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Amit Goyal

Contact

Full Professor
Department of Finance


Contact
Amit.Goyal@unil.ch
Extranef, room 226
Tel 021.692.36.76

Postal address
Université de Lausanne
Quartier UNIL-Chamberonne
Bâtiment Extranef
1015 Lausanne

Teaching

master Advanced Investments
Related programmes
Master of Science (MSc) in Economics
Master of Science (MSc) in Finance, Orientation Corporate Finance
Master of Science (MSc) in Finance : Financial Entrepreneurship and Data Science
Master of Science (MSc) in Finance, Orientation Asset and Risk Management
Master in Law and Economy
bachelor Financial Markets
Related programmes
Bachelor of Science (BSc) in Management
Bachelor of Science (BSc) in Economics
master Investments
Related programmes
Master of Science (MSc) in Actuarial Science
Master of Science (MSc) in Finance, Orientation Asset and Risk Management
Master of Science (MSc) in Finance, Orientation Corporate Finance
Master of Science (MSc) in Finance : Financial Entrepreneurship and Data Science

Assistants

Eugenio Carnemolla
eugenio.carnemolla@unil.ch
Tel: (021 692) 3399
Room: 243

full description
 

Publications

21 last publications ordered by: publication type  -  year

: Peer Reviewed

Articles

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


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


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


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


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


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


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


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


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


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


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


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


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


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


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


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


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. Peer Reviewed


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


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


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


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


Curriculum

Education

Ph.D - Finance, Anderson School, UCLA

MBA - Indian Institute of Management, Ahmedabad, India

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

Work experience

Professor - HEC, University of Lausanne

Associate Professor - Goizueta Business School, Emory University

Assistant Professor - Goizueta Business School, Emory University

Keywords

  • finance (6)
  • hedge funds
  • investment strategies pension funds

 
 
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