Amit Goyal : Citation Profile

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

18

H index

20

i10 index

3594

Citations

RESEARCH PRODUCTION:

34

Articles

25

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (2000 - 2025). See details.
   Cites by year: 143
   Journals where Amit Goyal has often published
   Relations with other researchers
   Recent citing documents: 345.    Total self citations: 6 (0.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo419
   Updated: 2025-12-13    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Saretto, Alessio (3)

KOSTAKIS, ALEXANDROS (2)

welch, ivo (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 (52)

Zhang, Yaojie (46)

GUPTA, RANGAN (40)

Guidolin, Massimo (31)

Pettenuzzo, Davide (28)

Ravazzolo, Francesco (26)

Wohar, Mark (25)

Sarno, Lucio (23)

Rossi, Barbara (23)

Schrimpf, Andreas (21)

Menkhoff, Lukas (15)

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)

Connor, Gregory (8)

Korajczyk, Robert (8)

Viceira, Luis (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 Management2
Financial Analysts Journal2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute17
NBER Working Papers / National Bureau of Economic Research, Inc3
Yale School of Management Working Papers / Yale School of Management3

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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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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2025Arrow-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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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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2025Macroeconomic 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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2024Persistence-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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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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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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2025Overparametrized 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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2025Solving 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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2025Testing 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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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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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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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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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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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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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2024Portfolio management with big data. (2024). Sentana, Enrique ; Pearanda, Francisco. In: Working Papers. RePEc:cmf:wpaper:wp2024_2411.

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2025In the shadow of country risk: asset pricing model of emerging market corporate bonds. (2025). Vladimirova, Desislava. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:156139.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024Extrapolative beliefs and return predictability: Evidence from China. (2024). Liu, Yumin ; Jiang, Fuwei ; Zhang, Huajing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000728.

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2024Google search and cross-section of cryptocurrency returns and trading activities. (2024). Vo, Duc Hong ; Hoang, Lai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001060.

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2025Reprint of: Political uncertainty, corporate social responsibility, and firm performance. (2025). Yin, Chao ; Hu, YI. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000162.

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2024Investment policies and risk sharing by corporate pensions. (2024). Li, Wei C ; Yao, Tong ; Ying, Jie. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000836.

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2024On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?. (2024). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas E ; Driffill, John. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118.

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2024Replicating business cycles and asset returns with sentiment and low risk aversion. (2024). Lansing, Kevin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001131.

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2024Estimation of expected return integrating real-time asset prices implied information and historical data. (2024). Li, Zhongfei ; Huang, YI ; Zhu, Shushang ; Wang, Shikun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001234.

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2025Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612.

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2024Does capital market liberalization increase corporate labor income share? Evidence from China. (2024). Meng, Mingyue ; Si, Deng-Kui ; Zhou, Fuyou ; Wang, Jiaming. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002761.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2024Risk-neutral skewness and stock market returns: A time-series analysis. (2024). Wu, Zhengyu ; Li, Xiaowei ; Zhang, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001638.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2024Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets. (2024). Chen, Weihua ; Mamon, Rogemar ; Zeng, Pingping ; Xiong, Heng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001463.

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2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

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2024Option trading volume and the cross-section of option returns. (2024). Hu, Sen ; Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001542.

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2025Twitter-based market uncertainty and global stock volatility predictability. (2025). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001815.

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2025Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468.

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2025Multivariate Affine GARCH in portfolio optimization. Analytical solutions and applications. (2025). Escobar Anel, Marcos ; Yang, Yu-Jung ; Escobar-Anel, Marcos ; Zagst, Rudi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000166.

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2025Managerial integrity and stock returns. (2025). Gong, Hao ; Meng, Yifan ; Cao, Jiawei ; Yang, MO. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000762.

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2024Economic and financial consequences of water risks: The case of hydropower. (2024). von Jagow, Adrian ; Goel, Skand ; Senni, Chiara Colesanti. In: Ecological Economics. RePEc:eee:ecolec:v:218:y:2024:i:c:s0921800923003117.

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2024Hedging investment-grade and high-yield bonds with credit VIX. (2024). Alsagr, Naif ; Bouri, Elie. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001137.

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2024Asset pricing with neural networks: Significance tests. (2024). Lin, Xin ; Franstianto, Vincentius ; Fallahgoul, Hasan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002907.

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2024Semi-parametric single-index predictive regression models with cointegrated regressors. (2024). GAO, Jiti ; Zhou, Weilun ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002932.

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2024Inference in predictive quantile regressions. (2024). Maynard, Alex ; Shimotsu, Katsumi ; Kuriyama, Nina. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002203.

