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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Shanken, Jay"
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Shanken, Jay
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Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of finance : the journal of the American Finance Association
NBER working paper series
7
Journal of financial economics
5
Working paper / National Bureau of Economic Research, Inc.
4
The review of financial studies
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of empirical finance
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Rotman School of Management working paper / University of Toronto Rotman School of Management
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Security market imperfections in worldwide equity markets
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The revolution in corporate finance
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ECONIS (ZBW)
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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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2
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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3
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
Saved in:
4
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
Saved in:
5
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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