Concepedia

Jay Shanken

JS

57

Publications

14K

Citations

37

H-Index

1982

Active since

Affiliations

Emory University(Current)

National Bureau of Economic Research

University of Rochester

Massachusetts Institute of Technology

University of Southern California

Jay Shanken is an author at Emory University specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsAsset PricingFinancial EconomicsEconomic AnalysisEmpirical FinanceManagementEconometricsStatistics

Publications per year

1982–2019

57

Publications

57

A Test of the Efficiency of a Given Portfolio

Michael R. Gibbons, Stephen A. Ross, Jay Shanken · Econometrica · 1989 · 2.4K citations

Economics, Portfolio Optimization, Asset Pricing +15

On the Estimation of Beta-Pricing Models

Jay Shanken · Review of Financial Studies · 1992 · 1.7K citations

Empirical Finance, Applied Econometrics, Ny 14627 +16

A skeptical appraisal of asset pricing tests☆

Jonathan Lewellen, Stefan Nagel, Jay Shanken · Journal of Financial Economics · 2009 · 1.2K citations

Empirical Finance, Skeptical Appraisal, Financial Economics +3

Another Look at the Cross‐section of Expected Stock Returns

S.P. Kothari, Jay Shanken, Richard G. Sloan · The Journal of Finance · 1995 · 999 citations

Empirical Finance, Beta Risk, Economics +15

Book-to-market, dividend yield, and expected market returns: A time-series analysis

S.P. Kothari, Jay Shanken · Journal of Financial Economics · 1997 · 776 citations · Full text

Empirical Finance, Payout Policy, Economics +13

Rows per page

1–5 of 57