| A test of the efficiency of a given portfolio MR Gibbons, SA Ross, J Shanken Graduate School of Business, Stanford University, 1986 | 2186 | 1986 |
| On the estimation of beta-pricing models J Shanken Review of financial studies 5 (1), 1-55, 1992 | 1651 | 1992 |
| Another look at the cross‐section of expected stock returns SP Kothari, J Shanken, RG Sloan The Journal of Finance 50 (1), 185-224, 1995 | 1495 | 1995 |
| A skeptical appraisal of asset pricing tests J Lewellen, S Nagel, J Shanken Journal of Financial Economics 96 (2), 175-194, 2010 | 1123 | 2010 |
| Book-to-market, dividend yield, and expected market returns: A time-series analysis SP Kothari, J Shanken Journal of Financial Economics 44 (2), 169-203, 1997 | 814 | 1997 |
| Intertemporal asset pricing: An empirical investigation J Shanken Journal of Econometrics 45 (1), 99-120, 1990 | 616 | 1990 |
| Sloan, 1994, Lack of timeliness and noise as explanations for the low contemporaneous return&earnings association DW Collins, SP Kothari, J Shanken, G Richard Journal of Accounting and Economics 18 (3), 289-324, 0 | 602* | |
| Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association DW Collins, SP Kothari, J Shanken, RG Sloan Journal of Accounting and Economics 18 (3), 289-324, 1994 | 597 | 1994 |
| Multivariate tests of the zero-beta CAPM J Shanken Journal of financial economics 14 (3), 327-348, 1985 | 553 | 1985 |
| Problems in measuring portfolio performance An application to contrarian investment strategies R Ball, SP Kothari, J Shanken Journal of Financial Economics 38 (1), 79-107, 1995 | 478 | 1995 |
| Learning, asset‐pricing tests, and market efficiency J Lewellen, J Shanken The Journal of Finance 57 (3), 1113-1145, 2002 | 397 | 2002 |
| The arbitrage pricing theory: is it testable? J Shanken The Journal of Finance 37 (5), 1129-1140, 1982 | 383 | 1982 |
| Multivariate proxies and asset pricing relations: Living with the Roll critique J Shanken Journal of Financial Economics 18 (1), 91-110, 1987 | 291 | 1987 |
| Estimating and testing beta pricing models: Alternative methods and their performance in simulations J Shanken, G Zhou Journal of Financial Economics 84 (1), 40-86, 2007 | 282 | 2007 |
| Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology R Kan, C Robotti, J Shanken The Journal of Finance 68 (6), 2617-2649, 2013 | 261 | 2013 |
| Stock return variation and expected dividends: A time-series and cross-sectional analysis SP Kothari, J Shanken Journal of Financial Economics 31 (2), 177-210, 1992 | 197 | 1992 |
| Multi‐Beta CAPM or Equilibrium‐APT?: A Reply J Shanken The Journal of Finance 40 (4), 1189-1196, 1985 | 168 | 1985 |
| Economic forces and the stock market revisited J Shanken, MI Weinstein Journal of Empirical Finance 13 (2), 129-144, 2006 | 151 | 2006 |
| Mutual fund performance with learning across funds CS Jones, J Shanken Journal of Financial Economics 78 (3), 507-552, 2005 | 132 | 2005 |
| A Bayesian approach to testing portfolio efficiency J Shanken Journal of financial economics 19 (2), 195-215, 1987 | 120 | 1987 |
