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Amit Goyal

dc.date.accessioned2021-09-24T13:55:41Z
dc.date.available2021-09-24T13:55:41Z
dc.identifier.urihttps://fif.hebis.de/xmlui/handle/123456789/1547
dc.description.abstractWe use the price-dividend ratio of the aggregate stock market provided on Amit Goyal’s webpage. 
dc.rightsAttribution-ShareAlike 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by-sa/4.0/
dc.subjectFinancial Markets
dc.titleAmit Goyal
dc.typeResearch Data
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2395?Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2418?Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
dc.subject.keywordsasset pricing
dc.subject.keywordscross-section of stock returns
dc.subject.keywordspredictability
dc.subject.keywordsbubbles
dc.subject.keywordsoption prices
dc.subject.keywordssentiment
dc.subject.keywordsvaluation ratios
dc.subject.keywordsvolatility
dc.subject.jelG12
dc.subject.jelE44
dc.subject.jelD81
dc.subject.jelG10
dc.subject.jelG14
dc.subject.topic1shock
dc.subject.topic1croce
dc.subject.topic1capital
dc.subject.topic2high
dc.subject.topic2table
dc.subject.topic2denote
dc.subject.topic3relates
dc.subject.topic3hold
dc.subject.topic3longRun
dc.subject.topic1nameMacro Finance
dc.subject.topic2nameSaving and Borrowing
dc.subject.topic3nameConsumption
dc.identifier.urlhttp://www.hec.unil.ch/agoyal/


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