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Publications

by members of

Emory University → Goizueta Business School

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books |

Working papers

2015

  1. Francisco Barillas & Jay Shanken, 2015, "Which Alpha?," NBER Working Papers, National Bureau of Economic Research, Inc, number 21698, Nov.
  2. Francisco Barillas & Jay Shanken, 2015, "Comparing Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 21771, Dec.

2009

  1. Raymond Kan & Cesare Robotti & Jay Shanken, 2009, "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2009-11.

2006

  1. Jay Shanken & Guofu Zhou, 2006, "Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations," NBER Working Papers, National Bureau of Economic Research, Inc, number 12055, Feb.
  2. Jonathan Lewellen & Stefan Nagel & Jay Shanken, 2006, "A Skeptical Appraisal of Asset-Pricing Tests," NBER Working Papers, National Bureau of Economic Research, Inc, number 12360, Jul.

2002

  1. Christopher S. Jones & Jay Shanken, 2002, "Mutual Fund Performance with Learning Across Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 9392, Dec.

2001

  1. Jay Shanken & Ane Tamayo, 2001, "Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield," NBER Working Papers, National Bureau of Economic Research, Inc, number 8666, Dec.

2000

  1. Jonathan Lewellen & Jay Shanken, 2000, "Estimation Risk, Market Efficiency, and the Predictability of Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 7699, May.

1990

  1. Shanken, J. & Weinstein, M.I., 1990, "Macroeconomics Variables and Asset Pricing : Further Results," Papers, Rochester, Business - Managerial Economics Research Center, number 91-05.

1989

  1. Vicinanza, S. & Mukhopadhyay, T. & Prietula, M.J., 1989, "Software Effort Estimation: A Study Of Expert Performance," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 89-002.

Journal articles

2022

  1. Diwas KC & TI Tongil Kim & Jiayi Liu, 2022, "Electronic prescription monitoring and the opioid epidemic," Production and Operations Management, Production and Operations Management Society, volume 31, issue 11, pages 4057-4074, November, DOI: 10.1111/poms.13802.

2021

  1. Haris Krijestorac & Rajiv Garg & Prabhudev Konana, 2021, "Decisions Under the Illusion of Objectivity: Digital Embeddedness and B2B Purchasing," Production and Operations Management, Production and Operations Management Society, volume 30, issue 7, pages 2232-2251, July, DOI: 10.1111/poms.13363.

2020

  1. John Sibley Butler & Rajiv Garg & Bryan Stephens, 2020, "Social Networks, Funding, and Regional Advantages in Technology Entrepreneurship: An Empirical Analysis," Information Systems Research, INFORMS, volume 31, issue 1, pages 198-216, March, DOI: 10.1287/isre.2019.0881.
  2. Haris Krijestorac & Rajiv Garg & Vijay Mahajan, 2020, "Cross-Platform Spillover Effects in Consumption of Viral Content: A Quasi-Experimental Analysis Using Synthetic Controls," Information Systems Research, INFORMS, volume 31, issue 2, pages 449-472, June, DOI: 10.1287/isre.2019.0897.
  3. Barillas, Francisco & Kan, Raymond & Robotti, Cesare & Shanken, Jay, 2020, "Model Comparison with Sharpe Ratios," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 6, pages 1840-1874, September.

2019

  1. Stephens, Bryan & Butler, John Sibley & Garg, Rajiv & Gibson, David V., 2019, "Austin, Boston, Silicon Valley, and New York: Case studies in the location choices of entrepreneurs in maintaining the Technopolis," Technological Forecasting and Social Change, Elsevier, volume 146, issue C, pages 267-280, DOI: 10.1016/j.techfore.2019.05.030.

2018

  1. Francisco Barillas & Jay Shanken, 2018, "Comparing Asset Pricing Models," Journal of Finance, American Finance Association, volume 73, issue 2, pages 715-754, April, DOI: 10.1111/jofi.12607.

2017

  1. Francisco Barillas & Jay Shanken, 2017, "Which Alpha?," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1316-1338.

2013

  1. Raymond Kan & Cesare Robotti & Jay Shanken, 2013, "Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology," Journal of Finance, American Finance Association, volume 68, issue 6, pages 2617-2649, December, DOI: 10.1111/jofi.12035.

