CUFinder

Jay Shanken

Jay Shanken

Emory & Henry College

H-index: 34

North America-United States

About Jay Shanken

Jay Shanken, With an exceptional h-index of 34 and a recent h-index of 22 (since 2020), a distinguished researcher at Emory & Henry College, specializes in the field of Asset pricing, portfolio analysis, return predictability, efficient markets.

His recent articles reflect a diverse array of research interests and contributions to the field:

Comparing priors for comparing asset pricing models

CEO Turnover and Volatility under Long-Term Employment Contracts Peter Cziraki and Moqi Groen-Xu Liquidity and Information in Limit Order Markets Ioanid Roşu Model Comparison …

Model comparison with Sharpe ratios

Jay Shanken Information

University

Position

Goizueta Chair in Finance

Citations(all)

17543

Citations(since 2020)

4541

Cited By

14573

hIndex(all)

34

hIndex(since 2020)

22

i10Index(all)

45

i10Index(since 2020)

29

Email

Access Email

University Profile Page

Emory & Henry College

Google Scholar

View Google Scholar Profile

Jay Shanken Skills & Research Interests

Asset pricing

portfolio analysis

return predictability

efficient markets

Top articles of Jay Shanken

Title

Journal

Author(s)

Publication Date

Comparing priors for comparing asset pricing models

Journal of Finance

FRANCISCO Barillas

J Shanken

2022

CEO Turnover and Volatility under Long-Term Employment Contracts Peter Cziraki and Moqi Groen-Xu Liquidity and Information in Limit Order Markets Ioanid Roşu Model Comparison …

Journal of Financial and Quantitative Analysis

Peter Cziraki

Moqi Groen-Xu

2020/9

Model comparison with Sharpe ratios

Journal of Financial and Quantitative Analysis

Francisco Barillas

Raymond Kan

Cesare Robotti

Jay Shanken

2020/9

See List of Professors in Jay Shanken University(Emory & Henry College)