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 1 262 3 7 15 696
Comparing Asset Pricing Models 1 3 15 101 3 7 28 137
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 1 1 263 1 2 4 865
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 2 3 31 0 4 6 132
Estimation Risk, Market Efficiency, and the Predictability of Returns 0 0 2 972 2 6 44 4,616
Macroeconomics Variables and Asset Pricing: Further Results 0 0 0 1 0 1 7 648
Mutual Fund Performance with Learning Across Funds 0 0 0 256 1 1 6 797
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology 0 0 0 107 0 2 6 465
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 0 148 0 2 8 548
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield 0 0 0 231 0 1 3 858
Which Alpha? 0 0 2 49 1 1 19 94
Total Working Papers 1 6 24 2,421 11 34 146 9,856


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 1 92 2 2 5 188
A Test of the Efficiency of a Given Portfolio 1 15 66 1,591 15 63 252 3,627
A skeptical appraisal of asset pricing tests 2 3 16 368 5 11 61 953
Another Look at the Cross-Section of Expected Stock Returns 2 6 25 635 7 16 73 1,544
Book-to-market, dividend yield, and expected market returns: A time-series analysis 3 10 47 892 9 30 120 1,791
Comparing Asset Pricing Models 0 4 19 23 3 9 48 61
Economic forces and the stock market revisited 0 3 12 331 1 7 30 759
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 8 361 3 4 33 1,127
FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY 0 0 0 19 0 0 1 63
IN DEFENSE OF BETA 0 1 4 91 1 3 10 191
Intertemporal asset pricing: An Empirical Investigation 2 9 33 582 6 23 60 952
Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association 1 1 16 232 2 3 35 577
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 3 294 0 3 11 819
Multivariate proxies and asset pricing relations: Living with the Roll critique 0 0 6 293 2 3 11 601
Multivariate tests of the zero-beta CAPM 1 5 20 431 3 8 39 1,230
Mutual fund performance with learning across funds 0 0 7 110 1 1 16 378
Nonsynchronous Data and the Covariance-Factor Structure of Returns 1 1 1 58 1 1 3 161
On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension 0 0 0 17 1 1 1 60
On the Estimation of Beta-Pricing Models 2 4 11 1,043 3 6 25 2,983
Payout yield, risk, and mispricing: A Bayesian analysis 0 0 1 27 1 1 4 107
Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology 0 0 1 41 2 4 20 216
Problems in measuring portfolio performance An application to contrarian investment strategies 1 5 15 455 4 16 44 1,281
Stock return variation and expected dividends: A time-series and cross-sectional analysis 0 1 22 402 1 5 50 915
Subperiod aggregation and the power of multivariate tests of portfolio efficiency 0 0 0 21 3 3 3 94
Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note 1 1 3 73 1 1 4 313
The Arbitrage Pricing Theory: Is It Testable? 0 2 19 347 1 6 39 696
The Current State of the Arbitrage Pricing Theory 0 0 2 126 0 0 4 334
Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence 0 0 0 88 0 0 2 563
Which Alpha? 1 2 15 30 2 10 41 91
Total Journal Articles 18 74 373 9,073 80 240 1,045 22,675
1 registered items for which data could not be found


Statistics updated 2019-09-09