Timothy T. Simin

Department	Finance
Position	Faculty
PSU profile	https://directory.smeal.psu.edu/tts3
OpenAlex	A5023220302
Works (OpenAlex)	63
Citations	2311
h-index	20
Match confidence	high

Top works

• Spurious Regressions in Financial Economics? (2003) - The Journal of Finance - cites: 592
• Can Growth Options Explain the Trend in Idiosyncratic Risk? (2006) - Review of Financial Studies - cites: 368
• Measuring Distress Risk: The Effect of R&D Intensity (2007) - The Journal of Finance - cites: 134
• The alpha factor asset pricing model: A parable (1999) - Journal of Financial Markets - cites: 131
• The Alpha Factor Asset Pricing Model: A Parable (1998) - SSRN Electronic Journal - cites: 127
• The Poor Predictive Performance of Asset Pricing Models (2008) - Journal of Financial and Quantitative Analysis - cites: 111
• Bringing leased assets onto the balance sheet (2013) - Journal of Corporate Finance - cites: 91
• IS STOCK RETURN PREDICTABILITY SPURIOUS (2003) - SSRN Electronic Journal - cites: 80
• Do mutual fund managers time market liquidity? (2012) - Journal of Financial Markets - cites: 77
• Spurious Regressions in Financial Economics? (2000) - SSRN Electronic Journal - cites: 73
• The market reaction to federal reserve policy action from 1989 to 1992 (1997) - Journal of Economics and Business - cites: 53
• Outlier-Resistant Estimates of Beta (2003) - Financial Analysts Journal - cites: 52
• Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression (2008) - Journal of Financial and Quantitative Analysis - cites: 52
• Spurious Regressions in Financial Economics? (2002) - National Bureau of Economic Research - cites: 45
• Can Growth Options Explain the Trend in Idiosyncratic Risk (2006) - SSRN Electronic Journal - cites: 39
• Can event study methods solve the currency exposure puzzle? (2004) - Pacific-Basin Finance Journal - cites: 38
• An Empirical Analysis of Commodity Convenience Yields (2005) - SSRN Electronic Journal - cites: 31
• Predicting the equity premium with the implied volatility spread (2020) - Journal of Financial Markets - cites: 26
• Capital Structure and the Changing Role of Off-Balance-Sheet Lease Financing (2009) - SSRN Electronic Journal - cites: 25
• Measuring Distress Risk: The Effect of R&D Intensity (2006) - SSRN Electronic Journal - cites: 20
• Expected Commodity Futures Returns (2008) - SSRN Electronic Journal - cites: 19
• The (Poor) Predictive Performance of Asset Pricing Models (2006) - SSRN Electronic Journal - cites: 15
• The Information Content of a Nonlinear Macro-Finance Model for Commodity Prices (2016) - Review of Financial Studies - cites: 13
• Do Mutual Fund Managers Time Market Liquidity? (2010) - SSRN Electronic Journal - cites: 13
• An Empirical Analysis of Commodity Convenience Yields (2020) - Quarterly Journal of Finance - cites: 12

Topics

Smeal co-authors

• Kimberly Cornaggia - 3 co-author work(s)
• Charles Cao - 2 co-author work(s)