Professeurs et Recherche

Enseignements

master Investments
Formations concernées
Maîtrise universitaire ès Sciences en sciences actuarielles
Maîtrise universitaire ès Sciences en finance : Entrepreneuriat financier et science des données
Maîtrise universitaire ès Sciences en finance, Orientation gestion des actifs et des risques
Maîtrise universitaire ès Sciences en finance, Orientation finance d'entreprise

master Principles of Finance
Formation concernée
Maîtrise universitaire ès Sciences en sciences actuarielles

Assistants

	Max Daniel Eilert max.eilert@unil.ch page personnelle			Zepeng Wang zepeng.wang@unil.ch page personnelle

Publications

27 dernières publications classées par: type de publication - année

: Revue avec comité de lecture

Articles

	Chordia T., Goyal A. ; Saretto A. (2020). Anomalies and False Rejections. The Review of Financial Studies, 33, 2134-2179.

	Eisdorfer A., Goyal A. ; Zhdanov A. (2019). Equity Misvaluation and Default Options. The Journal of Finance, 74, 845-898.

	Eisdorfer A., Goyal A. ; Zhdanov A. (2018). Distress Anomaly and Shareholder Risk: International Evidence : Distress Anomaly and Shareholder Risk. Financial Management.

	Goyal A. , Jegadeesh N. (2018). Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?. The Review of Financial Studies, 31, 1784-1824.

	Chordia T., Goyal A., Nozawa Y., Subrahmanyam A. ; Tong Q. (2017). Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation. Journal of Financial and Quantitative Analysis, 52, 1301-1342.

	Chordia T., Goyal A. ; Jegadeesh N. (2016). Buyers Versus Sellers: Who Initiates Trades And When?. Journal of Financial and Quantitative Analysis, 51, 1467-1490.

	Goyal A., Ilmanen A. ; Kabiller D. (2015). Bad Habits and Good Practices. Journal of Portfolio Management, 41, 97-107.

	Goyal A. , Wahal S. (2015). Is Momentum an Echo?. Journal of Financial and Quantitative Analysis, 50, 1237-1267.

	Ang A., Goyal A. ; Ilmanen A. S. (2014). Asset Allocation and Bad Habits. Rotman International Journal of Pension Management, 7, 16-27.

	Busse J., Goyal A. ; Wahal S. (2014). Investing in a Global World. Review of Finance, 18, 561-590.

	Bernardo A., Chowdhry B. ; Goyal A. (2012). Assessing Project Risk. Journal of Applied Corporate Finance, 24, 94-100.

	Goyal A. (2012). Empirical Cross-Sectional Asset Pricing: A Survey. Financial Markets and Portfolio Management, 26, 3-38.

	Busse J., Goyal A. ; Wahal S. (2010). Performance Persistence in Institutional Investment Management. Journal of Finance, 65, 765-790.

	Chordia T., Goyal A., Sadka G., Sadka R. ; Shivakumar L. (2009). Liquidity and the Post-Earnings-Announcement-Drift. Financial Analyst Journal, 65, 18-32.

	Goyal A. , Saretto A. (2009). Cross-Section of Option Returns and Volatility. Journal of Financial Economics, 94, 310-326.

	Goyal A., Pérignon C. ; Villa C. (2008). How Common are Common Return Factors Across Nyse and Nasdaq?. Journal of Financial Economics, 90, 252-271.

	Goyal A. , Wahal S. (2008). The Selection and Termination of Investment Managers by Plan Sponsors. Journal of Finance, 63, 1805-1847.

	Goyal A. , Welch I. (2008). A Comprehensive Look at the Empirical Performance of Equity Premium Prediction. Review of Financial Studies, 21, 1455-1508.

	Bernardo A., Chowdhry B. ; Goyal A. (2007). Growth Options, Beta, and the Cost of Capital. Financial Management, 36, 5-17.

	Avramov D., Chordia T. ; Goyal A. (2006). The Impact of Trades on Daily Volatility. Review of Financial Studies, 19, 1241-1277.

	Avramov D., Chordia T. ; Goyal A. (2006). Liquidity and Autocorrelations in Individual Stock Returns. Journal of Finance, 61, 2365-2394.

	Brandt M. W., Goyal A., Santa-Clara P. ; Stroud J. R. (2005). A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability. Review of Financial Studies, 18, 831-873.

	Goyal A. (2004). Demographics, Stock Market Flows, and Stock Returns. Journal of Financial and Quantitative Analysis, 39, 115-142.

	Goyal A. , Santa-Clara P. (2003). Idiosyncratic Risk Matters!. Journal of Finance, 58, 975-1007.

	Goyal A. , Welch I. (2003). Predicting the Equity Premium with Dividend Ratios. Management Science, 49, 639-654.

	Chowdhry B. , Goyal A. (2000). Understanding the Financial Crisis in Asia. Pacific-Basin Finance Journal, 8, 135-152.

Thèses

	CARNEMOLLA Eugenio, Goyal Amit (Dir.) (2019). ESSAYS ON PREDICTABILITY IN THE CROSS-SECTION OF STOCK AND OPTION RETURNS THÈSE DE DOCTORAT. Université de Lausanne, Faculté des hautes études commerciales.

Curriculum

Formations

Ph.D - Finance, Anderson School, UCLA

MBA - Indian Institute of Management, Ahmedabad, India

B.Tech - Indian Institute of Technology, Delhi, India

Expériences professionnelles

Professor - HEC, University of Lausanne

Associate Professor - Goizueta Business School, Emory University

Assistant Professor - Goizueta Business School, Emory University

Mots-clés

caisse de pension
finance empirique (2)
stratégie d'investissement

Amit Goyal

Coordonnées

Liens