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Comparing Asset Pricing Models
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OLC EcoSci
ECONIS (ZBW)
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1
Foreign aid, poverty reduction, and democracy
Arvin, B.Mak
;
Barillas, Francisco
- In:
Applied economics
34
(
2002
)
17
,
pp. 2151-2156
Persistent link: https://www.econbiz.de/10007660095
Saved in:
2
A generalization of the endogenous grid method
Barillas, Francisco
;
Fernández-Villaverde, Jesús
- In:
Journal of economic dynamics & control
31
(
2007
)
8
,
pp. 2698-2712
Persistent link: https://www.econbiz.de/10007768890
Saved in:
3
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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4
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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5
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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6
Lack of timeliness and noise as explanations for the low contemporaneous return-earnings association
Collins, Daniel W.
;
Kothari, S.P.
;
Shanken, Jay
;
Sloan, …
- In:
Journal of accounting & economics
18
(
1994
)
3
,
pp. 289-324
Persistent link: https://www.econbiz.de/10006804600
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7
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
Saved in:
8
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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9
CONTEMPORARY ISSUES: Controversy About Capital Market Efficiency -- Two Alternative Views
Haugen, Robert A.
;
Shanken, Jay
;
Smith, Clifford W.
- In:
Financial management
25
(
1996
)
1
,
pp. 86-104
Persistent link: https://www.econbiz.de/10005987267
Saved in:
10
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
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