University Park, PA 16802
United States
http://timsimin.net
Pennsylvania State University
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Accounting performance, Capital structure, Financial risk, Lease financing, Off-Balance-Sheet, Risk metrics
Financial risk, Manipulation, Lease financing, Off-Balance-Sheet
Accounting conservatism, bankruptcy prediction, distress risk, financial distress
Asset pricing, Factor models, Cross-sectional regressions, Arbitrage portfolios, Anomalies
Mutual Funds, COVID-19, Work from Home, Remote Work, Stay-at-home Order
commodity futures pricing, multifactor models, conditional asset pricing
Liquidity timing, mutual fund performance, market liquidity, bootstrap
Implied volatility spread, Equity premium, Prediction
Exchange rate sensitivity, hedging, price reaction, event study
Exchange rate exposure, currency crises, event study
Information Choice, Learning, Expected Returns, Cross-Section of Stock Returns, Volatility, Risk, Uncertainty
Corporate Debt, Credit Ratings, NRSROs, Information Intermediary, Capital Markets Regulation
Predictability, overlapping observations, analytical standard errors, size, power
Hedge funds, macro sentiment, return predictability, risk factors, ICAPM
Value, Growth, Value premium, Firm location
All equity; Debt-financed; Zero leverage; Operating lease expense; Off- balance sheet financing; Leverage effect; Volatility; Return/Volatility Relationship
Bankruptcy, Financial Distress, Absolute Priority, Distressed Equity Valuation
informed trading, hedge funds, implied volatility, stock return predictability
Idiosyncratic volatility, growth options, real options
Out-of-sample, prediction, mean square error
Dividend yield, valuation ratios, time series, yield spreads, predicting stock returns, asset allocation, market timing, active portfolio management
Equity Investments: fundamental analysis and valuation models; Risk Measurement and Management: single assets
