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 4 269 1 2 16 736
Comparing Asset Pricing Models 0 0 5 119 0 2 19 194
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 0 1 264 0 1 7 880
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 4 37 1 2 15 167
Estimation Risk, Market Efficiency, and the Predictability of Returns 0 0 9 985 8 24 207 4,935
Macroeconomics Variables and Asset Pricing: Further Results 0 0 0 1 1 2 12 671
Mutual Fund Performance with Learning Across Funds 1 1 5 264 2 7 28 835
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology 0 0 2 111 0 6 27 509
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 1 150 3 3 11 573
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield 0 0 1 233 1 1 3 872
Which Alpha? 0 0 2 57 1 1 9 133
Total Working Papers 1 1 34 2,490 18 51 354 10,505


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 2 7 205
A Test of the Efficiency of a Given Portfolio 9 21 89 1,773 24 62 290 4,189
A skeptical appraisal of asset pricing tests 4 15 72 510 13 51 263 1,392
Another Look at the Cross-Section of Expected Stock Returns 1 3 14 662 4 11 43 1,643
Book-to-market, dividend yield, and expected market returns: A time-series analysis 3 12 35 967 9 25 78 1,982
Comparing Asset Pricing Models 0 2 17 59 4 16 75 227
Economic forces and the stock market revisited 1 4 10 357 2 5 22 810
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 1 3 375 1 3 17 1,173
FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY 0 0 0 19 0 0 1 65
IN DEFENSE OF BETA 1 1 2 95 1 1 7 204
Intertemporal asset pricing: An Empirical Investigation 2 4 19 629 3 10 40 1,047
Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association 1 6 18 274 4 15 44 697
Model Comparison with Sharpe Ratios 0 0 5 5 1 2 23 23
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 3 303 0 5 20 860
Multivariate proxies and asset pricing relations: Living with the Roll critique 0 0 14 316 0 2 26 651
Multivariate tests of the zero-beta CAPM 0 0 3 445 1 5 29 1,301
Mutual fund performance with learning across funds 1 2 7 119 2 5 31 422
Nonsynchronous Data and the Covariance-Factor Structure of Returns 0 0 2 60 0 0 5 169
On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension 0 0 0 17 0 0 5 67
On the Estimation of Beta-Pricing Models 0 3 17 1,069 2 11 52 3,071
Payout yield, risk, and mispricing: A Bayesian analysis 0 0 2 34 0 1 6 124
Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology 0 0 2 50 0 2 21 274
Problems in measuring portfolio performance An application to contrarian investment strategies 0 0 7 478 4 5 22 1,347
Stock return variation and expected dividends: A time-series and cross-sectional analysis 0 1 13 424 1 5 36 978
Subperiod aggregation and the power of multivariate tests of portfolio efficiency 0 0 0 21 0 1 3 100
Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note 0 0 0 74 0 0 5 323
The Arbitrage Pricing Theory: Is It Testable? 0 0 12 381 1 6 30 769
The Current State of the Arbitrage Pricing Theory 0 0 4 130 2 2 8 343
Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence 0 0 1 91 1 1 7 576
Which Alpha? 2 6 21 74 3 18 64 220
Total Journal Articles 25 81 392 9,903 83 272 1,280 25,252


Statistics updated 2021-09-05