Jay Shanken

Finance · 2002–2019

A researcher in the Science corpus: 9 papers; trusts 10 researchers and is trusted by 33 researchers here, as inferred from the citation graph.

Subfields

Whom Jay Shanken trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Eugene F. Fama
  2. Kenneth R. French
  3. Lars Peter Hansen
  4. Mitchell A. Petersen
  5. Mark Grinblatt
  6. Yaniv Grinstein
  7. Sheridan Titman
  8. Q. Vuong
  9. Narasimhan Jegadeesh
  10. Ľuboš Pástor

Who trusts Jay Shanken overall

  1. Amit Goyal
  2. Ronald J. Balvers
  3. Tobias Adrian
  4. F. Kleibergen
  5. Söhnke M. Bartram
  6. Ivo Welch
  7. Xue-zhong He
  8. Zhi Da
  9. Ding Du
  10. Ľuboš Pástor

Papers from Jay Shanken's perspective

Ordered by how strongly the researchers Jay Shanken trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Cross‐Section of Expected Stock Returns
  2. CAPM Over the Long-Run: 1926-2001
  3. Common risk factors in the returns on stocks and bonds
  4. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  5. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
  6. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  7. Stock Return Predictability and Model Uncertainty
  8. News Related to Future GDP Growth as Risk Factors in Equity Returns
  9. Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
  10. Institutional Holdings and Payout Policy

Their papers