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Timothy T. Simin

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This is information that was supplied by Timothy Simin in registering through RePEc. If you are Timothy T. Simin , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Timothy
Middle Name: T.
Last Name: Simin
Suffix:

RePEc Short-ID: psi273

Email:
Homepage: http://timsimin.net
Postal Address:
Phone:

Affiliation

Smeal College of Business Administration
Pennsylvania State University
Location: State College, Pennsylvania (United States)
Homepage: http://www.smeal.psu.edu/
Email:
Phone:
Fax: 814/863-8393
Postal: University Park, PA 16802-1912
Handle: RePEc:edi:bapsuus (more details at EDIRC)

Works

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Working papers

  1. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2006. "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," NBER Working Papers 12658, National Bureau of Economic Research, Inc.
  2. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002. "Spurious Regressions in Financial Economics?," NBER Working Papers 9143, National Bureau of Economic Research, Inc.

Articles

  1. Simin, Timothy, 2008. "The Poor Predictive Performance of Asset Pricing Models," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(02), pages 355-380, June.
  2. Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy, 2008. "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, vol. 43(02), pages 331-353, June.
  3. Charles Cao & Timothy Simin & Jing Zhao, 2008. "Can Growth Options Explain the Trend in Idiosyncratic Risk?," Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2599-2633, November.
  4. Laurel A. Franzen & Kimberly J. Rodgers & Timothy T. Simin, 2007. "Measuring Distress Risk: The Effect of R&D Intensity," Journal of Finance, American Finance Association, vol. 62(6), pages 2931-2967, December.
  5. Dewenter, Kathryn L. & Higgins, Robert C. & Simin, Timothy T., 2005. "Can event study methods solve the currency exposure puzzle?," Pacific-Basin Finance Journal, Elsevier, vol. 13(2), pages 119-144, March.
  6. Wayne E. Ferson & Sergei Sarkissian & Timothy T. Simin, 2003. "Spurious Regressions in Financial Economics?," Journal of Finance, American Finance Association, vol. 58(4), pages 1393-1414, 08.
  7. Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy, 1999. "The alpha factor asset pricing model: A parable," Journal of Financial Markets, Elsevier, vol. 2(1), pages 49-68, February.
  8. Reinhart, Vincent & Simin, Timothy, 1997. "The market reaction to federal reserve policy action from 1989 to 1992," Journal of Economics and Business, Elsevier, vol. 49(2), pages 149-168.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2006-11-18. Author is listed
  2. NEP-ECM: Econometrics (2) 2002-09-11 2006-11-18. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2002-09-11. Author is listed
  4. NEP-FIN: Finance (1) 2002-09-11. Author is listed
  5. NEP-RMG: Risk Management (1) 2002-09-11. Author is listed

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