| A test of the efficiency of a given portfolio MR Gibbons, SA Ross, J Shanken Econometrica: Journal of the Econometric Society, 1121-1152, 1989 | 3079 | 1989 |
| On the estimation of beta-pricing models J Shanken The review of financial studies 5 (1), 1-33, 1992 | 2083 | 1992 |
| 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 | 1799 | 1995 |
| A skeptical appraisal of asset pricing tests J Lewellen, S Nagel, J Shanken Journal of Financial economics 96 (2), 175-194, 2010 | 1630 | 2010 |
| 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 | 1030 | 1997 |
| 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 | 799 | 1994 |
| 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 | 796 | 1994 |
| Intertemporal asset pricing: An empirical investigation J Shanken Journal of Econometrics 45 (1-2), 99-120, 1990 | 706 | 1990 |
| Multivariate tests of the zero-beta CAPM J Shanken Journal of financial economics 14 (3), 327-348, 1985 | 676 | 1985 |
| 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 | 559 | 1995 |
| Comparing asset pricing models F Barillas, J Shanken The Journal of Finance 73 (2), 715-754, 2018 | 491 | 2018 |
| Learning, asset‐pricing tests, and market efficiency J Lewellen, J Shanken The Journal of finance 57 (3), 1113-1145, 2002 | 491 | 2002 |
| The arbitrage pricing theory: is it testable? J Shanken The journal of FINANCE 37 (5), 1129-1140, 1982 | 445 | 1982 |
| 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 | 403 | 2013 |
| 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 | 361 | 2007 |
| Which alpha? F Barillas, J Shanken The Review of Financial Studies 30 (4), 1316-1338, 2017 | 342 | 2017 |
| Multivariate proxies and asset pricing relations: Living with the Roll critique J Shanken Journal of Financial Economics 18 (1), 91-110, 1987 | 338 | 1987 |
| 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 | 232 | 1992 |
| Multi-beta CAPM or equilibrium-APT?: a reply J Shanken The Journal of Finance 40 (4), 1189-1196, 1985 | 210 | 1985 |
| Economic forces and the stock market revisited J Shanken, MI Weinstein Journal of Empirical Finance 13 (2), 129-144, 2006 | 204 | 2006 |
