Jay Shanken
Impact in
- Finance top 0.05%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Accounting top 0.2%
- Corporate Finance and Governance
- Auditing, Earnings Management, Governance
Papers in
- Finance 55
- Financial Markets and Investment Strategies 53
- Stochastic processes and financial applications 5
- Financial Risk and Volatility Modeling 5
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- Housing Market and Economics 25
- Co-authors
- S.P. Kothari (16 shared papers)Michael R. Gibbons (2 shared papers)Stephen A. Ross (1 shared paper)Jonathan Lewellen (6 shared papers)Richard G. Sloan (4 shared papers)Stefan Nagel (2 shared papers)Francisco Barillas (5 shared papers)Guofu Zhou (2 shared papers)
- Journals
- The Journal of Finance (17 papers)Journal of Financial Economics (11 papers)Journal of Accounting and Economics (2 papers)Review of Financial Studies (2 papers)Econometrica (1 paper)
- Partner nations
- United StatesUnited KingdomAustralia
In The Last Decade
Jay Shanken
60 papers receiving 9.1k citations
Jay Shanken's Hit Papers
Peers
Comparison fields: 5 of 82
- Finance 9.0k
- Accounting 3.8k
- General Economics, Econometrics and Finance 2.3k
- Economics and Econometrics 5.0k
- Strategy and Management 1.6k
Countries citing papers authored by Jay Shanken
This map shows the geographic impact of Jay Shanken's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jay Shanken with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jay Shanken more than expected).
Fields of papers citing papers by Jay Shanken
This network shows the impact of papers produced by Jay Shanken. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jay Shanken. The network helps show where Jay Shanken may publish in the future.
Co-authors
The 18 scholars most cited alongside Jay Shanken, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 61 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | A Test of the Efficiency of a Given Portfolio Hit paper breakdown → | 1989 | 1708 |
| 2 | On the Estimation of Beta-Pricing Models Hit paper breakdown → | 1992 | 1196 |
| 3 | A skeptical appraisal of asset pricing tests☆ Hit paper breakdown → | 2009 | 852 |
| 4 | Another Look at the Cross‐section of Expected Stock Returns Hit paper breakdown → | 1995 | 713 |
| 5 | Book-to-market, dividend yield, and expected market returns: A time-series analysis Hit paper breakdown → | 1997 | 542 |
| 6 | Intertemporal asset pricing Hit paper breakdown → | 1990 | 507 |
| 7 | 1994 | 403 | |
| 8 | 1985 | 320 | |
| 9 | 1995 | 297 | |
| 10 | 2002 | 292 | |
| 11 | Comparing Asset Pricing Models Hit paper breakdown → | 2018 | 267 |
| 12 | Which Alpha? Hit paper breakdown → | 2016 | 236 |
| 13 | 2013 | 215 | |
| 14 | 1995 | 214 | |
| 15 | 1982 | 197 | |
| 16 | 2007 | 183 | |
| 17 | 1987 | 174 | |
| 18 | 2008 | 156 | |
| 19 | 1992 | 124 | |
| 20 | 2005 | 108 |
About Jay Shanken
Jay Shanken is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Accounting and Strategy and Management, having authored 61 papers that have together received 10.0k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (53 papers), Housing Market and Economics (25 papers), Monetary Policy and Economic Impact (22 papers), Corporate Finance and Governance (16 papers), Auditing, Earnings Management, Governance (10 papers), Stochastic processes and financial applications (5 papers), Financial Risk and Volatility Modeling (5 papers) and Financial Reporting and Valuation Research (4 papers). The work is most often cited by research in Finance (9.0k citations), Accounting (3.8k citations), General Economics, Econometrics and Finance (2.3k citations), Economics and Econometrics (5.0k citations) and Strategy and Management (1.6k citations). Jay Shanken has collaborated with scholars based in United States, United Kingdom and Australia. Frequent co-authors include S.P. Kothari, Michael R. Gibbons, Stephen A. Ross, Jonathan Lewellen, Richard G. Sloan, Stefan Nagel, Francisco Barillas, Guofu Zhou, Daniel W. Collins and Cesare Robotti. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics, Journal of Accounting and Economics, Review of Financial Studies and Econometrica.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.