| . |
Simin, Timothy T.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
5,680 |
Total
Citations
250 |
|
|
|
|
|
1.
|
|
|
Dincerler, Cantekin
McKinsey & Co. Inc. Khoker, Zeigham
University of Western Ontario - Finance-Economics Area Group Simin, Timothy T.
Pennsylvania State University
|
|
1,098
(7,962)
|
4
|
|
| |
|
| |
Futures, Commodity, Convenience Yields, Net Hedging Pressure
|
|
|
2.
|
|
Spurious Regressions in Financial Economics?
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Ferson, Wayne E.
University of Southern California Sarkissian, Sergei
McGill University Simin, Timothy T.
Pennsylvania State University
|
|
Posted:
|
|
17 Oct 00
|
|
Last Revised:
|
|
28 Oct 10
|
|
1,006
(9,202)
|
154
|
|
|
|
|
Ferson, Wayne E.
University of Southern California Sarkissian, Sergei
McGill University Simin, Timothy T.
Pennsylvania State University
|
|
57
|
154
|
|
| |
|
| |
|
|
|
|
|
|
|
Ferson, Wayne E.
University of Southern California Sarkissian, Sergei
McGill University Simin, Timothy T.
Pennsylvania State University
|
|
949
|
154
|
|
| |
|
| |
|
|
|
|
|
|
3.
|
|
|
Franzen, Laurel
Loyola Marymount University Cornaggia, Kimberly Rodgers
American University - Kogod School of Business Simin, Timothy T.
Pennsylvania State University
|
| Posted: |
|
03 Dec 05
|
|
Last Revised:
|
|
17 Aug 09
|
|
650
(17,797)
|
15
|
|
| |
|
| |
Accounting conservatism, bankruptcy prediction, distress risk, financial distress
|
|
|
4.
|
|
|
Ferson, Wayne E.
University of Southern California Sarkissian, Sergei
McGill University Simin, Timothy T.
Pennsylvania State University
|
|
615
(19,299)
|
48
|
|
| |
|
| |
Asset pricing, Factor models, Cross-sectional regressions, Arbitrage portfolios, Anomalies
|
|
|
5.
|
|
|
Cornaggia, Kimberly Rodgers
American University - Kogod School of Business Franzen, Laurel
Loyola Marymount University Simin, Timothy T.
Pennsylvania State University
|
| Posted: |
|
21 Sep 10
|
|
Last Revised:
|
|
09 Aug 12
|
|
606
(19,753)
|
2
|
|
| |
|
| |
Accounting performance, Capital structure, Financial risk, Lease financing, Off-Balance-Sheet, Risk metrics
|
|
|
6.
|
|
|
Khan, Saqib A.
affiliation not provided to SSRN Khoker, Zeigham
University of Western Ontario - Finance-Economics Area Group Simin, Timothy T.
Pennsylvania State University
|
|
516
(24,503)
|
5
|
|
| |
|
| |
commodity futures pricing, multifactor models, conditional asset pricing
|
|
|
7.
|
|
|
Cao, Charles
Pennsylvania State University Simin, Timothy T.
Pennsylvania State University Wang, Ying
State University of New York at Albany - School of Business
|
| Posted: |
|
03 Jul 09
|
|
Last Revised:
|
|
26 Oct 12
|
|
406
(33,477)
|
3
|
|
| |
|
| |
Liquidity timing, mutual fund performance, market liquidity, bootstrap
|
|
|
8.
|
|
|
Dewenter, Kathryn L.
University of Washington - Michael G. Foster School of Business Higgins, Robert C.
University of Washington - Department of Finance and Business Economics Simin, Timothy T.
Pennsylvania State University
|
|
259
(56,980)
|
3
|
|
| |
|
| |
Exchange rate sensitivity, hedging, price reaction, event study
|
|
|
9.
|
|
|
Simin, Timothy T.
Pennsylvania State University Dewenter, Kathryn L.
