Access Statistics for Jay Shanken

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Skeptical Appraisal of Asset-Pricing Tests 4 10 39 144 10 25 91 376
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 3 5 30 204 9 21 104 595
Estimation Risk, Market Efficiency, and the Predictability of Returns 1 6 41 855 26 65 362 3,038
Macroeconomics Variables and Asset Pricing: Further Results 0 0 0 1 0 11 68 524
Mutual Fund Performance with Learning Across Funds 1 5 24 227 7 17 70 667
Pricing model performance and the two-pass cross-sectional regression methodology 5 16 31 31 14 43 83 83
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield 3 6 15 211 7 13 61 737
Total Working Papers 17 48 180 1,673 73 195 839 6,020

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach to testing portfolio efficiency 0 1 12 47 0 1 18 83
A Test of the Efficiency of a Given Portfolio 18 41 158 965 30 73 263 1,977
Another Look at the Cross-Section of Expected Stock Returns 9 20 98 356 18 47 181 704
Book-to-market, dividend yield, and expected market returns: A time-series analysis 5 19 90 345 9 30 142 679
Economic forces and the stock market revisited 1 11 31 231 6 25 70 470
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 6 46 133 4 25 137 413
FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY 0 1 2 2 0 3 5 5
IN DEFENSE OF BETA 0 3 6 6 2 11 17 17
Intertemporal asset pricing: An Empirical Investigation 6 14 76 293 11 24 112 468
Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association 3 5 25 113 5 13 49 211
Learning, Asset-Pricing Tests, and Market Efficiency 0 0 14 90 2 5 35 192
Multi-Beta CAPM or Equilibrium-APT? A Reply [An Empirical Investigation of the Arbitrage Pricing Theory] [The Arbitrage Pricing Theory: Is It Testable?] 2 11 36 201 10 27 107 526
Multivariate proxies and asset pricing relations: Living with the Roll critique 6 19 59 164 18 47 138 349
Multivariate tests of the zero-beta CAPM 1 8 50 182 8 34 156 556
Mutual fund performance with learning across funds 1 3 7 69 2 6 24 180
Nonsynchronous Data and the Covariance-Factor Structure of Returns 2 2 9 45 4 6 24 102
On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension 0 0 0 13 0 0 2 40
On the Estimation of Beta-Pricing Models 7 20 94 743 21 64 246 2,296
Problems in measuring portfolio performance An application to contrarian investment strategies 3 7 44 262 8 25 124 610
Stock return variation and expected dividends: A time-series and cross-sectional analysis 5 9 51 227 11 23 109 517
Subperiod aggregation and the power of multivariate tests of portfolio efficiency 1 2 5 14 2 3 14 57
Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note 0 1 5 48 0 3 32 203
The Arbitrage Pricing Theory: Is It Testable? 3 6 42 166 6 12 65 297
The Current State of the Arbitrage Pricing Theory 2 2 19 76 2 3 41 204
Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence 0 0 3 68 4 5 18 478
Total Journal Articles 75 211 982 4,859 183 515 2,129 11,634

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Statistics updated 2009-12-07