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 1 2 271 0 1 14 748
Comparing Asset Pricing Models 0 0 3 121 3 5 16 206
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 0 0 264 0 0 1 880
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 1 38 0 0 7 171
Estimation Risk, Market Efficiency, and the Predictability of Returns 0 0 0 985 11 22 107 4,998
Macroeconomics Variables and Asset Pricing: Further Results 0 0 0 1 0 4 10 676
Mutual Fund Performance with Learning Across Funds 0 0 1 264 1 4 17 845
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology 0 0 1 112 0 0 11 511
Pricing model performance and the two-pass cross-sectional regression methodology 0 1 1 151 1 2 10 579
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield 0 1 1 234 0 1 3 874
Which Alpha? 0 1 4 60 0 1 9 140
Total Working Papers 0 4 14 2,501 16 40 205 10,628


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 0 5 207
A Test of the Efficiency of a Given Portfolio 6 24 124 1,865 27 92 379 4,478
A skeptical appraisal of asset pricing tests 7 21 90 574 14 51 228 1,532
Another Look at the Cross-Section of Expected Stock Returns 0 2 8 666 3 7 33 1,662
Book-to-market, dividend yield, and expected market returns: A time-series analysis 2 7 31 980 3 13 60 2,009
Comparing Asset Pricing Models 1 7 18 74 4 15 58 265
Economic forces and the stock market revisited 0 1 11 362 0 6 22 822
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 1 2 7 381 2 3 19 1,188
FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY 0 0 1 20 0 0 1 66
IN DEFENSE OF BETA 0 0 3 97 0 2 6 209
Intertemporal asset pricing: An Empirical Investigation 2 7 23 644 2 10 42 1,071
Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association 1 6 24 289 3 10 51 727
Model Comparison with Sharpe Ratios 1 1 1 6 3 6 14 35
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 1 304 0 1 11 866
Multivariate proxies and asset pricing relations: Living with the Roll critique 0 1 4 318 0 1 15 660
Multivariate tests of the zero-beta CAPM 1 1 4 449 1 2 15 1,311
Mutual fund performance with learning across funds 1 1 4 121 5 5 24 440
Nonsynchronous Data and the Covariance-Factor Structure of Returns 0 0 0 60 0 0 4 173
On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension 0 0 0 17 0 0 1 67
On the Estimation of Beta-Pricing Models 1 6 24 1,088 3 13 57 3,111
Payout yield, risk, and mispricing: A Bayesian analysis 0 0 0 34 0 1 8 131
Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology 0 0 1 51 2 4 13 283
Problems in measuring portfolio performance An application to contrarian investment strategies 1 2 6 482 2 6 19 1,359
Stock return variation and expected dividends: A time-series and cross-sectional analysis 0 1 6 429 0 5 22 995
Subperiod aggregation and the power of multivariate tests of portfolio efficiency 0 0 0 21 0 0 2 101
Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note 0 0 0 74 0 0 1 323
The Arbitrage Pricing Theory: Is It Testable? 2 2 7 386 3 6 30 788
The Current State of the Arbitrage Pricing Theory 0 0 1 131 0 0 4 345
Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence 0 0 1 92 0 1 4 579
Which Alpha? 0 3 19 83 5 11 57 251
Total Journal Articles 27 95 419 10,190 82 271 1,205 26,054


Statistics updated 2022-05-04