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Chordia, Tarun; Goyal, Amit; Saretto, Alessio - In: The review of financial studies 33 (2020) 5, pp. 2134-2179

Persistent link: https://www.econbiz.de/10012244730

Are capital market anomalies common to equity and corporate bond markets? : an empirical investigation

Chordia, Tarun; Goyal, Amit; Nozawa, Yoshio; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1301-1342

Persistent link: https://www.econbiz.de/10011927915

Cross-sectional and time-series tests of return predictability : what is the difference?

Goyal, Amit; Jegadeesh, Narasimhan - 2015

We compare the performance of time-series (TS) and cross-sectional (CS) strategies based on past returns. While CS strategies are zero-net investment long/short strategies, TS strategies take on a time-varying net-long investment in risky assets. For individual stocks, the difference between the...

Persistent link: https://www.econbiz.de/10011296939

Cross-sectional and time-series tests of return predictability : what is the difference?

Goyal, Amit; Jegadeesh, Narasimhan - In: The review of financial studies 31 (2018) 5, pp. 1784-1824

Persistent link: https://www.econbiz.de/10011926567

Implied volatility changes and corporate bond returns

Cao, Jie; Goyal, Amit; Xiao, Xiao; Zhan, Xintong - In: Management science : journal of the Institute for … 69 (2023) 3, pp. 1375-1397

Persistent link: https://www.econbiz.de/10014303771

Illiquidity and the cost of equity capital : evidence from actual estimates of capital cost for U.S. data

Goyal, Amit; Subrahmanyam, Avanidhar; Swaminathan, Bhaskaran - In: Review of financial economics : RFE 41 (2023) 4, pp. 364-391

Persistent link: https://www.econbiz.de/10014431274

Options trading and stock price informativeness

Cao, Jie; Goyal, Amit; Ke, Sai; Zhan, Xintong - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 4, pp. 1516-1540

Persistent link: https://www.econbiz.de/10015055417

Risk-neutral skewness, informed trading, and the cross section of stock returns

Chordia, Tarun; Lin, Tse-Chun; Xiang, Vincent - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 5, pp. 1713-1737

Persistent link: https://www.econbiz.de/10012618491

The distress anomaly is deeper than you think : evidence from stocks and bonds

Avramov, Doron; Chordia, Tarun; Jostova, Gergana; … - In: Review of finance : journal of the European Finance … 26 (2022) 2, pp. 355-405

Persistent link: https://www.econbiz.de/10013188537

Volatility-of-volatility risk in asset pricing

Chen, Te-Feng; Chordia, Tarun; Chung, San-Lin; Lin, Ji-chai - In: Review of asset pricing studies : RAPS 12 (2022) 1, pp. 289-335

Persistent link: https://www.econbiz.de/10012878865

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