A skeptical appraisal of asset pricing tests von Lewellen, Jonathan, Nagel, Stefan, Shanken, Jay

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Estimating and testing beta pricing models: Alternative methods and their performance in simulations von Shanken, Jay, Zhou, Guofu

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Learning, Asset-Pricing Tests, and Market Efficiency von Lewellen, Jonathan, Shanken, Jay

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On the Estimation of Beta-Pricing Models von Shanken, Jay

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Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology von Kan, R, Robotti, C, Shanken, J

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Mutual fund performance with learning across funds von Jones, Christopher S., Shanken, Jay

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A Bayesian approach to testing portfolio efficiency von Shanken, Jay

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Book-to-market, dividend yield, and expected market returns: A time-series analysis von Kothari, S.P., Shanken, Jay

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Intertemporal asset pricing: An Empirical Investigation von Shanken, Jay

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Another Look at the Cross-Section of Expected Stock Returns von Kothari, S. P., Shanken, Jay, Sloan, Richard G.

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Economic forces and the stock market revisited von Shanken, Jay, Weinstein, Mark I.

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A Test of the Efficiency of a Given Portfolio von Gibbons, Michael R., Ross, Stephen A., Shanken, Jay

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Lack of timeliness and noise as explanations for the low contemporaneous return - earnings association von Collins, Daniel W, Kothari, S P, Shanken, Jay, Sloan, Richard G

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Problems in measuring portfolio performance An application to contrarian investment strategies von Ball, Ray, Kothari, S.P., Shanken, Jay

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Multivariate tests of the zero-beta CAPM von Shanken, Jay

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Multivariate proxies and asset pricing relations: Living with the Roll critique von Shanken, Jay

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Asset Allocation with Inflation-Protected Bonds von Kothari, S. P., Shanken, Jay

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Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence von Kothari, S.P, Shanken, Jay

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Clinical Pharmacology, Metabolism, and Tissue Distribution of 90Y-Labeled Monoclonal Antibody B72.3 After Intraperitoneal Administration von Rosenblum, Michael G., Kavanagh, John J., Burke, Thomas W., Wharton, J. T., Cunningham, Joan E., Shanken, L. Joy, Silva, Elvio G., Thompson, Lora, Cheung, Lawrence, Lamki, Lamk, Murray, James L.

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Immunospecific saturable clearance mechanisms for indium-111-labeled anti-melanoma monoclonal antibody 96.5 in humans von MURRAY, J. L, LAMKI, L. M, SHANKEN, L. J, BLAKE, M. E, BENJAMIN, R. S, SCHWEIGHARDT, S, UNGER, M. W, ROSENBLUM, M. G

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