A comprehensive look at the empirical performance of equity premium prediction
Our article comprehensively reexamines the performance of variables that have been suggested
by the academic literature to be good predictors of the equity premium. We find that by …
by the academic literature to be good predictors of the equity premium. We find that by …
Idiosyncratic risk matters!
A Goyal, P Santa‐Clara - The journal of finance, 2003 - Wiley Online Library
This paper takes a new look at the predictability of stock market returns with risk measures.
We find a significant positive relation between average stock variance (largely idiosyncratic) …
We find a significant positive relation between average stock variance (largely idiosyncratic) …
Empirical cross-sectional asset pricing: a survey
A Goyal - Financial Markets and Portfolio Management, 2012 - Springer
I review the state of empirical asset pricing devoted to understanding cross-sectional differences
in average rates of return. Both methodologies and empirical evidence are surveyed. …
in average rates of return. Both methodologies and empirical evidence are surveyed. …
Predicting the equity premium with dividend ratios
Our paper suggests a simple, recursive residuals (out-of-sample) graphical approach to
evaluating the predictive power of popular equity premium and stock market time-series …
evaluating the predictive power of popular equity premium and stock market time-series …
Randomized multicenter trial of sentinel node biopsy versus standard axillary treatment in operable breast cancer: the ALMANAC Trial
…, L Fallowfield, M Kissin, A Goyal… - Journal of the …, 2006 - academic.oup.com
Background: Sentinel lymph node biopsy in women with operable breast cancer is routinely
used in some countries for staging the axilla despite limited data from randomized trials on …
used in some countries for staging the axilla despite limited data from randomized trials on …
Liquidity and autocorrelations in individual stock returns
This paper documents a strong relationship between short‐run reversals and stock illiquidity,
even after controlling for trading volume. The largest reversals and the potential contrarian …
even after controlling for trading volume. The largest reversals and the potential contrarian …
Expression of the transcription factors snail, slug, and twist and their clinical significance in human breast cancer
Background Slug, Snail, and Twist are transcription factors that regulate the expression of
tumor suppressors such as E-cadherin. We examined the distribution and expression of these …
tumor suppressors such as E-cadherin. We examined the distribution and expression of these …
Learning influence probabilities in social networks
Recently, there has been tremendous interest in the phenomenon of influence propagation
in social networks. The studies in this area assume they have as input to their problems a …
in social networks. The studies in this area assume they have as input to their problems a …
Celf++ optimizing the greedy algorithm for influence maximization in social networks
Kempe et al. [4] (KKT) showed the problem of influence maximization is NP-hard and a simple
greedy algorithm guarantees the best possible approximation factor in PTIME. However, it …
greedy algorithm guarantees the best possible approximation factor in PTIME. However, it …
Epitaxial YBa2Cu3O7 on Biaxially Textured Nickel (001): An Approach to Superconducting Tapes with High Critical Current Density
DP Norton, A Goyal, JD Budai, DK Christen… - Science, 1996 - science.org
In-plane-aligned, c axis-oriented YBa 2 Cu 3 O 7 (YBCO) films with superconducting critical
current densities J c as high as 700,000 amperes per square centimeter at 77 kelvin have …
current densities J c as high as 700,000 amperes per square centimeter at 77 kelvin have …