Spurious relationship

Field
Subfield
Domain
OpenAlex	C97256817

Smeal faculty

• Timothy T. Simin - score 6.5

Papers

• Spurious Regressions in Financial Economics? (2003) - cites 573
• IS STOCK RETURN PREDICTABILITY SPURIOUS (2003) - cites 76
• Spurious Regressions in Financial Economics? (2000) - cites 64
• Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression (2008) - cites 51
• Spurious Regressions in Financial Economics? (2002) - cites 45
• Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression (2006) - cites 12
• Spurious Regression and Data Mining in Conditional Asset Pricing Models (2010) - cites 4