Narrow search
Showing 1 - 10 of 93
Cover Image
An empirical analysis of commodity convenience yields
Dincerler, Cantekin; Khokher, Zeigham; Simin, Timothy T. - In: The quarterly journal of finance 10 (2020) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10012423568
Cover Image
The poor predictive performance of asset pricing models
Simin, Timothy T. - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 355-380
Persistent link: https://www.econbiz.de/10003729127
Cover Image
Expected Commodity Futures Returns
Khan, Saqib A. - 2008
In this article, we posit an empirical beta pricing model of expected commodity futures returns to explore predictable variation in their returns. Our model allows commodity futures returns to vary with the holdings of hedgers and allows these holdings to vary with business conditions. The model...
Persistent link: https://www.econbiz.de/10012724984
Cover Image
Asset pricing models with conditional betas and alphas : the effects of data snooping and spurious regression
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy T. - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 331-354
Persistent link: https://www.econbiz.de/10003729126
Cover Image
Can growth options explain the trend in idiosyncratic risk?
Cao, Charles Q.; Simin, Timothy T.; Zhao, Jing - In: The review of financial studies 21 (2008) 6, pp. 2599-2633
Persistent link: https://www.econbiz.de/10003805096
Cover Image
Measuring distress risk : the effect of R&D intensity
Franzen, Laurel A.; Rodgers, Kimberly J.; Simin, Timothy T. - In: The journal of finance : the journal of the American … 62 (2007) 6, pp. 2931-2967
Persistent link: https://www.econbiz.de/10003593865
Cover Image
Do mutual fund managers time market liquidity?
Cao, Charles Q.; Simin, Timothy T.; Wang, Ying - In: Journal of financial markets 16 (2013) 2, pp. 279-307
Persistent link: https://www.econbiz.de/10009750786
Cover Image
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/10010126771
Cover Image
Asset pricing models with conditional betas and alphas : the effects of data snooping and spurious regression
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy T. - 2006
Persistent link: https://www.econbiz.de/10003389721
Cover Image
Estimating the exchange rate exposure of US multinationl firms: evidence from an event study methodology
Dewenter, Kathryn L.; Higgins, Robert C.; Simin, Timothy T. - In: Risk management : challenge and opportunity ; with 125 …, (pp. 557-569). 2005
Persistent link: https://www.econbiz.de/10002449344