search query: @author Shanken, J. / total: 16
references: 6-15 / 16
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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.
14.
Testing portfolio efficiency when the Zero-Beta rate is unknown : a note.
Journal of Finance
1986 : MAR, VOL. 41:1, p. 269-276
 1986 Shanken, J.
15.
Multi-beta CAPM or equilibrium APT? : A reply.
Journal of Finance
1985 : SEP, VOL. 40:4, p. 1189-1196
 1985 Shanken, J.
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