EconPapers    
Economics at your fingertips  
 

Details about Timothy T. Simin

E-mail:
Homepage:http://timsimin.net
Workplace:Smeal College of Business Administration, Pennsylvania State University, (more information at EDIRC)

Access statistics for papers by Timothy T. Simin.

Last updated 2012-07-18. Update your information in the RePEc Author Service.

Short-id: psi273


Jump to Journal Articles

Working Papers

2006

  1. Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2008)

2002

  1. Spurious Regressions in Financial Economics?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (58)

Journal Articles

2008

  1. Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression
    Journal of Financial and Quantitative Analysis, 2008, 43, (02), 331-353 Downloads View citations (16)
    See also Working Paper (2006)
  2. Can Growth Options Explain the Trend in Idiosyncratic Risk?
    Review of Financial Studies, 2008, 21, (6), 2599-2633 Downloads View citations (52)
  3. The Poor Predictive Performance of Asset Pricing Models
    Journal of Financial and Quantitative Analysis, 2008, 43, (02), 355-380 Downloads View citations (18)

2007

  1. Measuring Distress Risk: The Effect of R&D Intensity
    Journal of Finance, 2007, 62, (6), 2931-2967 Downloads View citations (11)

2005

  1. Can event study methods solve the currency exposure puzzle?
    Pacific-Basin Finance Journal, 2005, 13, (2), 119-144 Downloads View citations (10)

1999

  1. The alpha factor asset pricing model: A parable
    Journal of Financial Markets, 1999, 2, (1), 49-68 Downloads View citations (36)

1997

  1. The market reaction to federal reserve policy action from 1989 to 1992
    Journal of Economics and Business, 1997, 49, (2), 149-168 Downloads View citations (13)
 
Page updated 2019-09-09