If I apply a rotation operator about an arbitrary axis to a typical $\mathbf{J},J_z$ angular momentum eigenstate $|j,m \rangle$ then my sense from the development in Ballentine is that I also obtain an eigenstate (of the same $j,m$?) for the angular momentum along this axis. I can't seem to mathematize this, as a statement like $$(\mathbf{J} \cdot \hat{\mathbf{n}})e^{-i \mathbf{J} \cdot \hat{\mathbf{n}} \theta /\hbar}|j,m \rangle = m\hbar e^{-i \mathbf{J} \cdot \hat{\mathbf{n}} \theta /\hbar}|j,m \rangle$$ has one free parameter ($\theta$) and is therefore surely wrong.
Can someone set me on the right track? How do I obtain angular momentum eigenstates about a different axis by applying a rotation?