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 0 0 3 520 5 7 32 1,530
A Comprehensive Look at the Empirical Performance of Equity Premium Prediction 0 2 4 23 6 15 31 88
A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II 2 6 55 420 7 24 155 1,257
A Joint Factor Model for Bonds, Stocks, and Options 0 0 3 12 3 5 13 38
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 2 7 9 1,019
Are Equity Option Returns Abnormal? IPCA Says No 0 0 1 18 1 2 8 46
Buyers Versus Sellers: Who Initiates Trades And When? 0 0 0 6 1 1 4 47
Cheap Options Are Expensive 0 0 2 51 0 7 16 172
Choosing Investment Managers 0 0 0 12 1 2 4 51
How common are common return factors across NYSE and Nasdaq? 0 0 0 0 0 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 0 2 2 33
Implied Volatility Changes and Corporate Bond Returns 0 0 0 34 3 6 19 123
Misvaluation and Return Anomalies in Distress Stocks 0 0 0 30 1 4 6 42
Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market 0 0 5 6 1 3 13 15
Option Trading and Stock Price Informativeness 0 0 0 35 6 9 14 127
Picking Partners: Manager Selection in Private Equity 0 0 2 20 4 5 15 52
Predicting the Equity Premium With Dividend Ratios 0 0 0 526 2 6 11 1,559
Predicting the Equity Premium with Dividend Ratios 0 1 1 1 2 13 14 17
Pricing Event Risk: Evidence from Concave Implied Volatility Curves 0 2 3 18 8 13 18 79
R&D, Innovation, and the Stock Market 1 1 1 10 3 6 9 26
Stealthy Shorts: Informed Liquidity Supply 0 0 7 8 2 3 12 14
The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning 1 5 23 436 6 16 65 969
Unlocking ESG Premium from Options 0 2 5 32 1 4 14 90
p-Hacking: Evidence from Two Million Trading Strategies 2 9 30 364 13 29 95 1,082
Total Working Papers 6 28 145 2,990 78 190 582 8,511

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 3 12 14 13 25 58 66
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 3 9 38 800 14 46 156 2,617
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability 1 1 1 184 5 17 18 602
Anomalies and False Rejections 0 1 6 34 2 5 23 139
Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation 0 0 0 28 2 5 8 104
Assessing Project Risk 0 0 0 32 0 1 1 85
Buyers versus Sellers: Who Initiates Trades, and When? 0 0 0 14 3 6 11 65
Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes 0 1 5 5 3 7 18 18
Choosing Investment Managers 0 0 1 1 1 1 3 3
Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference? 2 4 7 83 3 7 18 281
Cross-section of option returns and volatility 4 9 22 325 13 32 74 961
Demographics, Stock Market Flows, and Stock Returns 0 1 3 82 2 3 6 239
Distress Anomaly and Shareholder Risk: International Evidence 0 0 1 5 3 8 13 53
Empirical cross-sectional asset pricing: a survey 1 3 33 366 2 10 68 972
Empirical determinants of momentum: a perspective using international data 1 1 2 2 2 6 11 11
Equity Misvaluation and Default Options 0 0 0 10 2 3 5 77
Forbearance in Institutional Investment Management: Evidence from Survey Data 0 0 0 1 0 0 2 5
Growth Options, Beta, and the Cost of Capital 0 1 5 34 1 2 8 130
How common are common return factors across the NYSE and Nasdaq? 0 0 0 55 1 5 6 184
Idiosyncratic Risk Matters! 1 2 4 24 3 9 16 99
Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data 0 0 1 1 0 1 2 5
Implied Volatility Changes and Corporate Bond Returns 0 0 1 5 0 1 6 24
Investing in a Global World 0 0 3 9 1 3 9 46
Is Momentum an Echo? 0 0 3 45 0 1 7 141
Liquidity and Autocorrelations in Individual Stock Returns 0 1 3 88 1 3 8 320
Liquidity and the Post-Earnings-Announcement Drift 1 1 2 2 7 11 15 15
Options Trading and Stock Price Informativeness 0 0 0 1 2 5 8 12
Performance and Persistence in Institutional Investment Management 0 1 10 87 2 11 32 296
Predicting the Equity Premium with Dividend Ratios 0 0 1 186 0 6 16 734
Pricing event risk: evidence from concave implied volatility curves 1 3 4 4 4 13 21 21
Stealthy shorts: Informed liquidity supply 0 0 0 0 3 9 10 10
The Impact of Trades on Daily Volatility 0 1 4 105 4 7 17 289
The Selection and Termination of Investment Management Firms by Plan Sponsors 10 17 31 360 19 36 59 874
Understanding the financial crisis in Asia 0 0 1 126 0 1 2 360
Total Journal Articles 26 60 204 3,118 118 306 735 9,858

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 1 6 18 81
Total Chapters 0 0 0 2 1 6 18 81

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