search query: @author Shanken, J. / total: 16
references: 4-13 / 16
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4.
Learning, asset-pricing tests, and market efficiency
Journal of Finance
2002 : JUN, VOL. 57:3, p. 1113-1145
 2002 Lewellen, J.
Shanken, J.
5.
Book-to-market, dividend yield, and expected market returns: A time-series analysis
Journal of Financial Economics
1997 : MAY, VOL. 44:2, p. 169-203
 1997 Kothari, S. P.
Shanken, J.
6.
Implications of capital markets research for corporate finance.
Financial Management
1996 : SPRING, VOL. 25:1, p. 98-103
 1996 Shanken, J.
Smith, C. W.
7.
Another look at the cross-section of expected stock returns
Journal of Finance
1995 : MAR, VOL. 33:1, p. 185-224
 1995 Kothari, S.
Shanken, J.
Sloan, R.
8.
Stock return variation and expected dividends.
Journal of Financial Economics
1992 : APR, VOL. 31:2, p. 177-210
 1992 Kothari, S. P.
Shanken, J.
9.
Subperiod aggregation and the power of multivariate tests of portfolio efficiency.
Journal of Financial Economics
1987 : DEC, VOL. 19:2, p. 389-394
 1987 Gibbons, M. R.
Shanken, J.
10.
A Bayesian approach to testing portfolio efficiency.
Journal of Financial Economics
1987 : DEC, VOL. 19:2, p. 195-215
 1987 Shanken, J.
11.
Multivariate proxies and asset pricing relations. Living with the Roll critique.
Journal of Financial Economics
1987 : MAR, VOL. 18:1, p. 91-110
 1987 Shanken, J.
12.
Nonsynchronous data and the covariance-factor structure of returns.
Journal of Finance
1987 : JUN, VOL. 42:2, p. 221-231
 1987 Shanken, J.
13.
On the exclusion of assets from tests of the mean variance efficiency of the market portfolio : an extension.
Journal of Finance
1986 : JUN, VOL. 41:2, p. 331-339
 1986 Shanken, J.
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