Amit Goyal

Best Publications

• A Comprehensive Look at the Empirical Performance of Equity Premium Prediction

  Ivo Welch;Amit Goyal

  3411
  Citations

• Idiosyncratic Risk Matters

  Amit Goyal;Pedro Santa-Clara

  1410
  Citations

• Predicting the Equity Premium with Dividend Ratios

  Amit Goyal;Ivo Welch

  1057
  Citations

• Liquidity and Autocorrelations in Individual Stock Returns

  Doron Avramov;Tarun Chordia;Amit Goyal

  740
  Citations

• Cross-Section of Option Returns and Volatility

  Amit Goyal;Alessio Saretto

  532
  Citations

• A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability

  Michael W. Brandt;Amit Goyal;Pedro Santa-Clara;Jonathan R. Stroud

  484
  Citations

• Performance and Persistence in Institutional Investment Management

  Jeffrey A. Busse;Amit Goyal;Sunil Wahal

  453
  Citations

• The Impact of Trades on Daily Volatility

  Doron Avramov;Tarun Chordia;Amit Goyal

  392
  Citations

• The Selection and Termination of Investment Management Firms by Plan Sponsors

  Amit Goyal;Sunil Wahal

  295
  Citations

• Liquidity and the Post-Earnings- Announcement Drift

  Tarun Chordia;Amit Goyal;Gil Sadka;Ronnie Sadka

  293
  Citations

• Idiosyncratic Risk Matters

  Amit Goyal;Amit Goyal;Pedro Santa-Clara;Pedro Santa-Clara;Pedro Santa-Clara

  245
  Citations

• Demographics, Stock Market Flows, and Stock Returns

  Amit Goyal

  193
  Citations

• Empirical cross-sectional asset pricing: a survey

  Amit Goyal

  190
  Citations

• Anomalies and False Rejections

  Tarun Chordia;Amit Goyal;Alessio Saretto

  167
  Citations

• Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?

  Amit Goyal;Narasimhan Jegadeesh

  160
  Citations

• Are capital market anomalies common to equity and corporate bond markets? An empirical investigation

  Tarun Chordia;Amit Goyal;Yoshio Nozawa;Avanidhar Subrahmanyam

  156
  Citations

• Predicting the Equity Premium with Dividend Ratios

  Amit Goyal;Amit Goyal;Ivo Welch;Ivo Welch

  143
  Citations

• A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction

  Unknown

  137
  Citations

• Growth Options, Beta, and the Cost of Capital

  Antonio E. Bernardo;Bhagwan Chowdhry;Amit Goyal

  134
  Citations

• Liquidity and Autocorrelations in Individual Stock Returns

  Doron Avramov;Tarun Chordia;Amit Goyal;Amit Goyal

  107
  Citations