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 1 2 4 273 1 4 13 755
Comparing Asset Pricing Models 0 1 4 123 5 12 24 220
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 1 1 265 0 1 1 881
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 1 38 0 0 4 172
Estimation Risk, Market Efficiency, and the Predictability of Returns 0 0 0 985 13 18 85 5,037
Macroeconomics Variables and Asset Pricing: Further Results 0 0 0 1 0 2 6 678
Mutual Fund Performance with Learning Across Funds 0 3 4 268 0 8 22 857
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology 0 1 1 113 0 1 2 513
Pricing model performance and the two-pass cross-sectional regression methodology 0 1 2 152 1 4 11 584
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield 0 0 1 234 0 0 2 874
Which Alpha? 0 0 2 60 0 2 6 142
Total Working Papers 1 9 20 2,512 20 52 176 10,713


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 2 94 0 0 4 209
A Test of the Efficiency of a Given Portfolio 13 25 114 1,912 22 54 331 4,590
A skeptical appraisal of asset pricing tests 7 15 76 607 19 49 211 1,647
Another Look at the Cross-Section of Expected Stock Returns 2 2 9 671 3 5 26 1,674
Book-to-market, dividend yield, and expected market returns: A time-series analysis 0 2 18 986 1 6 38 2,025
Comparing Asset Pricing Models 1 2 20 82 5 9 46 283
Economic forces and the stock market revisited 0 3 11 369 3 6 19 832
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 3 381 0 1 11 1,191
FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY 0 0 1 20 0 0 1 66
IN DEFENSE OF BETA 0 0 0 97 0 0 4 210
Intertemporal asset pricing: An Empirical Investigation 1 2 20 651 1 2 29 1,081
Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association 2 2 18 297 2 3 37 745
Model Comparison with Sharpe Ratios 0 0 2 7 3 5 20 46
Multi-Beta CAPM or Equilibrium-APT? A Reply [An Empirical Investigation of the Arbitrage Pricing Theory] [The Arbitrage Pricing Theory: Is It Testable?] 1 1 3 307 1 1 8 869
Multivariate proxies and asset pricing relations: Living with the Roll critique 2 2 6 323 2 2 9 665
Multivariate tests of the zero-beta CAPM 0 0 5 451 0 0 13 1,317
Mutual fund performance with learning across funds 0 1 4 123 0 2 18 444
Nonsynchronous Data and the Covariance-Factor Structure of Returns 0 0 0 60 0 0 2 173
On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension 0 0 0 17 0 0 0 67
On the Estimation of Beta-Pricing Models 1 2 21 1,096 2 6 44 3,127
Payout yield, risk, and mispricing: A Bayesian analysis 1 2 2 36 1 3 8 135
Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology 0 0 3 53 1 3 20 295
Problems in measuring portfolio performance An application to contrarian investment strategies 1 1 7 486 1 4 20 1,369
Stock return variation and expected dividends: A time-series and cross-sectional analysis 0 3 10 437 1 6 26 1,010
Subperiod aggregation and the power of multivariate tests of portfolio efficiency 0 0 0 21 0 0 1 101
Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note 0 0 0 74 0 1 1 324
The Arbitrage Pricing Theory: Is It Testable? 2 4 13 394 4 6 28 798
The Current State of the Arbitrage Pricing Theory 1 1 3 133 1 2 6 349
Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence 0 0 1 92 0 0 3 579
Which Alpha? 0 7 19 94 4 17 52 280
Total Journal Articles 35 77 391 10,371 77 193 1,036 26,501


Statistics updated 2022-11-05