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CAPM
Theorie
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Shanken, Jay
34
Barillas, Francisco
10
Kan, Raymond
6
Lewellen, Jonathan
6
Robotti, Cesare
6
Kothari, S. P.
4
Nagel, Stefan
3
Tamayo, Ane
2
Ball, Ray
1
Chordia, Tarun
1
Gibbons, Michael R.
1
Goyal, Amit
1
Ross, Stephen A.
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Shanken, Jay A.
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4
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4
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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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Payout yield, risk, and mispricing : a Bayesian analysis
Shanken, Jay
;
Tamayo, Ane
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 131-152
Persistent link: https://www.econbiz.de/10009622431
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2
Multivariate tests of zero beta CAPM
Shanken, Jay
- In:
Journal of financial economics
14
(
1985
)
3
,
pp. 327-348
Persistent link: https://www.econbiz.de/10001009730
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3
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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4
Multivariate proxies and asset pricing relations : living with the Roll critique
Shanken, Jay
- In:
Journal of financial economics
18
(
1987
)
1
,
pp. 91-110
Persistent link: https://www.econbiz.de/10001020479
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5
Intertemporal asset pricing : an empirical investigation
Shanken, Jay
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 99-120
Persistent link: https://www.econbiz.de/10001332078
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6
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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7
On the estimation of beta-pricing models
Shanken, Jay
- In:
The review of financial studies
5
(
1992
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001119830
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8
Beta and book-to-market : is the glass half full of half empty?
Kothari, S. P.
;
Shanken, Jay
- In:
Security market imperfections in worldwide equity markets
,
(pp. 44-64)
.
2000
Persistent link: https://www.econbiz.de/10001506405
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9
Estimation risk, market efficiency, and the predictability of returns
Lewellen, Jonathan
;
Shanken, Jay
-
2000
Persistent link: https://www.econbiz.de/10001474979
Saved in:
10
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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