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Tim Simin
Tim Simin
Verified email at psu.edu - Homepage
Title
Cited by
Cited by
Year
Spurious regressions in financial economics?
WE Ferson, S Sarkissian, TT Simin
The Journal of Finance 58 (4), 1393-1413, 2003
7562003
Can growth options explain the trend in idiosyncratic risk?
C Cao, T Simin, J Zhao
The Review of Financial Studies 21 (6), 2599-2633, 2008
4482008
The alpha factor asset pricing model: A parable
WE Ferson, S Sarkissian, T Simin
Journal of Financial Markets 2 (1), 49-68, 1999
2051999
Measuring distress risk: The effect of R&D intensity
LA Franzen, KJ Rodgers, TT Simin
The Journal of Finance 62 (6), 2931-2967, 2007
1842007
Bringing leased assets onto the balance sheet
KJ Cornaggia, LA Franzen, TT Simin
Journal of Corporate Finance 22, 345-360, 2013
1262013
Is stock return predictability spurious
W Ferson, S Sarkissian, T Simin
Journal of Investment Management 1 (3), 1-10, 2003
1182003
The poor predictive performance of asset pricing models
T Simin
Journal of Financial and Quantitative Analysis 43 (2), 355-380, 2008
1052008
Asset pricing models with conditional betas and alphas: The effects of data snooping and spurious regression
WE Ferson, S Sarkissian, T Simin
Journal of Financial and Quantitative Analysis 43 (2), 331-353, 2008
1002008
Do mutual fund managers time market liquidity?
C Cao, TT Simin, Y Wang
Journal of Financial Markets 16 (2), 279-307, 2013
982013
Outlier-resistant estimates of beta
RD Martin, TT Simin
Financial Analysts Journal 59 (5), 56-69, 2003
972003
The market reaction to Federal Reserve policy action from 1989 to 1992
V Reinhart, T Simin
Journal of Economics and Business 49 (2), 149-168, 1997
651997
Can event study methods solve the currency exposure puzzle?
KL Dewenter, RC Higgins, TT Simin
Pacific-Basin Finance Journal 13 (2), 119-144, 2005
562005
Capital structure and the changing role of off-balance-sheet lease financing
L Franzen, K Cornaggia, TT Simin
Available at SSRN 1452971, 2009
432009
Expected commodity futures returns
SA Khan, Z Khokher, TT Simin
Available at SSRN 1107377, 2008
352008
An empirical analysis of commodity convenience yields
C Dincerler, Z Khokher, T Simin
Unpublished working paper, McKinsey & Co. Inc., University of Western …, 2005
342005
Managing the balance sheet with operating leases
KJ Cornaggia, LA Franzen, TT Simin
Available at SSRN 2114454, 2012
282012
Manipulating the balance sheet? Implications of off-balance-sheet lease financing
KR Cornaggia, L Franzen, TT Simin
SSRN Electronic Journal, 1-62, 2011
212011
Robust estimation of beta
RD Martin, T Simin
University of Washington-Dept. of Statistics working paper, 1999
211999
Predicting the equity premium with the implied volatility spread
C Cao, T Simin, H Xiao
Journal of Financial Markets 51, 100531, 2020
192020
The convenience yield and risk premia of storage
C Dincerler, Z Khoker, T Simin
University of Western Ontario, working paper, 2004
172004
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