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Mutual fund performance with learning across funds
Jones, Christopher S.; Shanken, Jay - In: Journal of financial economics 78 (2005) 3, pp. 507-552
Persistent link: https://www.econbiz.de/10006500145
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Book-to-market, dividend yield, and expected market returns: A time-series analysis
Kothari, S.P.; Shanken, Jay - In: Journal of financial economics 44 (1997) 2, pp. 169-204
Persistent link: https://www.econbiz.de/10006526791
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Problems in measuring portfolio performance: An application to contrarian investment strategies
Ball, Ray; Kothari, S.P.; Shanken, Jay - In: Journal of financial economics 38 (1995) 1, pp. 79
Persistent link: https://www.econbiz.de/10006533822
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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/10008271533
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Estimating and testing beta pricing models: Alternative methods and their performance in simulations
Shanken, Jay; Zhou, Guofu - In: Journal of financial economics 84 (2007) 1, pp. 40-86
Persistent link: https://www.econbiz.de/10007732506
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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. 131-153
Persistent link: https://www.econbiz.de/10009979026
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PORTFOLIO MANAGEMENT - Asset Allocation with Inflation-Protected Bonds
Kothari, S.P.; Shanken, Jay - In: Financial analysts' journal : FAJ 60 (2004) 1, pp. 54-70
Persistent link: https://www.econbiz.de/10006248761
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IN DEFENSE OF BETA
Kothari, S.P.; Shanken, Jay - In: Journal of applied corporate finance : JACF 8 (1995) 1, pp. 53-58
Persistent link: https://www.econbiz.de/10007006494
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FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY
Kothari, S.P.; Shanken, Jay - In: Journal of applied corporate finance : JACF 6 (1993) 2, pp. 81-87
Persistent link: https://www.econbiz.de/10007015199
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Economic forces and the stock market revisited
Shanken, Jay; Weinstein, Mark I. - In: Journal of empirical finance 13 (2006) 2, pp. 129-144
Persistent link: https://www.econbiz.de/10007225584