Details about Timothy T. Simin

Access statistics for papers by Timothy T. Simin.

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

Short-id: psi273

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 View citations (3)
   See also Journal Article Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression, Journal of Financial and Quantitative Analysis, Cambridge University Press (2008) View citations (24) (2008)

2002

2. Spurious Regressions in Financial Economics?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (75)

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, (2), 331-353 View citations (24)
   See also Working Paper Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression, NBER Working Papers (2006) View citations (3) (2006)
2. Can Growth Options Explain the Trend in Idiosyncratic Risk?
   The Review of Financial Studies, 2008, 21, (6), 2599-2633 View citations (106)
3. The Poor Predictive Performance of Asset Pricing Models
   Journal of Financial and Quantitative Analysis, 2008, 43, (2), 355-380 View citations (30)

2007

4. Measuring Distress Risk: The Effect of R&D Intensity
   Journal of Finance, 2007, 62, (6), 2931-2967 View citations (33)

2005

5. Can event study methods solve the currency exposure puzzle?
   Pacific-Basin Finance Journal, 2005, 13, (2), 119-144 View citations (14)

1999

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

1997

7. The market reaction to federal reserve policy action from 1989 to 1992
   Journal of Economics and Business, 1997, 49, (2), 149-168 View citations (17)