2012

  1. Shanken, Jay & Tamayo, Ane, 2012, "Payout yield, risk, and mispricing: A Bayesian analysis," Journal of Financial Economics, Elsevier, volume 105, issue 1, pages 131-152, DOI: 10.1016/j.jfineco.2011.12.002.

2011

  1. Ramnath K. Chellappa & Raymond G. Sin & S. Siddarth, 2011, "Price Formats as a Source of Price Dispersion: A Study of Online and Offline Prices in the Domestic U.S. Airline Markets," Information Systems Research, INFORMS, volume 22, issue 1, pages 83-98, March, DOI: 10.1287/isre.1090.0264.

2010

  1. Ramnath K. Chellappa & Nilesh Saraf, 2010, "Alliances, Rivalry, and Firm Performance in Enterprise Systems Software Markets: A Social Network Approach," Information Systems Research, INFORMS, volume 21, issue 4, pages 849-871, December, DOI: 10.1287/isre.1090.0278.
  2. Ramnath K. Chellappa & V. Sambamurthy & Nilesh Saraf, 2010, "Competing in Crowded Markets: Multimarket Contact and the Nature of Competition in the Enterprise Systems Software Industry," Information Systems Research, INFORMS, volume 21, issue 3, pages 614-630, September, DOI: 10.1287/isre.1100.0300.
  3. Ramnath K. Chellappa & Shivendu Shivendu, 2010, "Mechanism Design for "Free" but "No Free Disposal" Services: The Economics of Personalization Under Privacy Concerns," Management Science, INFORMS, volume 56, issue 10, pages 1766-1780, October, DOI: 10.1287/mnsc.1100.1210.
  4. Lewellen, Jonathan & Nagel, Stefan & Shanken, Jay, 2010, "A skeptical appraisal of asset pricing tests," Journal of Financial Economics, Elsevier, volume 96, issue 2, pages 175-194, May.

2008

  1. Prietula, Michael J. & Watson, Harry S., 2008, "When behavior matters: Games and computation in A Behavioral Theory of the Firm," Journal of Economic Behavior & Organization, Elsevier, volume 66, issue 1, pages 74-94, April.

2007

  1. Shanken, Jay & Zhou, Guofu, 2007, "Estimating and testing beta pricing models: Alternative methods and their performance in simulations," Journal of Financial Economics, Elsevier, volume 84, issue 1, pages 40-86, April.

2006

  1. Shanken, Jay & Weinstein, Mark I., 2006, "Economic forces and the stock market revisited," Journal of Empirical Finance, Elsevier, volume 13, issue 2, pages 129-144, March.

2005

  1. Ramnath K. Chellappa & Shivendu Shivendu, 2005, "Managing Piracy: Pricing and Sampling Strategies for Digital Experience Goods in Vertically Segmented Markets," Information Systems Research, INFORMS, volume 16, issue 4, pages 400-417, December, DOI: 10.1287/isre.1050.0069.
  2. Jones, Christopher S. & Shanken, Jay, 2005, "Mutual fund performance with learning across funds," Journal of Financial Economics, Elsevier, volume 78, issue 3, pages 507-552, December.

2003

  1. Kothari, S. P. & Shanken, Jay, 2003, "Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence," Journal of Accounting and Economics, Elsevier, volume 34, issue 1-3, pages 69-87, January.

1998

  1. Kathleen Carley & Michael J. Prietula & Zhiang (John) Lin, 1998, "Design Versus Cognition: the Interaction of Agent Cognition and Organizational Design on Organizational Performance," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, volume 1, issue 3, pages 1-4.

1997

  1. Kothari, S. P. & Shanken, Jay, 1997, "Book-to-market, dividend yield, and expected market returns: A time-series analysis," Journal of Financial Economics, Elsevier, volume 44, issue 2, pages 169-203, May.

