NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Jay A. Shanken

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

June 2009Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
with Raymond Kan, Cesare Robotti: w15047
July 2006A Skeptical Appraisal of Asset-Pricing Tests
with Jonathan Lewellen, Stefan Nagel: w12360
February 2006Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations
with Guofu Zhou: w12055
December 2002Mutual Fund Performance with Learning Across Funds
with Christopher S. Jones: w9392
December 2001Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield
with Ane Tamayo: w8666
May 2000Estimation Risk, Market Efficiency, and the Predictability of Returns
with Jonathan Lewellen: w7699

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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