haku: @author Shanken, J. / yhteensä: 16
viitteet: 1-10 / 16
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1.
A skeptical appraisal of asset pricing tests
Journal of Financial Economics
2010 : MAY, VOL 96:2, p. 175-194
 2010 Lewellen, J.
Nagel, S.
Shanken, J.
2.
Estimating and testing beta pricing models: Alternative methods and their performance in simulations
Journal of Financial Economics
2007 : APR, VOL. 84:1, p. 40-86
 2007 Shanken, J.
Zhou, G.
3.
Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence
Journal of Accounting & Economics
2003 : JAN, VOL. 34:1-3, p. 69-87
 2003 Kothari, S. P.
Shanken, J.
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.
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