Timothy T. Simin - Publications, H-index & Citations

Timothy T. Simin

pennsylvania commonwealth system of higher education (pcshe)

20H指数

62论文数

2.3K被引数

收录论文 11

发表时间

Macro Sentiment and Hedge Fund Returns 宏观情绪与对冲基金收益

Journal of Banking & Finance

IF3.8

2026-03-06

PREAI

Mustafa O. Caglayan; Mehmet I. Canayaz; Timothy T. Simin; Le Zhao

Firm location and the value-growth premium 公司区位与价值-增长溢价

Journal of Empirical Finance

IF2.4

2026-02-01

PREAI

Ambrose, Brent W.; Chen, Yifan; Simin, Timothy T.

Information Choice, Uncertainty, and Expected Returns

REVIEW OF FINANCIAL STUDIES

IF5.4

2021-01-25

PREAI

Cao, Charles; Gempesaw, David; Simin, Timothy T.

Outlier-resistant estimates of beta

FINANCIAL ANALYSTS JOURNAL

IF2.2

2019-01-02

PREAI

Martin, RD; Simin, TT

The Information Content of a Nonlinear Macro-Finance Model for Commodity Prices

REVIEW OF FINANCIAL STUDIES

IF5.4

2016-12-24

PREAI

Khan, Saqib; Khokher, Zeigham; Simin, Timothy

Bringing leased assets onto the balance sheet

JOURNAL OF CORPORATE FINANCE

IF5.9

2013-09-01

PREAI

Cornaggia, Kimberly J.; Franzen, Laurel A.; Simin, Timothy T.

The poor predictive performance of asset pricing models

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2009-04-06

PREAI

Simin, Timothy

Asset pricing models with conditional betas and alphas: The effects of data snooping and spurious regression

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2009-04-06

OAAI

Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy

Measuring distress risk: The effect of R&D intensity

JOURNAL OF FINANCE

IF9.5

2007-11-28

PREAI

Franzen, Laurel A.; Rodgers, Kimberly J.; Simin, Timothy T.

Can Growth Options Explain the Trend in Idiosyncratic Risk?

REVIEW OF FINANCIAL STUDIES

IF5.4

2006-10-25

232

PREAI

Cao, Charles; Simin, Timothy; Zhao, Jing

Spurious regressions in financial economics?

JOURNAL OF FINANCE

IF9.5

2003-07-15

312

OAAI

Ferson, WE; Sarkissian, S; Simin, TT

研究方向