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Amit Goyal

Global rank #3100 96%

Institution: Université de Lausanne

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://sites.google.com/view/agoyal145

First Publication: 2003

Most Recent: 2025

RePEc ID: pgo419 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.18 2.35 0.00 6.70
Last 10 Years 0.00 4.52 3.42 0.00 12.47
All Time 0.00 11.73 7.11 0.00 30.57

Publication Statistics

Raw Publications 24
Coauthorship-Adjusted Count 18.92

Publications (24)

Year Article Journal Tier Authors
2025 Stealthy shorts: Informed liquidity supply Journal of Financial Economics A 4
2025 Empirical determinants of momentum: a perspective using international data Review of Finance B 3
2025 Pricing event risk: evidence from concave implied volatility curves Review of Finance B 4
2025 Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes The Review of Financial Studies A 2
2024 Options Trading and Stock Price Informativeness Journal of Financial and Quantitative Analysis B 4
2024 Choosing Investment Managers Journal of Financial and Quantitative Analysis B 3
2024 A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction The Review of Financial Studies A 3
2020 Anomalies and False Rejections The Review of Financial Studies A 3
2019 Equity Misvaluation and Default Options Journal of Finance A 3
2018 Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference? The Review of Financial Studies A 2
2017 Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation Journal of Financial and Quantitative Analysis B 5
2016 Buyers versus Sellers: Who Initiates Trades, and When? Journal of Financial and Quantitative Analysis B 3
2015 Is Momentum an Echo? Journal of Financial and Quantitative Analysis B 2
2014 Investing in a Global World Review of Finance B 3
2010 Performance and Persistence in Institutional Investment Management Journal of Finance A 3
2009 Cross-section of option returns and volatility Journal of Financial Economics A 2
2008 The Selection and Termination of Investment Management Firms by Plan Sponsors Journal of Finance A 2
2008 How common are common return factors across the NYSE and Nasdaq? Journal of Financial Economics A 3
2008 A Comprehensive Look at The Empirical Performance of Equity Premium Prediction The Review of Financial Studies A 2
2006 Liquidity and Autocorrelations in Individual Stock Returns Journal of Finance A 3
2006 The Impact of Trades on Daily Volatility The Review of Financial Studies A 3
2005 A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability The Review of Financial Studies A 4
2004 Demographics, Stock Market Flows, and Stock Returns Journal of Financial and Quantitative Analysis B 1
2003 Idiosyncratic Risk Matters! Journal of Finance A 2