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Pricing model performance and the two-pass cross-sectional regression methodology
Kan, Raymond; Robotti, Cesare; Shanken, Jay - In: The journal of finance : the journal of the American … 68 (2013) 6, pp. 2617-2649
Persistent link: https://www.econbiz.de/10010237376
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Nonsynchronous data and the covariance-factor structure of returns
Shanken, Jay - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 221-231
Persistent link: https://www.econbiz.de/10001047789
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The arbitrage pricing theory : is it testable?
Shanken, Jay - In: The journal of finance : the journal of the American … 37 (1982) 5, pp. 1129-1240
Persistent link: https://www.econbiz.de/10002817815
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Multi-beta CAPM or equilibrium-APT? : a reply
Shanken, Jay - In: The journal of finance : the journal of the American … 40 (1985) 4, pp. 1189-1196
Persistent link: https://www.econbiz.de/10002817824
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The current state of the arbitrage pricing theory
Shanken, Jay - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1569-1574
Persistent link: https://www.econbiz.de/10001133682
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On the exclusion of assets from tests of the mean variance efficiency of the market portfolio : an extension
Shanken, Jay - In: The journal of finance : the journal of the American … 41 (1986) 2, pp. 331-337
Persistent link: https://www.econbiz.de/10001015127
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Yes, the APT is testable
Dybvig, Philip H.; Ross, Stephen A.; Shanken, Jay - In: The journal of finance : the journal of the American … 40 (1985) 4, pp. 1173-1188
Persistent link: https://www.econbiz.de/10002109601
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Learning, asset-pricing tests, and market efficiency
Lewellen, Jonathan; Shanken, Jay - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1113-1145
Persistent link: https://www.econbiz.de/10001684744
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Another look at the cross-section of expected stock returns
Kothari, S. P. - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 185-224
Persistent link: https://www.econbiz.de/10001178312
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Learning, Asset-Pricing Tests, and Market Efficiency
Lewellen, Jonathan; Shanken, Jay - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1113-1146
Persistent link: https://www.econbiz.de/10006559607