1995

  1. Ball, Ray & Kothari, S. P. & Shanken, Jay, 1995, "Problems in measuring portfolio performance An application to contrarian investment strategies," Journal of Financial Economics, Elsevier, volume 38, issue 1, pages 79-107, May.
  2. Kothari, S P & Shanken, Jay & Sloan, Richard G, 1995, "Another Look at the Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, volume 50, issue 1, pages 185-224, March.
  3. S. P. Kothari & Jay Shanken, 1995, "In Defense Of Beta," Journal of Applied Corporate Finance, Morgan Stanley, volume 8, issue 1, pages 53-59, March, DOI: 10.1111/j.1745-6622.1995.tb00273.x.

1994

  1. Collins, Daniel W. & Kothari, S. P. & Shanken, Jay & Sloan, Richard G., 1994, "Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association," Journal of Accounting and Economics, Elsevier, volume 18, issue 3, pages 289-324, November.

1993

  1. S. P. Kothari & Jay Shanken, 1993, "Fundamentals Largely Explain Stock Price Volatility," Journal of Applied Corporate Finance, Morgan Stanley, volume 6, issue 2, pages 81-87, June, DOI: 10.1111/j.1745-6622.1993.tb00385.x.

1992

  1. Kothari, S. P. & Shanken, Jay, 1992, "Stock return variation and expected dividends : A time-series and cross-sectional analysis," Journal of Financial Economics, Elsevier, volume 31, issue 2, pages 177-210, April.
  2. Shanken, Jay, 1992, "On the Estimation of Beta-Pricing Models," The Review of Financial Studies, Society for Financial Studies, volume 5, issue 1, pages 1-33.
  3. Shanken, Jay, 1992, "The Current State of the Arbitrage Pricing Theory," Journal of Finance, American Finance Association, volume 47, issue 4, pages 1569-1574, September.

1990

  1. Shanken, Jay, 1990, "Intertemporal asset pricing : An Empirical Investigation," Journal of Econometrics, Elsevier, volume 45, issue 1-2, pages 99-120.

1989

  1. Gibbons, Michael R & Ross, Stephen A & Shanken, Jay, 1989, "A Test of the Efficiency of a Given Portfolio," Econometrica, Econometric Society, volume 57, issue 5, pages 1121-1152, September.

1987

  1. Shanken, Jay, 1987, "Nonsynchronous Data and the Covariance-Factor Structure of Returns," Journal of Finance, American Finance Association, volume 42, issue 2, pages 221-231, June.
  2. Shanken, Jay, 1987, "Multivariate proxies and asset pricing relations : Living with the Roll critique," Journal of Financial Economics, Elsevier, volume 18, issue 1, pages 91-110, March.
  3. Shanken, Jay, 1987, "A Bayesian approach to testing portfolio efficiency," Journal of Financial Economics, Elsevier, volume 19, issue 2, pages 195-215, December.
  4. Gibbons, Michael R. & Shanken, Jay, 1987, "Subperiod aggregation and the power of multivariate tests of portfolio efficiency," Journal of Financial Economics, Elsevier, volume 19, issue 2, pages 389-394, December.

1986

  1. Shanken, Jay, 1986, "On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension," Journal of Finance, American Finance Association, volume 41, issue 2, pages 331-337, June.
  2. Shanken, Jay, 1986, "Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note," Journal of Finance, American Finance Association, volume 41, issue 1, pages 269-276, March.

1985

  1. Shanken, Jay, 1985, "Multi-Beta CAPM or Equilibrium-APT? A Reply [An Empirical Investigation of the Arbitrage Pricing Theory] [The Arbitrage Pricing Theory: Is It Testable?]," Journal of Finance, American Finance Association, volume 40, issue 4, pages 1189-1196, September.
  2. Shanken, Jay, 1985, "Multivariate tests of the zero-beta CAPM," Journal of Financial Economics, Elsevier, volume 14, issue 3, pages 327-348, September.

1982

  1. Shanken, Jay, 1982, "The Arbitrage Pricing Theory: Is It Testable?," Journal of Finance, American Finance Association, volume 37, issue 5, pages 1129-1140, December.

Books

1998

  1. Michael Prietula & Kathleen Carley & Les Gasser (ed.), 1998, "Simulating Organizations: Computational Models of Institutions and Groups," MIT Press Books, The MIT Press, number 026266108x, edition 1, ISBN: ARRAY(0x82dee820), December.

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