University of Washington - Michael G. Foster School of Business Higgins, Robert C.
University of Washington - Department of Finance and Business Economics
|
|
210
(71,172)
|
3
|
|
| |
|
| |
Exchange rate exposure, currency crises, event study
|
|
|
10.
|
|
|
Cornaggia, Kimberly Rodgers
American University - Kogod School of Business Franzen, Laurel
Loyola Marymount University Simin, Timothy T.
Pennsylvania State University
|
| Posted: |
|
21 Jul 12
|
|
Last Revised:
|
|
15 Aug 12
|
|
183
(81,596)
|
|
|
| |
|
| |
Financial risk, Manipulation, Lease financing, Off-Balance-Sheet
|
|
|
11.
|
|
|
Cornaggia, Kimberly Rodgers
American University - Kogod School of Business Simin, Timothy T.
Pennsylvania State University Upneja, Arun
The Pennsylvania State University, Schreyer Honors College
|
| Posted: |
|
23 Feb 12
|
|
Last Revised:
|
|
03 Sep 12
|
|
66
(174,988)
|
|
|
| |
|
| |
Bankruptcy, Financial Distress, Absolute Priority, Distressed Equity Valuation
|
|
|
12.
|
|
|
Ferson, Wayne E.
University of Southern California Sarkissian, Sergei
McGill University Simin, Timothy T.
Pennsylvania State University
|
|
37
(226,428)
|
12
|
|
| |
|
| |
|
|
|
13.
|
|
|
Rossi, Marco
University of Notre Dame - Department of Finance Simin, Timothy T.
Pennsylvania State University Smith, Daniel R.
Queensland University of Technology - School of Economics and Finance
|
| Posted: |
|
26 Aug 12
|
|
Last Revised:
|
|
10 Feb 13
|
|
28
(249,067)
|
|
|
| |
|
| |
Predictability, overlapping observations, analytical standard errors, size, power
|
|
|
14.
|
|
Can Growth Options Explain the Trend in Idiosyncratic Risk?
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Cao, Charles
Pennsylvania State University Simin, Timothy T.
Pennsylvania State University Zhao, Jing
North Caroliona State University - Poole College of Management
|
|
Posted:
|
|
10 Oct 06
|
|
Last Revised:
|
|
29 Jul 10
|
|
|
|
|
|
|
|
Cao, Charles
Pennsylvania State University Simin, Timothy T.
Pennsylvania State University Zhao, Jing
North Caroliona State University - Poole College of Management
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Cao, Charles
Pennsylvania State University Simin, Timothy T.
Pennsylvania State University Zhao, Jing
North Caroliona State University - Poole College of Management
|
|
0
|
|
|
| |
|
| |
Idiosyncratic volatility, growth options, real options
|
|
|
|
|
|
15.
|
|
|
Simin, Timothy T.
Pennsylvania State University
|
|
|
|
|
| |
|
| |
Out-of-sample, prediction, mean square error
|
|
|
16.
|
|
|
Dincerler, Cantekin
McKinsey & Co. Inc. Khoker, Zeigham
University of Western Ontario - Finance-Economics Area Group Simin, Timothy T.
Pennsylvania State University
|
|
|
|
|
| |
|
| |
Commodity futures, convenience yield, basis
|
|
|
17.
|
|
|
Ferson, Wayne E.
University of Southern California Sarkissian, Sergei
McGill University Simin, Timothy T.
Pennsylvania State University
|
| Posted: |
|
31 Mar 04
|
|
Last Revised:
|
|
27 Apr 12
|
|
|
|
|
| |
|
| |
Dividend yield, valuation ratios, time series, yield spreads, predicting stock returns, asset allocation, market timing, active portfolio management
|
|
|
18.
|
|
|
Martin, R. Douglas
Independent Simin, Timothy T.
Pennsylvania State University
|
|
|
|
|
| |
|
| |
Equity Investments: fundamental analysis and valuation models; Risk Measurement and Management: single assets
|
|
