark S ; Schroeder, Florian ; van der Wel, Michel ; Roseman, Brian ; Pagnotta, Emiliano ; Kozhan, Roman ; Heath, Davidson ; Alcock, Jamie T ; Ellen, Saskia Ter ; Vaduva, Andreea M ; Rakowski, David ; Zamojski, Marcin ; Kwan, Amy ; Chakrabarty, Bidisha ; Karam, Arz ; Duevski, Teodor ; Mankad, Shawn ; Subrahmanyam, Marti G ; Moinas, Sophie ; Dao, Thong ; Bashchenko, Oksana ; Schuster, Philipp ; Schneider, Michael ; Weiss, Patrick ; Rognone, Lavinia ; Schrhoff, Norman ; Obaid, Khaled ; Kolokolov, Aleksey ; Holden, Craig W ; Akmansoy, Olivier ; Farrell, Michael ; Trolle, Anders B ; Raizada, Gaurav ; Yuferova, Darya ; Gilbazo, Javier ; Lambert, Marie ; Cheung, William ; Cao, Viet Nga ; Karmaziene, Egle ; Dudda, Tom ; Mano, Nicola ; Spokeviciute, Laima ; Wu, Zhenxing ; Nimalendran, Mahendrarajah ; Curran, Edward ; Barbon, Andrea ; Wagner, Wolf ; Roesch, Dominik ; Zwinkels, Remco ; Pelizzon, Loriana ; Klos, Alexander ; Hoffmann, Peter ; Aitsahalia, Yacine ; Felezvinas, Ester ; Trapin, Luca ; Putnins, Talis ; Yueshen, Bart Z ; Gilder, Dudley. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2339-2390.

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2024What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665.

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2024Solving the Forecast Combination Puzzle Using Double Shrinkages. (2024). Wang, Yudong ; Hao, Xianfeng ; Liu, LI. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:714-741.

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2024Time-varying Investment Dynamics in the USA. (2024). Mendieta-Muñoz, Ivan. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:18:n:1035.

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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]		article22
2018Distress Anomaly and Shareholder Risk: International Evidence In: Financial Management.
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2012Assessing Project Risk In: Journal of Applied Corporate Finance.
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2003Idiosyncratic Risk Matters! In: Journal of Finance.
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2006Liquidity and Autocorrelations in Individual Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article188
2008The Selection and Termination of Investment Management Firms by Plan Sponsors In: Journal of Finance.
[Full Text][Citation analysis]		article55
2010Performance and Persistence in Institutional Investment Management In: Journal of Finance.
[Full Text][Citation analysis]		article95
2019Equity Misvaluation and Default Options In: Journal of Finance.
[Full Text][Citation analysis]		article9
2011Buyers Versus Sellers: Who Initiates Trades And When? In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper7
2016Buyers versus Sellers: Who Initiates Trades, and When?.(2016) In: Journal of Financial and Quantitative Analysis.
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This paper has nother version. Agregated cites: 7		article
2012Misvaluation and Return Anomalies in Distress Stocks In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2018p-Hacking: Evidence from Two Million Trading Strategies In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2019Option Trading and Stock Price Informativeness In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper12
2024Options Trading and Stock Price Informativeness.(2024) In: Journal of Financial and Quantitative Analysis.
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2019Implied Volatility Changes and Corporate Bond Returns In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper11
2023Implied Volatility Changes and Corporate Bond Returns.(2023) In: Management Science.
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This paper has nother version. Agregated cites: 11		article
2020The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2020Choosing Investment Managers In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2024Choosing Investment Managers.(2024) In: Journal of Financial and Quantitative Analysis.
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2020Cheap Options Are Expensive In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2021Unlocking ESG Premium from Options In: Swiss Finance Institute Research Paper Series.
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2021Pricing Event Risk: Evidence from Concave Implied Volatility Curves In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper5
2025Pricing event risk: evidence from concave implied volatility curves.(2025) In: Review of Finance.
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2021A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2035
2004A Comprehensive Look at the Empirical Performance of Equity Premium Prediction.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
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2008A Comprehensive Look at The Empirical Performance of Equity Premium Prediction.(2008) In: The Review of Financial Studies.
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2006A Comprehensive Look at the Empirical Performance of Equity Premium Prediction.(2006) In: Yale School of Management Working Papers.
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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
2023Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data.(2023) In: Review of Financial Economics.
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2023A Joint Factor Model for Bonds, Stocks, and Options In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2023R&D, Innovation, and the Stock Market In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2024Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2024Stealthy Shorts: Informed Liquidity Supply In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2025Stealthy shorts: Informed liquidity supply.(2025) In: Journal of Financial Economics.
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2025Passive Ownership and Corporate Bond Lending In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2025Dividend-Price Ratios and Payout Constraints 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]		article47
2015Is Momentum an Echo? In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article48
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]		article60
2008How common are common return factors across the NYSE and Nasdaq? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article16
2008How common are common return factors across NYSE and Nasdaq?.(2008) In: Post-Print.
[Citation analysis]
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2009Cross-section of option returns and volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]		article111
2000Understanding the financial crisis in Asia In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article28
2022Are Equity Option Returns Abnormal? IPCA Says No In: Working Papers.
[Full Text][Citation analysis]		paper2
2003Predicting the Equity Premium with Dividend Ratios In: Management Science.
[Full Text][Citation analysis]		article395
2002Predicting the Equity Premium With Dividend Ratios.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 395		paper
2002Predicting the Equity Premium with Dividend Ratios.(2002) In: Yale School of Management Working Papers.
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2012Empirical cross-sectional asset pricing: a survey In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article50
2004A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability In: NBER Working Papers.
[Full Text][Citation analysis]		paper160
2005A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability.(2005) In: The Review of Financial Studies.
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2014Investing in a Global World In: Review of Finance.
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2025Empirical determinants of momentum: a perspective using international data In: Review of Finance.
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2006The Impact of Trades on Daily Volatility In: The Review of Financial Studies.
[Full Text][Citation analysis]		article132
2018Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference? In: The Review of Financial Studies.
[Full Text][Citation analysis]		article52
2020Anomalies and False Rejections In: The Review of Financial Studies.
[Full Text][Citation analysis]		article52
2024A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction In: The Review of Financial Studies.
[Full Text][Citation analysis]		article35
2025Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes In: The Review of Financial Studies.
[Full Text][Citation analysis]		article0
2021Digital Identity in India In: Springer Books.
[Citation analysis]		chapter0
2009Liquidity and the Post-Earnings-Announcement Drift In: Financial Analysts Journal.
[Full Text][Citation analysis]		article8
2023Forbearance in Institutional Investment Management: Evidence from Survey Data In: Financial Analysts Journal.
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2004A Note On Predicting Returns With Financial Ratios In: Yale School of Management Working Papers.
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