Jay A. Shanken
Goizueta Business School
Emory University
1300 Clifton Road
Atlanta, GA 30322
Tel: 404/727-4772
Fax: 404/727-5238
E-Mail: 
WWW: http://www.goizueta.emory.edu/faculty/JayShanken/index.html
NBER Program Affiliations:
AP
NBER Affiliation: Research Associate
Institutional Affiliation: Emory University
Information about this author at RePEc
NBER Working Papers and Publications
| December 2015 | Comparing Asset Pricing Models
with Francisco Barillas: w21771
Published: FRANCISCO BARILLAS & JAY SHANKEN, 2018. "Comparing Asset Pricing Models," The Journal of Finance, vol 73(2), pages 715-754. citation courtesy of 
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| November 2015 | Which Alpha?
with Francisco Barillas: w21698
Published: Francisco Barillas & Jay Shanken, 2017. "Which Alpha?," Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1316-1338. citation courtesy of
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| June 2009 | Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
with Raymond Kan, Cesare Robotti: w15047
Published: Raymond Kan & Cesare Robotti & Jay Shanken, 2013. "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," Journal of Finance, American Finance Association, vol. 68(6), pages 2617-2649, December. citation courtesy of
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| July 2006 | A Skeptical Appraisal of Asset-Pricing Tests
with Jonathan Lewellen, Stefan Nagel: w12360
Published: Lewellen, Jonathan & Nagel, Stefan & Shanken, Jay, 2010.
"A skeptical appraisal of asset pricing tests,"
Journal of Financial Economics,
Elsevier, vol. 96(2), pages 175-194, May.
citation courtesy of
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| February 2006 | Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations
with Guofu Zhou: w12055
Published: Shanken, Jay and Guofu Zhou. “Estimating and Testing Beta Pricing Models: Alternative Methods and Their Performance in Simulations.” Journal of Financial Economics 84, 1 (April 2007): 40-86. citation courtesy of
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| December 2002 | Mutual Fund Performance with Learning Across Funds
with Christopher S. Jones: w9392
Published: Jones, Christopher S. and Jay Shanken. "Mutual Fund Performance With Learning Across Funds," Journal of Financial Economics, 2005, v78(3,Dec), 507-552. citation courtesy of
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| December 2001 | Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield
with Ane Tamayo: w8666
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| May 2000 | Estimation Risk, Market Efficiency, and the Predictability of Returns
with Jonathan Lewellen: w7699
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