Jay Shanken
Jay Shanken
Goizueta Chair in Finance, Emory University
Verified email at emory.edu - Homepage
Title
Cited by
Cited by
Year
A test of the efficiency of a given portfolio
MR Gibbons, SA Ross, J Shanken
Graduate School of Business, Stanford University, 1986
24731986
On the estimation of beta-pricing models
J Shanken
Review of financial studies 5 (1), 1-55, 1992
17931992
Another look at the cross‐section of expected stock returns
SP Kothari, J Shanken, RG Sloan
The Journal of Finance 50 (1), 185-224, 1995
16101995
A skeptical appraisal of asset pricing tests
J Lewellen, S Nagel, J Shanken
Journal of Financial Economics 96 (2), 175-194, 2010
13262010
Book-to-market, dividend yield, and expected market returns: A time-series analysis
SP Kothari, J Shanken
Journal of Financial Economics 44 (2), 169-203, 1997
8851997
Sloan, 1994, Lack of timeliness and noise as explanations for the low contemporaneous return&earnings association
DW Collins, SP Kothari, J Shanken, G Richard
Journal of Accounting and Economics 18 (3), 289-324, 0
673*
Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association
DW Collins, SP Kothari, J Shanken, RG Sloan
Journal of Accounting and Economics 18 (3), 289-324, 1994
6711994
Intertemporal asset pricing: An empirical investigation
J Shanken
Journal of Econometrics 45 (1), 99-120, 1990
6541990
Multivariate tests of the zero-beta CAPM
J Shanken
Journal of financial economics 14 (3), 327-348, 1985
6011985
Problems in measuring portfolio performance An application to contrarian investment strategies
R Ball, SP Kothari, J Shanken
Journal of Financial Economics 38 (1), 79-107, 1995
5141995
Learning, asset‐pricing tests, and market efficiency
J Lewellen, J Shanken
The Journal of Finance 57 (3), 1113-1145, 2002
4192002
The arbitrage pricing theory: is it testable?
J Shanken
The Journal of Finance 37 (5), 1129-1140, 1982
4081982
Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology
R Kan, C Robotti, J Shanken
The Journal of Finance 68 (6), 2617-2649, 2013
3162013
Estimating and testing beta pricing models: Alternative methods and their performance in simulations
J Shanken, G Zhou
Journal of Financial Economics 84 (1), 40-86, 2007
3162007
Multivariate proxies and asset pricing relations: Living with the Roll critique
J Shanken
Journal of Financial Economics 18 (1), 91-110, 1987
3031987
Stock return variation and expected dividends: A time-series and cross-sectional analysis
SP Kothari, J Shanken
Journal of Financial Economics 31 (2), 177-210, 1992
2161992
Multi‐Beta CAPM or Equilibrium‐APT?: A Reply
J Shanken
The Journal of Finance 40 (4), 1189-1196, 1985
1901985
Which Alpha?
F Barillas, JA Shanken
Available at SSRN, 2015
1722015
Economic forces and the stock market revisited
J Shanken, MI Weinstein
Journal of Empirical Finance 13 (2), 129-144, 2006
1722006
Mutual fund performance with learning across funds
CS Jones, J Shanken
Journal of Financial Economics 78 (3), 507-552, 2005
1512005
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