Timothy T. Simin

Department	Finance
Position	Faculty
PSU profile	https://directory.smeal.psu.edu/tts3
OpenAlex	A5023220302
Works (OpenAlex)	59
Citations	2106
h-index	17
Match confidence	high-v3

Top works

• Spurious Regressions in Financial Economics? (2003) - The Journal of Finance - cites: 573
• Can Growth Options Explain the Trend in Idiosyncratic Risk? (2006) - Review of Financial Studies - cites: 371
• The alpha factor asset pricing model: A parable (1999) - Journal of Financial Markets - cites: 174
• Measuring Distress Risk: The Effect of R&D Intensity (2007) - The Journal of Finance - cites: 130
• The Poor Predictive Performance of Asset Pricing Models (2008) - Journal of Financial and Quantitative Analysis - cites: 110
• Bringing leased assets onto the balance sheet (2013) - Journal of Corporate Finance - cites: 104
• Do mutual fund managers time market liquidity? (2012) - Journal of Financial Markets - cites: 86
• IS STOCK RETURN PREDICTABILITY SPURIOUS (2003) - SSRN Electronic Journal - cites: 76
• Spurious Regressions in Financial Economics? (2000) - SSRN Electronic Journal - cites: 64
• Outlier-Resistant Estimates of Beta (2003) - Financial Analysts Journal - cites: 53
• Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression (2008) - Journal of Financial and Quantitative Analysis - cites: 51
• The market reaction to federal reserve policy action from 1989 to 1992 (1997) - Journal of Economics and Business - cites: 51
• Spurious Regressions in Financial Economics? (2002) - National Bureau of Economic Research - cites: 45
• 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: 24
• Expected Commodity Futures Returns (2008) - SSRN Electronic Journal - cites: 16
• Measuring Distress Risk: The Effect of R&D Intensity (2006) - SSRN Electronic Journal - cites: 16
• An Empirical Analysis of Commodity Convenience Yields (2020) - Quarterly Journal of Finance - cites: 13
• The Information Content of a Nonlinear Macro-Finance Model for Commodity Prices (2016) - Review of Financial Studies - cites: 13
• Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression (2006) - National Bureau of Economic Research - cites: 12
• Information Choice, Uncertainty, and Expected Returns (2020) - Review of Financial Studies - cites: 9
• Managing the Balance Sheet with Leases (2012) - SSRN Electronic Journal - cites: 9
• Spurious Regression and Data Mining in Conditional Asset Pricing Models (2010) - Springer eBooks - cites: 4

Topics

Smeal co-authors

• Kimberly Cornaggia - 4 co-author work(s)
• Charles Cao - 2 co-author work(s)