The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.
Estimating and testing beta pricing models: Alternative methods and their performance in simulations☆
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
A method of moments interpretation of sequential estimators
Newey, W. K. (1984) · Economics Letters · doi:10.1016/0165-1765(84)90083-1 · Cited by 331
Cited by
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets
Gagliardini, P., Ossola, E., & Scaillet, O. (2016) · Econometrica · doi:10.3982/ecta11069 · Cited by 278
A trend factor: any economic gains from using information over investment horizons?
Han, Y., Zhou, G., & Zhu, Y. (2016) · Journal of Financial Economics · doi:10.1016/j.jfineco.2016.01.029 · Cited by 202
Self-citation
Metadata
- Authors
- SHANKEN, J., & ZHOU, G.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2007-04
- Volume
- 84
- Issue
- 1
- Pages
- 40-86
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3124609389
- Cited by
- 234
- References
- 3
- FWCI
- 24.21
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Estimating and testing beta pricing models: Alternative methods and their performance in simulations☆. https://app.cochat.ai/papers/10.1016/j.jfineco.2006.02.003
- The paper
- SHANKEN, J., & ZHOU, G. (2007). Estimating and testing beta pricing models: Alternative methods and their performance in simulations☆. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2006.02.003
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
