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A skeptical appraisal of asset-pricing tests
Lewellen, Jonathan; Nagel, Stefan; Shanken, Jay - 2006
Persistent link: https://www.econbiz.de/10003355307
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Pricing model performance and the two-pass cross-sectional regression methodology
Kan, Raymond; Robotti, Cesare; Shanken, Jay - 2009
Persistent link: https://www.econbiz.de/10003852918
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Which alpha?
Barillas, Francisco; Shanken, Jay - 2015
Persistent link: https://www.econbiz.de/10011418311
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Comparing asset pricing models
Barillas, Francisco; Shanken, Jay - 2015
Persistent link: https://www.econbiz.de/10011428008
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Estimating and testing beta pricing models : alternative methods and their performance in simulations
Shanken, Jay; Zhou, Guofu - 2006
Persistent link: https://www.econbiz.de/10003291088
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Mutual fund performance with learning across funds
Jones, Christopher S.; Shanken, Jay - 2002
Persistent link: https://www.econbiz.de/10001720735
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Risk, mispricing, and asset allocation : conditioning on dividend yield
Shanken, Jay; Tamayo, Ane - 2001
Persistent link: https://www.econbiz.de/10001632875
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Estimation risk, market efficiency, and the predictability of returns
Lewellen, Jonathan; Shanken, Jay - 2000
Persistent link: https://www.econbiz.de/10001474979