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Can Growth Options Explain the Trend in Idiosyncratic Risk?
Cao, Charles; Simin, Timothy; Zhao, Jing - In: The review of financial studies 21 (2013) 6, pp. 2599-2598
Persistent link: https://www.econbiz.de/10010114005
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Can Growth Options Explain the Trend in Idiosyncratic Risk?
Cao, Charles; Simin, Timothy; Zhao, Jing - In: The review of financial studies 21 (2008) 6, pp. 2599-2634
Persistent link: https://www.econbiz.de/10008152466
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The Market Reaction to Federal Reserve Policy Action from 1989 to 1992
Reinhart, Vincent; Simin, Timothy - In: Journal of economics and business 49 (1997) 2, pp. 147-166
Persistent link: https://www.econbiz.de/10005985047
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The Poor Predictive Performance of Asset Pricing Models
Simin, Timothy - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 355-380
Persistent link: https://www.econbiz.de/10008065790
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Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 331-354
Persistent link: https://www.econbiz.de/10008065791
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ASSET PRICING MODELS WITH CONDITIONAL BETAS AND ALPHAS: THE EFFECTS OF DATA SNOOPING AND SPURIOUS REGRESSION
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy - 2006
Persistent link: https://www.econbiz.de/10007384092
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SPURIOUS REGRESSIONS IN FINANCIAL ECONOMICS?
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy - 2002
Persistent link: https://www.econbiz.de/10006972794
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Spurious Regressions in Financial Economics?
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy T. - In: The journal of finance : the journal of the American … 58 (2003) 4, pp. 1393-1414
Persistent link: https://www.econbiz.de/10006554769
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EQUITY INVESTMENTS - Outlier-Resistant Estimates of Beta - A new outlier-resistant beta estimate yields higher overall accuracy than the ordinary least-squares estimate in predicting future betas.
Martin, R.Douglas; Simin, Timothy T. - In: Financial analysts' journal : FAJ 59 (2003) 5, pp. 56-69
Persistent link: https://www.econbiz.de/10006252424
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Bringing leased assets onto the balance sheet
Cornaggia, Kimberly J.; Franzen, Laurel A.; Simin, … - In: The journal of corporate finance : contracting, … 22 (2013), pp. 345-360
Persistent link: https://www.econbiz.de/10010166310