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A comprehensive look at the empirical performance of equity premium prediction

Welch, Ivo; Goyal, Amit - In: The review of financial studies 21 (2008) 4, pp. 1455-1508

Persistent link: https://www.econbiz.de/10003765294

The selection and termination of investment management firms by plan sponsors

Goyal, Amit; Wahal, Sunil - In: The journal of finance : the journal of the American … 63 (2008) 4, pp. 1805-1847

Persistent link: https://www.econbiz.de/10003822109

Cross-section of option returns and volatility

Goyal, Amit; Saretto, Alessio - In: Journal of financial economics 94 (2009) 2, pp. 310-326

Persistent link: https://www.econbiz.de/10003906353

The impact of trades on daily volatility

Avramov, Doron; Chordia, Tarum; Goyal, Amit - In: The review of financial studies 19 (2006) 4, pp. 1241-1277

Persistent link: https://www.econbiz.de/10003391757

Performance and persistence in institutional investment management

Busse, Jeffrey A.; Goyal, Amit; Wahal, Sunil - In: The journal of finance : the journal of the American … 65 (2010) 2, pp. 765-790

Persistent link: https://www.econbiz.de/10003962256

Misvaluation and return anomalies in distress stocks

Eisdorfer, Assaf; Goyal, Amit; Zhdanov, Alexei - 2012

Return anomalies are most pronounced among distressed stocks. We attribute this finding to the role of misvaluation and investors' inability to value distressed stocks correctly. We treat distressed stocks as options and construct a valuation model that explicitly takes into account the value of...

Persistent link: https://www.econbiz.de/10009558395