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 0 273 0 1 5 763
Comparing Asset Pricing Models 1 1 4 128 2 5 19 243
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 0 0 265 0 0 0 881
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 0 38 0 0 1 173
Estimation Risk, Market Efficiency, and the Predictability of Returns 0 0 0 987 3 9 20 5,079
Macroeconomics Variables and Asset Pricing: Further Results 0 0 0 1 0 1 5 684
Mutual Fund Performance with Learning Across Funds 0 0 0 268 1 2 4 863
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology 0 0 0 114 0 0 0 514
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 1 153 0 0 3 589
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield 0 0 0 234 1 1 2 876
Which Alpha? 0 0 0 60 0 0 6 152
Total Working Papers 1 1 5 2,521 7 19 65 10,817


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 95 0 0 3 212
A Test of the Efficiency of a Given Portfolio 2 6 36 1,974 7 19 95 4,756
A skeptical appraisal of asset pricing tests 1 7 18 642 3 12 52 1,747
Another Look at the Cross-Section of Expected Stock Returns 0 1 10 684 2 5 28 1,707
Book-to-market, dividend yield, and expected market returns: A time-series analysis 1 2 6 996 2 4 16 2,051
Comparing Asset Pricing Models 1 3 10 96 2 4 24 315
Economic forces and the stock market revisited 0 0 5 377 0 1 10 847
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 1 382 0 0 6 1,197
FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY 0 0 1 21 0 1 2 69
IN DEFENSE OF BETA 0 1 5 104 0 2 10 222
Intertemporal asset pricing: An Empirical Investigation 2 2 9 667 4 8 25 1,117
Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association 1 6 12 316 1 11 21 779
Model Comparison with Sharpe Ratios 1 3 13 24 1 5 23 80
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 4 312 0 0 10 882
Multivariate proxies and asset pricing relations: Living with the Roll critique 0 0 3 328 0 3 10 684
Multivariate tests of the zero-beta CAPM 0 2 2 456 0 3 12 1,332
Mutual fund performance with learning across funds 0 0 0 123 1 4 7 452
Nonsynchronous Data and the Covariance-Factor Structure of Returns 0 0 1 62 0 0 1 175
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 0 2 16 1,123 2 5 25 3,172
Payout yield, risk, and mispricing: A Bayesian analysis 0 0 1 37 1 1 2 137
Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology 0 0 3 57 0 1 11 314
Problems in measuring portfolio performance An application to contrarian investment strategies 0 0 3 489 0 2 10 1,383
Stock return variation and expected dividends: A time-series and cross-sectional analysis 0 0 1 441 0 0 7 1,022
Subperiod aggregation and the power of multivariate tests of portfolio efficiency 0 0 0 21 0 0 0 101
Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note 0 0 2 76 0 0 3 328
The Arbitrage Pricing Theory: Is It Testable? 1 4 13 412 1 6 20 830
The Current State of the Arbitrage Pricing Theory 0 0 1 134 0 0 2 352
Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence 0 0 0 93 0 0 0 580
Which Alpha? 1 2 7 106 2 4 23 323
Total Journal Articles 11 41 184 10,665 29 101 458 27,233


Statistics updated 2024-04-03