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 2 263 2 5 19 706
Comparing Asset Pricing Models 0 4 14 108 5 12 41 161
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 0 1 263 1 2 7 870
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 3 31 0 3 15 142
Estimation Risk, Market Efficiency, and the Predictability of Returns 1 2 3 974 7 16 56 4,645
Macroeconomics Variables and Asset Pricing: Further Results 0 0 0 1 0 2 9 653
Mutual Fund Performance with Learning Across Funds 0 0 0 256 1 2 6 800
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology 0 0 2 109 2 5 14 475
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 0 148 0 4 14 556
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield 0 0 0 231 5 5 10 866
Which Alpha? 0 0 3 52 5 10 34 113
Total Working Papers 1 6 28 2,436 28 66 225 9,987


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 2 5 10 196
A Test of the Efficiency of a Given Portfolio 8 17 69 1,621 24 65 256 3,725
A skeptical appraisal of asset pricing tests 5 12 30 388 12 29 76 993
Another Look at the Cross-Section of Expected Stock Returns 1 6 26 644 7 17 70 1,569
Book-to-market, dividend yield, and expected market returns: A time-series analysis 0 7 41 904 8 21 115 1,832
Comparing Asset Pricing Models 1 4 19 31 5 25 69 105
Economic forces and the stock market revisited 4 8 19 341 7 14 42 780
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 1 3 7 368 2 8 38 1,146
FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY 0 0 0 19 1 1 1 64
IN DEFENSE OF BETA 0 0 4 93 2 2 9 195
Intertemporal asset pricing: An Empirical Investigation 3 9 31 592 5 16 60 973
Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association 0 2 16 241 5 13 45 606
Multi-Beta CAPM or Equilibrium-APT? A Reply [An Empirical Investigation of the Arbitrage Pricing Theory] [The Arbitrage Pricing Theory: Is It Testable?] 0 2 5 296 0 7 14 828
Multivariate proxies and asset pricing relations: Living with the Roll critique 1 2 10 299 1 5 21 614
Multivariate tests of the zero-beta CAPM 0 7 17 439 7 22 49 1,259
Mutual fund performance with learning across funds 0 0 2 110 2 3 12 383
Nonsynchronous Data and the Covariance-Factor Structure of Returns 0 0 1 58 1 1 3 162
On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension 0 0 0 17 0 1 2 61
On the Estimation of Beta-Pricing Models 1 2 10 1,045 3 7 30 2,996
Payout yield, risk, and mispricing: A Bayesian analysis 0 2 3 29 2 4 9 113
Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology 2 3 5 45 6 12 39 239
Problems in measuring portfolio performance An application to contrarian investment strategies 0 1 15 458 7 15 53 1,303
Stock return variation and expected dividends: A time-series and cross-sectional analysis 0 1 11 403 1 4 28 922
Subperiod aggregation and the power of multivariate tests of portfolio efficiency 0 0 0 21 0 2 5 96
Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note 0 0 1 73 0 0 3 315
The Arbitrage Pricing Theory: Is It Testable? 1 6 22 358 5 15 43 717
The Current State of the Arbitrage Pricing Theory 0 0 0 126 0 0 0 334
Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence 1 1 2 90 1 2 6 568
Which Alpha? 1 5 18 39 5 16 48 119
Total Journal Articles 30 100 384 9,240 121 332 1,156 23,213


Statistics updated 2020-02-04