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 2 4 267 0 5 21 722
Comparing Asset Pricing Models 2 2 12 116 6 7 32 181
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 0 0 263 0 1 6 874
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 1 1 3 34 1 3 14 153
Estimation Risk, Market Efficiency, and the Predictability of Returns 2 4 7 979 44 83 164 4,793
Macroeconomics Variables and Asset Pricing: Further Results 0 0 0 1 0 0 8 659
Mutual Fund Performance with Learning Across Funds 2 4 6 262 3 7 14 812
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology 1 1 1 110 3 4 16 486
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 1 149 1 2 12 564
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield 0 0 1 232 0 2 8 869
Which Alpha? 0 0 3 55 0 3 22 125
Total Working Papers 8 14 38 2,468 58 117 317 10,238


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 92 0 2 8 199
A Test of the Efficiency of a Given Portfolio 6 22 94 1,698 26 63 286 3,946
A skeptical appraisal of asset pricing tests 5 13 72 448 17 55 207 1,171
Another Look at the Cross-Section of Expected Stock Returns 1 4 13 651 2 8 53 1,605
Book-to-market, dividend yield, and expected market returns: A time-series analysis 1 3 37 934 6 21 105 1,916
Comparing Asset Pricing Models 2 4 19 46 7 19 87 167
Economic forces and the stock market revisited 0 1 14 347 0 2 23 789
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 7 372 0 1 19 1,157
FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY 0 0 0 19 0 0 1 64
IN DEFENSE OF BETA 0 0 0 93 0 0 4 197
Intertemporal asset pricing: An Empirical Investigation 2 3 29 612 2 8 56 1,013
Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association 1 2 19 258 4 5 65 658
Model Comparison with Sharpe Ratios 1 1 1 1 6 8 8 8
Multi-Beta CAPM or Equilibrium-APT? A Reply [An Empirical Investigation of the Arbitrage Pricing Theory] [The Arbitrage Pricing Theory: Is It Testable?] 0 1 6 300 1 2 20 841
Multivariate proxies and asset pricing relations: Living with the Roll critique 0 2 7 304 1 4 19 628
Multivariate tests of the zero-beta CAPM 0 0 10 442 2 3 38 1,275
Mutual fund performance with learning across funds 0 0 2 112 3 8 17 397
Nonsynchronous Data and the Covariance-Factor Structure of Returns 0 1 1 59 0 1 4 165
On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension 0 0 0 17 1 1 3 63
On the Estimation of Beta-Pricing Models 2 3 11 1,054 5 14 39 3,028
Payout yield, risk, and mispricing: A Bayesian analysis 0 0 5 32 0 2 11 120
Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology 0 1 7 49 3 6 32 259
Problems in measuring portfolio performance An application to contrarian investment strategies 1 2 15 472 5 6 42 1,330
Stock return variation and expected dividends: A time-series and cross-sectional analysis 0 2 10 412 0 3 25 943
Subperiod aggregation and the power of multivariate tests of portfolio efficiency 0 0 0 21 0 0 3 97
Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note 0 1 1 74 0 1 3 318
The Arbitrage Pricing Theory: Is It Testable? 2 6 22 374 3 10 45 747
The Current State of the Arbitrage Pricing Theory 1 1 1 127 1 1 2 336
Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence 0 0 1 90 1 2 5 571
Which Alpha? 1 5 20 54 3 14 58 161
Total Journal Articles 26 78 424 9,564 99 270 1,288 24,169


Statistics updated 2020-11-03