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J

Jay Shanken

Emory University

38H-index
78Paper Count
1.4WCitation Count
Published Papers 17
Publication Date
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Model Comparison with Sharpe Ratios
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2019-08-09
err59
PREAI
errBarillas, Francisco; Kan, Raymond; Robotti, Cesare; Shanken, Jay
errShare
errSave
Asset allocation with inflation-protected bonds
errFINANCIAL ANALYSTS JOURNAL
IF2.2
err2019-01-02
err45
PREAI
errKothari, SP; Shanken, J
errShare
errSave
Comparing Asset Pricing Models
errJOURNAL OF FINANCE
IF9.5
err2018-03-31
err174
errOAAI
errBarillas, Francisco; Shanken, Jay
errShare
errSave
Which Alpha?
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2016-12-30
err153
PREAI
errBarillas, Francisco; Shanken, Jay
errShare
errSave
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
errJOURNAL OF FINANCE
IF9.5
err2013-11-12
err168
errOAAI
errKan, Raymond; Robotti, Cesare; Shanken, Jay
errShare
errSave
Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence
errJOURNAL OF ACCOUNTING & ECONOMICS
IF6.8
err2003-01-01
err35
PREAI
errKothari, SP; Shanken, J
errShare
errSave
Learning, asset-pricing tests, and market efficiency
errJOURNAL OF FINANCE
IF9.5
err2002-12-17
err187
PREAI
errLewellen, J; Shanken, J
errShare
errSave
ANOTHER LOOK AT THE CROSS-SECTION OF EXPECTED STOCK RETURNS
errJOURNAL OF FINANCE
IF9.5
err1995-03-01
err387
PREAI
errKOTHARI, SP; SHANKEN, J; SLOAN, RG
errShare
errSave
LACK OF TIMELINESS AND NOISE AS EXPLANATIONS FOR THE LOW CONTEMPORANEOUS RETURN EARNINGS ASSOCIATION
errJOURNAL OF ACCOUNTING & ECONOMICS
IF6.8
err1994-11-01
err304
errOAAI
errCOLLINS, DW; KOTHARI, SP; SHANKEN, J; SLOAN, RG
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errSave
THE CURRENT STATE OF THE ARBITRAGE PRICING THEORY
errJOURNAL OF FINANCE
IF9.5
err1992-09-01
err35
errOAAI
errSHANKEN, J
errShare
errSave
ON THE ESTIMATION OF BETA-PRICING MODELS
errREVIEW OF FINANCIAL STUDIES
IF5.4
err1992-01-01
err742
errOAAI
errSHANKEN, J
errShare
errSave
INTERTEMPORAL ASSET PRICING - AN EMPIRICAL-INVESTIGATION
errJOURNAL OF ECONOMETRICS
IF4
err1990-07-01
err267
PREAI
errSHANKEN, J
errShare
errSave
A TEST OF THE EFFICIENCY OF A GIVEN PORTFOLIO
errECONOMETRICA
IF7.1
err1989-09-01
err1.1K
PREAI
errGIBBONS, MR; ROSS, SA; SHANKEN, J
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errSave
ON THE EXCLUSION OF ASSETS FROM TESTS OF THE MEAN VARIANCE EFFICIENCY OF THE MARKET PORTFOLIO - AN EXTENSION
errJOURNAL OF FINANCE
IF9.5
err1986-06-01
err7
PREAI
errSHANKEN, J
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errSave
TESTING PORTFOLIO EFFICIENCY WHEN THE ZERO-BETA RATE IS UNKNOWN
errJOURNAL OF FINANCE
IF9.5
err1986-03-01
err38
PREAI
errSHANKEN, J
errShare
errSave
MULTI-BETA CAPM OR EQUILIBRIUM-APT - A REPLY
errJOURNAL OF FINANCE
IF9.5
err1985-09-01
err50
PREAI
errSHANKEN, J
errShare
errSave
THE ARBITRAGE PRICING THEORY - IS IT TESTABLE
errJOURNAL OF FINANCE
IF9.5
err1982-12-01
err85
PREAI
errSHANKEN, J
errShare
errSave

Research Directions

No research directions
Co-authors
Cooperation Journals
S
Stephen A. Ross
H-index: 69 · Papers: 287
S
S.P. Kothari
H-index: 69 · Papers: 193
R
Richard G. Sloan
H-index: 54 · Papers: 131
D
Daniel W. Collins
H-index: 45 · Papers: 84
R
Raymond Kan
H-index: 26 · Papers: 115
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