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 0 0 0 273 0 2 4 767
Comparing Asset Pricing Models 0 0 2 130 0 0 5 250
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 0 0 265 0 0 1 882
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 0 38 0 1 2 175
Estimation Risk, Market Efficiency, and the Predictability of Returns 0 0 0 987 0 1 2 5,084
Macroeconomics Variables and Asset Pricing: Further Results 0 0 0 1 0 1 5 690
Mutual Fund Performance with Learning Across Funds 0 0 0 268 0 0 1 864
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology 0 0 0 114 0 0 2 517
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 0 153 1 1 1 590
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield 0 0 0 234 0 1 1 877
Which Alpha? 0 0 0 60 0 0 0 153
Total Working Papers 0 0 2 2,523 1 7 24 10,849


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 0 0 96 0 0 1 214
A Test of the Efficiency of a Given Portfolio 0 2 8 1,987 3 8 42 4,814
A skeptical appraisal of asset pricing tests 0 5 12 657 0 9 29 1,787
Another Look at the Cross-Section of Expected Stock Returns 0 1 6 698 0 2 16 1,736
Book-to-market, dividend yield, and expected market returns: A time-series analysis 0 0 1 1,000 0 1 5 2,061
Comparing Asset Pricing Models 2 5 16 113 4 10 34 354
Economic forces and the stock market revisited 0 4 4 382 0 6 8 859
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 0 383 0 0 2 1,200
FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY 0 0 0 21 0 0 2 71
IN DEFENSE OF BETA 0 0 3 107 0 1 5 227
Intertemporal asset pricing: An Empirical Investigation 1 2 3 675 2 6 11 1,136
Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association 0 1 5 323 0 2 13 796
Model Comparison with Sharpe Ratios 0 0 3 29 0 0 15 99
Multi-Beta CAPM or Equilibrium-APT? A Reply [An Empirical Investigation of the Arbitrage Pricing Theory] [The Arbitrage Pricing Theory: Is It Testable?] 0 0 3 316 0 0 5 888
Multivariate proxies and asset pricing relations: Living with the Roll critique 0 3 6 334 0 3 12 696
Multivariate tests of the zero-beta CAPM 0 0 1 457 1 1 10 1,342
Mutual fund performance with learning across funds 0 0 1 124 2 3 10 462
Nonsynchronous Data and the Covariance-Factor Structure of Returns 0 0 0 62 1 1 4 179
On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension 0 0 0 18 0 0 2 70
On the Estimation of Beta-Pricing Models 0 0 5 1,130 1 3 15 3,189
Payout yield, risk, and mispricing: A Bayesian analysis 0 0 1 38 1 1 4 141
Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology 0 1 2 59 0 3 15 330
Problems in measuring portfolio performance An application to contrarian investment strategies 0 0 2 492 1 2 4 1,388
Stock return variation and expected dividends: A time-series and cross-sectional analysis 1 2 4 445 1 2 14 1,040
Subperiod aggregation and the power of multivariate tests of portfolio efficiency 0 0 0 22 0 0 2 104
Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note 0 0 0 76 0 1 2 330
The Arbitrage Pricing Theory: Is It Testable? 0 0 2 414 0 0 9 839
The Current State of the Arbitrage Pricing Theory 0 0 2 136 0 0 2 354
Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence 0 0 0 93 1 1 7 588
Which Alpha? 0 2 4 111 2 9 20 349
Total Journal Articles 4 28 94 10,798 20 75 320 27,643


Statistics updated 2025-07-04