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2025When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance. (2025). At-Sahalia, Yacine ; Matthys, Felix ; Osambela, Emilio ; Sircar, Ronnie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623003706.

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2025Quantile prediction with factor-augmented regression: Structural instability and model uncertainty. (2025). Wang, Siwei ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000533.

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2025Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach. (2025). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000569.

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2025Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss. (2025). Demetrescu, Matei ; Roling, Christoph. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:80-104.

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2024Long-term dynamic asset allocation under asymmetric risk preferences. (2024). Kallinterakis, Vasileios ; Kontosakos, Vasileios E ; Hwang, Soosung ; Pantelous, Athanasios A. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:765-782.

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2024Unexpected opportunities in misspecified predictive regressions. (2024). Deguest, Romain ; Coqueret, Guillaume. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:2:p:686-700.

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2024Solving constrained consumption–investment problems by decomposition algorithms. (2024). Homem-De, Tito ; Castaeda, Pablo ; Garcia, Javier ; Lagos, Guido ; Pagnoncelli, Bernardo K. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:1:p:292-302.

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2025Predictive distributions and the market return: The role of market illiquidity. (2025). Ellington, Michael ; Kalli, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:309-322.

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2025Does official media sentiment matter for the stock market? Evidence from China. (2025). Hua, Xia ; Zhang, Teng ; Xu, Zhiwei. In: Emerging Markets Review. RePEc:eee:ememar:v:64:y:2025:i:c:s1566014124001298.

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2025Message traffic and short-term illiquidity in high-speed markets. (2025). Pascual, Roberto ; Yage, Jos ; Nawn, Samarpan ; Massot, Magdalena ; Abad, David. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014124001468.

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2024Instantaneous volatility of the yield curve, variance risk premium and bond return predictability. (2024). Yin, Ximing ; Yang, GE. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000252.

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2024Options trading imbalance, cash-flow news, and discount-rate news. (2024). Teterin, Pavel ; Huang, Kershen ; Chichernea, Doina ; Petkevich, Alex. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000264.

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2024Information acquisition and processing skills of institutions and retail investors around information shocks. (2024). Tsai, Shih-Chuan ; Fung, Scott ; Obaid, Khaled. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000306.

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2024Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367.

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2024The risk–return tradeoff among equity factors. (2024). Barroso, Pedro ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000537.

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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]		article7
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]		article157
2006Liquidity and Autocorrelations in Individual Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article180
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]		article92
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.
[Full Text][Citation analysis]
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]		paper2
2019Option Trading and Stock Price Informativeness In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper4
2024Options Trading and Stock Price Informativeness.(2024) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2019Implied Volatility Changes and Corporate Bond Returns In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper6
2023Implied Volatility Changes and Corporate Bond Returns.(2023) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		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]		paper2
2020Choosing Investment Managers In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2024Choosing Investment Managers.(2024) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
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]		paper2
2021Pricing Event Risk: Evidence from Concave Implied Volatility Curves In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2025Pricing event risk: evidence from concave implied volatility curves.(2025) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2021A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1898
2004A Comprehensive Look at the Empirical Performance of Equity Premium Prediction.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1898		paper
2008A Comprehensive Look at The Empirical Performance of Equity Premium Prediction.(2008) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1898		article
2006A Comprehensive Look at the Empirical Performance of Equity Premium Prediction.(2006) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1898		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
2023Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data.(2023) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2004Demographics, Stock Market Flows, and Stock Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article46
2015Is Momentum an Echo? In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article42
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]		article46
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 nother version. Agregated cites: 15		paper
2009Cross-section of option returns and volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]		article103
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]		article390
2002Predicting the Equity Premium With Dividend Ratios.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 390		paper
2002Predicting the Equity Premium with Dividend Ratios.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 390		paper
2012Empirical cross-sectional asset pricing: a survey In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article49
2004A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability In: NBER Working Papers.
[Full Text][Citation analysis]		paper159
2005A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability.(2005) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 159		article
2014Investing in a Global World In: Review of Finance.
[Full Text][Citation analysis]		article25
2025Empirical determinants of momentum: a perspective using international data In: Review of Finance.
[Full Text][Citation analysis]		article0
2006The Impact of Trades on Daily Volatility In: The Review of Financial Studies.
[Full Text][Citation analysis]		article129
2018Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference? In: The Review of Financial Studies.
[Full Text][Citation analysis]		article45
2020Anomalies and False Rejections In: The Review of Financial Studies.
[Full Text][Citation analysis]		article44
2024A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction In: The Review of Financial Studies.
[Full Text][Citation analysis]		article10
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]		article6
2023Forbearance in Institutional Investment Management: Evidence from Survey Data In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2004A Note On Predicting Returns With Financial Ratios In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0

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