World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
39
Citations
19388
World Ranking
2341
National Ranking
1326

Overview

Jay Shanken is affiliated with Emory University in the United States. Their professional work is rooted in academic research and science, though specific details regarding their areas of study, publications, and collaborations remain limited in accessible records.

There are no recent papers listed under Jay Shanken's name. Likewise, no frequent co-authors or frequent publication venues have been documented, which provides no direct insight into their collaborative networks or preferred journals and conferences.

Information related to their main and subfields of study has not been specified, so the precise domains or disciplines to which Jay Shanken contributes are not publicly noted.

Similarly, no data on main topics of work is available, leaving the thematic focus of their research unrecorded. There is also no listing of book publications connected to their name.

There are no recorded awards or recognitions associated with Jay Shanken, which means there is no information about honors or distinctions received during their career.

Given the limited data, Jay Shanken's professional profile is primarily characterized by affiliation details without comprehensive evidence of research output, collaboration, or academic contributions in databases reviewed here.

Best Publications

  • A TEST OF THE EFFICIENCY OF A GIVEN PORTFOLIO

    Michael R. Gibbons;Stephen A. Ross;Jay Shanken

  • On the Estimation of Beta-Pricing Models

    Jay Shanken

  • Another Look at the Cross-section of Expected Stock Returns

    S. P. Kothari;Jay Shanken;Richard G. Sloan

  • A skeptical appraisal of asset pricing tests.

    Jonathan Lewellen;Stefan Nagel;Jay Shanken

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

    S.P. Kothari;Jay Shanken

  • Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association

    Daniel W. Collins;S.P. Kothari;Jay Shanken;Richard G. Sloan

  • Intertemporal asset pricing: An Empirical Investigation

    Jay Shanken

  • Multivariate tests of the zero-beta CAPM

    Jay Shanken

  • Problems in measuring portfolio performance An application to contrarian investment strategies

    Ray Ball;S.P. Kothari;Jay Shanken

  • Comparing Asset Pricing Models

    Francisco Barillas;Jay Shanken

  • Learning, Asset-Pricing Tests, and Market Efficiency

    Jonathan Lewellen;Jay Shanken

  • The Arbitrage Pricing Theory: Is it Testable?

    Jay Shanken

  • Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations

    Jay Shanken;Guofu Zhou

  • Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

    Raymond Kan;Cesare Robotti;Jay Shanken

  • Estimating and testing beta pricing models: Alternative methods and their performance in simulations.

    Jay Shanken;Guofu Zhou

  • Which Alpha?

    Unknown

  • A Skeptical Appraisal of Asset Pricing Tests

    Jonathan Lewellen;Jonathan Lewellen;Stefan Nagel;Jay A. Shanken;Jay A. Shanken

  • Multivariate proxies and asset pricing relations

    Jay Shanken

  • Economic forces and the stock market revisited

    Jay Shanken;Mark I. Weinstein

  • Multi‐Beta CAPM or Equilibrium‐APT?: A Reply

    Jay Shanken

  • Stock return variation and expected dividends

    S.P. Kothari;Jay Shanken

  • Another Look at the Cross-Section of Expected Stock Returns

    Jay A. Shanken;Jay A. Shanken;Richard G. Sloan

Frequent Co-Authors

Richard G. Sloan
Richard G. Sloan University of Southern California
Stefan Nagel
Stefan Nagel University of Chicago
Guofu Zhou
Guofu Zhou Washington University in St. Louis
Daniel W. Collins
Daniel W. Collins University of Iowa
Tarun Chordia
Tarun Chordia Emory University
David S. Scharfstein
David S. Scharfstein Harvard University
Henri Servaes
Henri Servaes London Business School
Andrei Shleifer
Andrei Shleifer Harvard University

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