A comprehensive look at the empirical performance of equity premium prediction I Welch, A Goyal Review of Financial Studies 21 (4), 1455-1508, 2008 | 5571* | 2008 |
Idiosyncratic risk matters! A Goyal, P Santa‐Clara The Journal of Finance 58 (3), 975-1007, 2003 | 1679 | 2003 |
Predicting the equity premium with dividend ratios A Goyal, I Welch Management Science 49 (5), 639-654, 2003 | 1039 | 2003 |
Liquidity and autocorrelations in individual stock returns D Avramov, T Chordia, A Goyal The Journal of Finance 61 (5), 2365-2394, 2006 | 637 | 2006 |
Cross-section of option returns and volatility A Goyal, A Saretto Journal of Financial Economics 94 (2), 310-326, 2009 | 519 | 2009 |
Performance and persistence in institutional investment management JA Busse, A Goyal, S Wahal The Journal of Finance 65 (2), 765-790, 2010 | 466 | 2010 |
A simulation approach to dynamic portfolio choice with an application to learning about return predictability MW Brandt, A Goyal, P Santa-Clara, JR Stroud The Review of Financial Studies 18 (3), 831-873, 2005 | 452 | 2005 |
The impact of trades on daily volatility D Avramov, T Chordia, A Goyal The Review of Financial Studies 19 (4), 1241-1277, 2006 | 382 | 2006 |
Liquidity and the post-earnings-announcement drift T Chordia, A Goyal, G Sadka, R Sadka, L Shivakumar Financial Analysts Journal 65 (4), 18-32, 2009 | 303 | 2009 |
The selection and termination of investment management firms by plan sponsors A Goyal, S Wahal The Journal of Finance 63 (4), 1805-1847, 2008 | 303* | 2008 |
Demographics, stock market flows, and stock returns A Goyal Journal of Financial and Quantitative Analysis 39 (1), 115-142, 2004 | 211 | 2004 |
Anomalies and false rejections T Chordia, A Goyal, A Saretto The Review of Financial Studies 33 (5), 2134-2179, 2020 | 210* | 2020 |
Empirical cross-sectional asset pricing: a survey A Goyal Financial Markets and Portfolio Management 26 (1), 3-38, 2012 | 193 | 2012 |
Are capital market anomalies common to equity and corporate bond markets? An empirical investigation T Chordia, A Goyal, Y Nozawa, A Subrahmanyam, Q Tong Journal of Financial and Quantitative Analysis 52 (4), 1301-1342, 2017 | 189* | 2017 |
Cross-sectional asset pricing with individual stocks: betas versus characteristics T Chordia, A Goyal, JA Shanken Available at SSRN 2549578, 2015 | 153 | 2015 |
Cross-sectional and time-series tests of return predictability: What is the difference? A Goyal, N Jegadeesh The Review of Financial Studies 31 (5), 1784-1824, 2018 | 152 | 2018 |
Is momentum an echo? A Goyal, S Wahal Journal of Financial and Quantitative Analysis 50 (6), 1237-1267, 2015 | 137 | 2015 |
Understanding the financial crisis in Asia B Chowdhry, A Goyal Pacific-Basin Finance Journal 8 (2), 135-152, 2000 | 133 | 2000 |
Growth options, beta, and the cost of capital AE Bernardo, B Chowdhry, A Goyal Financial Management 36 (2), 1-13, 2007 | 129 | 2007 |
Investing in a global world JA Busse, A Goyal, S Wahal Review of Finance 18 (2), 561-590, 2014 | 88 | 2014 |