Standout Papers

A Test of the Efficiency of a Given Portfolio 1989 2026 2001 2013 1.6k
  1. A Test of the Efficiency of a Given Portfolio (1989)
    Michael R. Gibbons, Stephen A. Ross et al. Econometrica
  2. On the Estimation of Beta-Pricing Models (1992)
    Jay Shanken Review of Financial Studies
  3. A skeptical appraisal of asset pricing tests☆ (2009)
    Jonathan Lewellen, Stefan Nagel et al. Journal of Financial Economics
  4. Another Look at the Cross‐section of Expected Stock Returns (1995)
    S.P. Kothari, Jay Shanken et al. The Journal of Finance
  5. Comparing Asset Pricing Models (2018)
    Francisco Barillas, Jay Shanken The Journal of Finance

Immediate Impact

49 by Nobel laureates 203 standout
Sub-graph 1 of 11

Citing Papers

A five-factor asset pricing model
2014 StandoutNobel
Value and Momentum Everywhere
2013 Standout
103 intermediate papers

Works of Jay Shanken being referenced

Book-to-market, dividend yield, and expected market returns: A time-series analysis
1997
A Test of the Efficiency of a Given Portfolio
1989 Standout
and 25 more

Author Peers

Author Last Decade Papers Cites
Jay Shanken 8311 4597 2098 3469 54 9.1k
Martin Lettau 8048 5937 3179 3048 75 9.6k
Wayne E. Ferson 8615 5391 2883 2970 87 9.5k
Robert H. Litzenberger 6290 4262 1315 4496 90 9.2k
Amit Goyal 5909 3769 1508 2211 92 7.3k
Philippe Jorion 7900 5734 3055 3686 103 10.8k
Robert E. Whaley 9672 6208 1994 2259 96 10.9k
Edwin J. Elton 8417 4652 1543 5202 156 10.7k
John H. Cochrane 8626 7692 5292 3224 110 12.5k
Sydney C. Ludvigson 7053 7227 4556 2409 66 10.2k
Martin J. Gruber 8380 4362 1046 6369 156 10.4k

All Works

Loading papers...

Rankless by CCL
2026