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A skeptical appraisal of asset pricing tests
Lewellen, Jonathan; Nagel, Stefan; Shanken, Jay - In: Journal of financial economics 96 (2010) 2, pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
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Payout yield, risk, and mispricing : a Bayesian analysis
Shanken, Jay; Tamayo, Ane - In: Journal of financial economics 105 (2012) 1, pp. 131-152
Persistent link: https://www.econbiz.de/10009622431
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A Bayesian approach to testing portfolio efficiency
Shanken, Jay - In: Journal of financial economics 19 (1988) 2, pp. 195-215
Persistent link: https://www.econbiz.de/10003678852
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CEO wage dynamics : estimates from a learning model
Taylor, Lucian A. - In: Journal of financial economics 108 (2013) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10009746560
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Dynamic debt runs and financial fragility : evidence from the 2007 ABCP crisis
Schroth, Enrique; Suárez, Gustavo A.; Taylor, Lucian A. - In: Journal of financial economics 112 (2014) 2, pp. 164-189
Persistent link: https://www.econbiz.de/10010410723
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Problems in measuring portfolio performance : an application to contrarian investment strategies
Ball, Ray - In: Journal of financial economics 38 (1995) 1, pp. 79-107
Persistent link: https://www.econbiz.de/10001178364
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Multivariate tests of zero beta CAPM
Shanken, Jay - In: Journal of financial economics 14 (1985) 3, pp. 327-348
Persistent link: https://www.econbiz.de/10001009730
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Dissecting bankruptcy frictions
Dou, Winston Wei; Taylor, Lucian A.; Wang, Wei; Wang, Wenyu - In: Journal of financial economics 142 (2021) 3, pp. 975-1000
Persistent link: https://www.econbiz.de/10012873283
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Inefficiencies and externalities from opportunistic acquirers
Li, Di; Taylor, Lucian A.; Wang, Wenyu - In: Journal of financial economics 130 (2018) 2, pp. 265-290
Persistent link: https://www.econbiz.de/10012051311