Jay Shanken

Latest Institution: None

All Institutions: Emory University; Goizueta Business School, Emory University; NA; University of Rochester

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Estimation Risk, Market Efficiency, and the Predictability of Returns

Year: 2000
Journal: No Journal Matched
Authors: Jonathan Lewellen; Jay Shanken

Risk Mispricing and Asset Allocation Conditioning on Dividend Yield

Year: 2001
Journal: No Journal Matched
Authors: Jay Shanken; Ane Tamayo

Mutual Fund Performance with Learning Across Funds

Year: 2002
Journal: Journal of Financial Economics
Authors: Christopher S. Jones; Jay Shanken

Estimating and Testing Beta Pricing Models: Alternative Methods and Their Performance in Simulations

Year: 2006
Journal: Journal of Financial Economics
Authors: Jay Shanken; Guofu Zhou

A Skeptical Appraisal of Asset-Pricing Tests

Year: 2006
Journal: Journal of Financial Economics
Authors: Jonathan Lewellen; Stefan Nagel; Jay Shanken

Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

Year: 2009
Journal: Journal of Finance
Authors: Raymond Kan; Cesare Robotti; Jay Shanken

Comparing Asset Pricing Models

Year: 2015
Journal: Review of Financial Studies
Authors: Francisco Barillas; Jay Shanken

Comparing Asset Pricing Models

Year: 2015
Journal: Journal of Finance
Authors: Francisco Barillas; Jay Shanken

Author Disambiguation

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