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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
Econometrica: Journal of the Econometric Society, 1121-1152, 1989
31111989
On the estimation of beta-pricing models
J Shanken
The review of financial studies 5 (1), 1-33, 1992
21041992
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
18081995
A skeptical appraisal of asset pricing tests
J Lewellen, S Nagel, J Shanken
Journal of Financial economics 96 (2), 175-194, 2010
16472010
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
10331997
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
8041994
Intertemporal asset pricing: An empirical investigation
J Shanken
Journal of Econometrics 45 (1-2), 99-120, 1990
7091990
Multivariate tests of the zero-beta CAPM
J Shanken
Journal of financial economics 14 (3), 327-348, 1985
6801985
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
5621995
Comparing asset pricing models
F Barillas, J Shanken
The Journal of Finance 73 (2), 715-754, 2018
5072018
Learning, asset‐pricing tests, and market efficiency
J Lewellen, J Shanken
The Journal of finance 57 (3), 1113-1145, 2002
4932002
The arbitrage pricing theory: is it testable?
J Shanken
The journal of FINANCE 37 (5), 1129-1140, 1982
4501982
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
4082013
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
3662007
Which alpha?
F Barillas, J Shanken
The Review of Financial Studies 30 (4), 1316-1338, 2017
3582017
Multivariate proxies and asset pricing relations: Living with the Roll critique
J Shanken
Journal of Financial Economics 18 (1), 91-110, 1987
3391987
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
2361992
Multi-beta CAPM or equilibrium-APT?: a reply
J Shanken
The Journal of Finance 40 (4), 1189-1196, 1985
2121985
Economic forces and the stock market revisited
J Shanken, MI Weinstein
Journal of Empirical Finance 13 (2), 129-144, 2006
2072006
Mutual fund performance with learning across funds
CS Jones, J Shanken
Journal of Financial Economics 78 (3), 507-552, 2005
1872005
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