Access Statistics for Amit Goyal

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comprehensive Look at the Empirical Performance of Equity Premium Prediction 2 2 5 23 8 12 27 82
A Comprehensive Look at the Empirical Performance of Equity Premium Prediction 0 0 3 520 2 4 27 1,525
A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II 2 6 53 418 12 23 153 1,250
A Joint Factor Model for Bonds, Stocks, and Options 0 0 3 12 0 2 11 35
A Note On 'Predicting Returns With Financial Ratios' 0 0 0 2 0 0 2 4
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability 0 0 0 397 1 5 7 1,017
Are Equity Option Returns Abnormal? IPCA Says No 0 0 1 18 1 2 9 45
Buyers Versus Sellers: Who Initiates Trades And When? 0 0 0 6 0 0 3 46
Cheap Options Are Expensive 0 0 2 51 2 7 17 172
Choosing Investment Managers 0 0 0 12 1 1 3 50
How common are common return factors across NYSE and Nasdaq? 0 0 0 0 1 1 1 31
Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data 0 0 0 9 2 2 4 33
Implied Volatility Changes and Corporate Bond Returns 0 0 0 34 2 5 17 120
Misvaluation and Return Anomalies in Distress Stocks 0 0 0 30 1 5 5 41
Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market 0 1 6 6 2 3 13 14
Option Trading and Stock Price Informativeness 0 0 0 35 3 3 8 121
Picking Partners: Manager Selection in Private Equity 0 0 2 20 1 2 12 48
Predicting the Equity Premium With Dividend Ratios 0 0 0 526 3 4 10 1,557
Predicting the Equity Premium with Dividend Ratios 1 1 1 1 5 11 12 15
Pricing Event Risk: Evidence from Concave Implied Volatility Curves 2 2 3 18 4 6 10 71
R&D, Innovation, and the Stock Market 0 0 0 9 2 3 6 23
Stealthy Shorts: Informed Liquidity Supply 0 0 7 8 0 3 11 12
The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning 2 5 23 435 6 13 62 963
Unlocking ESG Premium from Options 2 2 5 32 3 4 14 89
p-Hacking: Evidence from Two Million Trading Strategies 5 9 32 362 9 24 93 1,069
Total Working Papers 16 28 146 2,984 71 145 537 8,433

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction 1 4 11 13 9 17 47 53
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 4 9 37 797 17 42 152 2,603
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability 0 0 0 183 2 12 14 597
Anomalies and False Rejections 1 1 6 34 3 3 21 137
Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation 0 0 0 28 2 3 6 102
Assessing Project Risk 0 0 0 32 0 1 1 85
Buyers versus Sellers: Who Initiates Trades, and When? 0 0 0 14 2 3 8 62
Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes 1 3 5 5 1 9 15 15
Choosing Investment Managers 0 0 1 1 0 0 2 2
Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference? 1 2 5 81 2 5 16 278
Cross-section of option returns and volatility 4 7 19 321 15 23 65 948
Demographics, Stock Market Flows, and Stock Returns 0 1 3 82 0 1 4 237
Distress Anomaly and Shareholder Risk: International Evidence 0 0 1 5 4 5 11 50
Empirical cross-sectional asset pricing: a survey 2 4 35 365 7 12 73 970
Empirical determinants of momentum: a perspective using international data 0 0 1 1 2 4 9 9
Equity Misvaluation and Default Options 0 0 0 10 1 1 3 75
Forbearance in Institutional Investment Management: Evidence from Survey Data 0 0 1 1 0 0 5 5
Growth Options, Beta, and the Cost of Capital 0 1 5 34 0 1 7 129
How common are common return factors across the NYSE and Nasdaq? 0 0 0 55 4 4 5 183
Idiosyncratic Risk Matters! 0 1 3 23 4 7 13 96
Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data 0 1 1 1 1 2 3 5
Implied Volatility Changes and Corporate Bond Returns 0 0 1 5 1 1 6 24
Investing in a Global World 0 0 3 9 1 2 8 45
Is Momentum an Echo? 0 0 4 45 0 1 9 141
Liquidity and Autocorrelations in Individual Stock Returns 1 2 3 88 1 3 8 319
Liquidity and the Post-Earnings-Announcement Drift 0 1 1 1 3 6 8 8
Options Trading and Stock Price Informativeness 0 0 0 1 3 4 8 10
Performance and Persistence in Institutional Investment Management 1 2 10 87 6 11 30 294
Predicting the Equity Premium with Dividend Ratios 0 0 1 186 5 6 18 734
Pricing event risk: evidence from concave implied volatility curves 1 3 3 3 3 13 17 17
Stealthy shorts: Informed liquidity supply 0 0 0 0 4 7 7 7
The Impact of Trades on Daily Volatility 1 1 4 105 3 4 13 285
The Selection and Termination of Investment Management Firms by Plan Sponsors 6 8 23 350 13 21 51 855
Understanding the financial crisis in Asia 0 0 1 126 0 1 2 360
Total Journal Articles 24 51 188 3,092 119 235 665 9,740

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Digital Identity in India 0 0 0 2 3 6 17 80
Total Chapters 0 0 0 2 3 6 17 80

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Statistics updated 2025-12-06