Jonathan Lewellen

Latest Institution: Tuck School of Business at Dartmouth

All Institutions: Tuck School of Business at Dartmouth; Massachusetts Institute of Technology


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

The Conditional CAPM Does Not Explain Asset-Pricing Anomalies

Year: 2003
Journal: Journal of Financial Economics
Authors: Jonathan Lewellen; Stefan Nagel

A Skeptical Appraisal of Asset-Pricing Tests

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


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