Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Nonsynchronous Data and the Co...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
CAPM
35
Theorie
26
Theory
26
Portfolio selection
17
Portfolio-Management
17
Capital income
14
Kapitaleinkommen
14
Schätztheorie
10
Bayes-Statistik
9
Bayesian inference
9
Comparison
9
Estimation theory
9
Vergleich
9
Simulation
8
USA
8
United States
8
Financial market
6
Finanzmarkt
6
Querschnittsanalyse
6
Risikoprämie
6
Capital market returns
5
Cross-section analysis
5
Dividend
5
Dividende
5
Kapitalmarktrendite
5
Learning process
5
Lernprozess
5
Risiko
5
Risk
5
Risk premium
5
Time series analysis
5
Zeitreihenanalyse
5
Finanzmathematik
4
Investment Fund
4
Investmentfonds
4
Kleinste-Quadrate-Methode
4
Least squares method
4
Mathematical finance
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
more ...
less ...
Online availability
All
Free
36
Undetermined
35
Type of publication
All
Article
79
Book / Working Paper
47
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Working Paper
11
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Aufsatz im Buch
3
Book section
3
Thesis
1
more ...
less ...
Language
All
Undetermined
65
English
61
Author
All
Shanken, Jay
124
Lewellen, Jonathan
18
Kothari, S. P.
15
Kan, Raymond
12
Robotti, Cesare
12
Barillas, Francisco
11
Zhou, Guofu
10
Tamayo, Ane
9
Jones, Christopher S.
8
Kothari, S.P.
8
Nagel, Stefan
8
Sloan, Richard G.
4
Weinstein, Mark I.
4
Ball, Ray
3
Gibbons, Michael R.
3
Collins, Daniel W.
2
Ross, Stephen A.
2
SHANKEN, JAY
2
BARILLAS, FRANCISCO
1
Chordia, Tarun
1
Core, John E.
1
Dybvig, Philip H.
1
Gibbons, Michael R
1
Goyal, Amit
1
Green, Clifton
1
Guay, Wayne R.
1
Haugen, Robert A.
1
Hwang, Byoung-Hyoun
1
Jegadeesh, Narasimhan
1
Jones, Christopher
1
KAN, RAYMOND
1
Kothari, S P
1
ROBOTTI, CESARE
1
Ross, Stephen A
1
Sloan, Richard G
1
Smith, Clifford W.
1
Van Buskirk, Andrew
1
more ...
less ...
Institution
All
National Bureau of Economic Research
8
National Bureau of Economic Research (NBER)
6
China Economics and Management Academy, Central University of Finance and Economics (CUFE)
1
Federal Reserve Bank of Atlanta
1
Published in...
All
Journal of financial economics
17
Journal of Financial Economics
11
The journal of finance : the journal of the American Finance Association
11
Journal of Finance
8
NBER Working Paper
8
NBER working paper series
8
Working paper / National Bureau of Economic Research, Inc.
8
NBER Working Papers
6
Working paper / National Bureau of Economic Research, Inc
6
Journal of accounting & economics
3
Journal of Accounting and Economics
2
Journal of Applied Corporate Finance
2
Journal of applied corporate finance : JACF
2
Journal of empirical finance
2
The review of financial studies
2
AFA 2007 Chicago Meetings Paper
1
CEMA Working Papers
1
Econometric methods and financial time series
1
Econometrica
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Financial analysts' journal : FAJ
1
Financial management
1
Journal of Econometrics
1
Journal of Empirical Finance
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Review of Financial Studies
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
Security market imperfections in worldwide equity markets
1
Statistical methods in finance
1
The Journal of Finance
1
The revolution in corporate finance
1
Working Paper
1
Working Paper / Federal Reserve Bank of Atlanta
1
Working papers / Federal Reserve Bank of Atlanta
1
more ...
less ...
Source
All
ECONIS (ZBW)
68
RePEc
35
OLC EcoSci
20
BASE
1
EconStor
1
Other ZBW resources
1
Showing
1
-
10
of
126
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Statistical methods in tests of portfolio efficiency : a synthesis
Shanken, Jay
-
1996
Persistent link: https://www.econbiz.de/10001320232
Saved in:
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
Saved in:
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
Saved in:
7
A Bayesian approach to testing portfolio efficiency
Shanken, Jay
- In:
Journal of financial economics
2
(
1987
),
pp. 195-215
Persistent link: https://www.econbiz.de/10001036403
Saved in:
8
Nonsynchronous data and the covariance-factor structure of returns
Shanken, Jay
- In:
The journal of finance : the journal of the American …
42
(
1987
)
2
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001047789
Saved in:
9
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
Saved in:
10
Multi-beta CAPM or equilibrium-APT? : a reply
Shanken, Jay
- In:
The journal of finance : the journal of the American …
40
(
1985
)
4
,
pp. 1189-1196
Persistent link: https://www.econbiz.de/10002817824
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
